Add new data structures and event handling classes for trading platform. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint.

This commit is contained in:
Miha Kralj
2024-07-25 17:42:09 -07:00
parent f7fd3fbf9f
commit 7dd938c368
86 changed files with 9367 additions and 9153 deletions
+95 -95
View File
@@ -1,96 +1,96 @@
using Xunit;
using System;
using System.Runtime.InteropServices;
using QuanTAlib;
namespace Basics;
#nullable disable
public class TBars
{
private static Type[] maSeriesTypes = new Type[]
{
typeof(ATR_Series),
typeof(ATRP_Series),
typeof(TR_Series),
typeof(ADL_Series),
typeof(CCI_Series),
typeof(OBV_Series),
typeof(ADOSC_Series),
typeof(MIDPRICE_Series),
};
[Theory]
[MemberData(nameof(MASeriesData))]
public void Name_exists(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
Assert.NotEmpty(MA_Series.Name);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Series_Length(Type classType)
{
GBM_Feed data = new(1000);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
Assert.Equal(1000, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Return_data(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
var result = MA_Series.Add((DateTime.Today, 1,2,3,4,5));
Assert.Equal(result.v, MA_Series.Last.v);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Update(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
var pre_update = MA_Series.Last;
var pre_data = data.Last;
data.Add((DateTime.Today, 1, 2, 3, 4, 5), true);
data.Add(pre_data, true);
Assert.Equal(pre_update.v, MA_Series.Last.v);
Assert.Equal(data.Count, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Reset(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
MA_Series.Reset();
data.Add();
Assert.False(double.IsNaN(MA_Series.Last.v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Period_default(Type classType) {
GBM_Feed data = new(100);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
Assert.False(double.IsNaN(MA_Series.Last.v));
}
public static IEnumerable<object[]> MASeriesData()
{
foreach (var type in maSeriesTypes)
{
yield return new object[] { type };
}
}
}
using Xunit;
using System;
using System.Runtime.InteropServices;
using QuanTAlib;
namespace Basics;
#nullable disable
public class TBars
{
private static Type[] maSeriesTypes = new Type[]
{
typeof(ATR_Series),
typeof(ATRP_Series),
typeof(TR_Series),
typeof(ADL_Series),
typeof(CCI_Series),
typeof(OBV_Series),
typeof(ADOSC_Series),
typeof(MIDPRICE_Series),
};
[Theory]
[MemberData(nameof(MASeriesData))]
public void Name_exists(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
Assert.NotEmpty(MA_Series.Name);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Series_Length(Type classType)
{
GBM_Feed data = new(1000);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
Assert.Equal(1000, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Return_data(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
var result = MA_Series.Add((DateTime.Today, 1,2,3,4,5));
Assert.Equal(result.v, MA_Series.Last.v);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Update(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
var pre_update = MA_Series.Last;
var pre_data = data.Last;
data.Add((DateTime.Today, 1, 2, 3, 4, 5), true);
data.Add(pre_data, true);
Assert.Equal(pre_update.v, MA_Series.Last.v);
Assert.Equal(data.Count, MA_Series.Count);
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Reset(Type classType)
{
GBM_Feed data = new(10);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
MA_Series.Reset();
data.Add();
Assert.False(double.IsNaN(MA_Series.Last.v));
}
[Theory]
[MemberData(nameof(MASeriesData))]
public void Period_default(Type classType) {
GBM_Feed data = new(100);
var MA_Series = Activator.CreateInstance(classType, data) as TSeries;
Assert.False(double.IsNaN(MA_Series.Last.v));
}
public static IEnumerable<object[]> MASeriesData()
{
foreach (var type in maSeriesTypes)
{
yield return new object[] { type };
}
}
}
#nullable restore