public void testTicks()
{
var actual = new List <Tick>();
var listener = new Symbol.JTickListener(actual.Add, true);
var d = O.now();
var firstTick = new JTick(3.0, 100, 2.0, 4.0, 1.5, O.jDate(d));
listener.onTick(firstTick);
var opensLow = new List <Tick> {
new Tick(2.0, 0, d),
new Tick(1.5, 0, d),
new Tick(4.0, 0, d),
new Tick(3.0, 100, d)
};
AreEqual(opensLow, actual);
actual.Clear();
var nextTick = new JTick(2.5, 100, 2.0, 4.0, 1.5, O.jDate(d));
listener.onTick(nextTick);
AreEqual(new Tick(2.5, 100, d), O.the(actual));
actual.Clear();
listener = new Symbol.JTickListener(actual.Add, true); // reset
firstTick = new JTick(1.5, 100, 2.0, 2.5, 1.0, O.jDate(d));
listener.onTick(firstTick);
var opensHigh = new List <Tick> {
new Tick(2.0, 0, d),
new Tick(2.5, 0, d),
new Tick(1.0, 0, d),
new Tick(1.5, 100, d)
};
AreEqual(opensHigh, actual);
}
public void testLiveData()
{
const string name = "testone";
systemdb.metadata.SystemTimeSeriesTable.SYSTEM_TS.insert(name, "ASCII", "ActiveMQ", "atopic");
var service = new LiveData();
service.Connect(new RE.ServiceConnectOptions());
var testSymbol = new Symbol(new RE.Symbol(name));
var symbols = O.list(testSymbol.re());
var ticks = new List <RE.TickData>();
RE.GotTickData reTickListener = delegate(RE.Symbol s, RE.TickData t) {
Bomb.unless(s.Equals(testSymbol.re()), () => "unexpected symbol: " + s.Name);
ticks.Add(t);
};
service.TickListener = reTickListener;
service.SetWatchedSymbols(symbols);
var jSymbol = testSymbol.javaSymbol();
var tick = new JTick(3.0, 20, 2.0, 4.0, 1.0, O.jDate(O.now()));
jSymbol.jmsLive().publish(tick);
O.sleep(100);
var reTicks = Tick.reTicks(tick);
logTick(reTicks[0]);
logTick(ticks[12]);
AreEqual(reTicks[0].time, ticks.GetRange(12, 4)[0].time);
AreEqual(reTicks, ticks.GetRange(12, 4));
HasCount(16, ticks);
}
public void testOldTicksGetSkipped()
{
var actual = new List <Tick>();
var listener = new Symbol.JTickListener(actual.Add, true);
O.freezeNow("2008/09/29 09:18:00");
var oldTick = new JTick(3.0, 100, 2.0, 4.0, 1.5, util.Dates.date("2008/09/27 09:17:59"));
listener.onTick(oldTick);
IsEmpty(actual);
var newTick = new JTick(3.0, 100, 2.0, 4.0, 1.5, util.Dates.date("2008/09/27 09:18:00"));
listener.onTick(newTick);
HasCount(4, actual);
}
public Bar(systemdb.data.Tick tick) : this(tick.open, tick.high, tick.low, tick.last, date(tick.time))
{
}
public Tick(JTick tick) : this(tick.last, (ulong)tick.volume, date(tick.time))
{
}
