示例#1
0
        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);
        }
示例#2
0
        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);
        }