klhztrader/KLHZ.Trader.Core.Tests/SignalProcessingTests.cs

using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using KLHZ.Trader.Core.Math.Declisions.Utils;
using System.Security.Cryptography;

namespace KLHZ.Trader.Core.Tests
{
    public class SignalProcessingTests
    {
        [Test]
        public static void Test()
        {
            var da = new List<decimal>();
            var times = new List<DateTime>();
            var startDt = DateTime.UtcNow;
            for (int i = 0; i < 100; i++)
            {
                startDt = startDt.AddSeconds(((double)(RandomNumberGenerator.GetInt32(1, 100))) / 100);
                times.Add(startDt);
                da.Add((decimal)System.Math.Sin(0.01 * i) + (decimal)System.Math.Cos(0.01 * i));
            }

            var res = SignalProcessing.InterpolateData(times.ToArray(), da.ToArray(), TimeSpan.FromSeconds(5));
        }

        [Test]
        public static void Test2()
        {
            var da = new List<decimal>();
            for (int i = 0; i < 100; i++)
            {
                da.Add(i);
            }

            var res = SignalProcessing.CalcDiffs(da.ToArray());

            Assert.IsTrue(res.Length - da.Count == -1);
            foreach (var r in res)
            {
                Assert.IsTrue(r == 1);
            }
        }

        [Test]
        public static void Test3()
        {
            var results = new List<ITradeDataItem>();
            var times = new List<DateTime>();
            var startDt = DateTime.UtcNow;
            for (int i = 0; i < 100; i++)
            {
                startDt = startDt.AddSeconds(((double)(RandomNumberGenerator.GetInt32(1, 100))) / 100);
                var t = new TradeDataItem()
                {
                    Figi = "",
                    Ticker = "",
                    Time = startDt,
                    Count = 1,
                    Direction = RandomNumberGenerator.GetInt32(1, 3),
                    IsHistoricalData = true,
                    Price = (decimal)System.Math.Sin(0.01 * i) + (decimal)System.Math.Cos(0.01 * i),
                };
                results.Add(t);
            }

            var res = SignalProcessing.InterpolateData(results.ToArray(), TimeSpan.FromSeconds(5));
        }
    }
}