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C# BaseData.GetEnumerator方法代码示例

本文整理汇总了C#中QuantConnect.Data.BaseData.GetEnumerator方法的典型用法代码示例。如果您正苦于以下问题：C# BaseData.GetEnumerator方法的具体用法？C# BaseData.GetEnumerator怎么用？C# BaseData.GetEnumerator使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类QuantConnect.Data.BaseData的用法示例。


在下文中一共展示了BaseData.GetEnumerator方法的6个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。

示例1: FillForwardHoursAtEndOfDayByHalfHour

        public void FillForwardHoursAtEndOfDayByHalfHour()
        {
            var dataResolution = Time.OneHour;
            var reference = new DateTime(2015, 6, 25, 14, 0, 0);
            var data = new BaseData[]
            {
                // thurs 6/25
                new TradeBar{Value = 0, Time = reference, Period = dataResolution},
                // fri 6/26
                new TradeBar{Value = 1, Time = reference.Date.AddDays(1), Period = dataResolution},
            }.ToList();
            var enumerator = data.GetEnumerator();

            var exchange = new EquityExchange();
            bool isExtendedMarketHours = false;
            var ffResolution = TimeSpan.FromMinutes(30);
            var fillForwardEnumerator = new FillForwardEnumerator(enumerator, exchange, ffResolution, isExtendedMarketHours, data.Last().EndTime, dataResolution);

            // 3:00
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(1), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);

            // 3:30
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(1.5), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);

            // 4:00
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(2), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);

            // 12:00am
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(data.Last().EndTime, fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(1, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);

            Assert.IsFalse(fillForwardEnumerator.MoveNext());
        }
开发者ID:santoshree，项目名称:Lean，代码行数:44，代码来源:FillForwardEnumeratorTest.cs

示例2: FillsForwardDailyMissingDays

        public void FillsForwardDailyMissingDays()
        {
            var dataResolution = Time.OneDay;
            var reference = new DateTime(2015, 6, 25);
            var data = new BaseData[]
            {
                // thurs 6/25
                new TradeBar{Value = 0, Time = reference, Period = Time.OneDay},
                // fri 6/26
                new TradeBar{Value = 1, Time = reference.AddDays(5), Period = Time.OneDay},
            }.ToList();
            var enumerator = data.GetEnumerator();

            var exchange = new EquityExchange();
            bool isExtendedMarketHours = false;
            var fillForwardEnumerator = new FillForwardEnumerator(enumerator, exchange, TimeSpan.FromDays(1), isExtendedMarketHours, data.Last().EndTime.AddDays(1), dataResolution);

            // 6/25
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);
            Assert.IsTrue(((TradeBar)fillForwardEnumerator.Current).Period == dataResolution);

            // 6/26
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(2), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.IsTrue(((TradeBar)fillForwardEnumerator.Current).Period == dataResolution);

            // 6/29
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(5), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.IsTrue(((TradeBar)fillForwardEnumerator.Current).Period == dataResolution);

            // 6/30
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(6), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(1, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);
            Assert.IsTrue(((TradeBar)fillForwardEnumerator.Current).Period == dataResolution);

            // 7/1
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(7), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(1, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.IsTrue(((TradeBar)fillForwardEnumerator.Current).Period == dataResolution);

            Assert.IsFalse(fillForwardEnumerator.MoveNext());
        }
开发者ID:santoshree，项目名称:Lean，代码行数:54，代码来源:FillForwardEnumeratorTest.cs

示例3: SkipsAfterMarketData

        public void SkipsAfterMarketData()
        {
            var dataResolution = Time.OneHour;
            var reference = new DateTime(2015, 6, 25, 14, 0, 0);
            var end = reference.Date.AddDays(1).AddHours(10);
            var data = new BaseData[]
            {
                new TradeBar
                {
                    Time = reference,
                    Value = 0,
                    Period = dataResolution
                },
                new TradeBar
                {
                    Time = reference.AddHours(3),
                    Value = 1,
                    Period = dataResolution
                },
                new TradeBar
                {
                    Time = reference.Date.AddDays(1).AddHours(10) - dataResolution,
                    Value = 2,
                    Period = dataResolution
                }
            }.ToList();
            var enumerator = data.GetEnumerator();

            var exchange = new EquityExchange();
            bool isExtendedMarketHours = false;
            var fillForwardEnumerator = new FillForwardEnumerator(enumerator, exchange, TimeSpan.FromHours(1), isExtendedMarketHours, end, dataResolution);

            // 3:00
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(1), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 4:00 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(2), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 6:00 - this is raw data, the FF enumerator doesn't try to perform filtering per se, just filtering on when to FF
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(4), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(1, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 10:00
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(end, fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(2, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            Assert.IsFalse(fillForwardEnumerator.MoveNext());
        }
开发者ID:santoshree，项目名称:Lean，代码行数:62，代码来源:FillForwardEnumeratorTest.cs

示例4: FillsForwardMissingDaysOnFillForwardResolutionOfAnHour

        public void FillsForwardMissingDaysOnFillForwardResolutionOfAnHour()
        {
            var dataResolution = Time.OneDay;
            var reference = new DateTime(2015, 6, 23);
            var data = new BaseData[]
            {
                // tues 6/23
                new TradeBar{Value = 0, Time = reference, Period = dataResolution},
                // wed 7/1
                new TradeBar{Value = 1, Time = reference.AddDays(8), Period = dataResolution},
            }.ToList();
            var enumerator = data.GetEnumerator();

            var exchange = new EquityExchange();
            bool isExtendedMarketHours = false;
            var ffResolution = TimeSpan.FromHours(1);
            var fillForwardEnumerator = new FillForwardEnumerator(enumerator, exchange, ffResolution, isExtendedMarketHours, data.Last().EndTime, dataResolution);

            int dailyBars = 0;
            int hourlyBars = 0;
            while (fillForwardEnumerator.MoveNext())
            {
                Console.WriteLine(fillForwardEnumerator.Current.EndTime);
                if (fillForwardEnumerator.Current.Time.TimeOfDay == TimeSpan.Zero)
                {
                    dailyBars++;
                }
                else
                {
                    hourlyBars++;
                }
            }

            // we expect 7 daily bars here, beginning tues, wed, thurs, fri, mon, tues, wed
            Assert.AreEqual(7, dailyBars);

            // we expect 6 days worth of ff hourly bars at 7 bars a day
            Assert.AreEqual(42, hourlyBars);
        }
开发者ID:santoshree，项目名称:Lean，代码行数:39，代码来源:FillForwardEnumeratorTest.cs

示例5: FillsForwardHourlyOnMinutesBeginningOfDay

        public void FillsForwardHourlyOnMinutesBeginningOfDay()
        {
            var dataResolution = Time.OneHour;
            var reference = new DateTime(2015, 6, 25);
            var data = new BaseData[]
            {
                // thurs 6/25
                new TradeBar{Value = 0, Time = reference, Period = dataResolution},
                // fri 6/26
                new TradeBar{Value = 1, Time = reference.Date.AddHours(9), Period = dataResolution},
            }.ToList();
            var enumerator = data.GetEnumerator();

            var exchange = new EquityExchange();
            bool isExtendedMarketHours = false;
            var ffResolution = TimeSpan.FromMinutes(15);
            var fillForwardEnumerator = new FillForwardEnumerator(enumerator, exchange, ffResolution, isExtendedMarketHours, data.Last().EndTime, dataResolution);

            // 12:00
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(1), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);

            // 9:45 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(9.75), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);

            // 10:00
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddHours(10), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(1, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);

            Assert.IsFalse(fillForwardEnumerator.MoveNext());
        }
开发者ID:santoshree，项目名称:Lean，代码行数:38，代码来源:FillForwardEnumeratorTest.cs

示例6: FillsForwardDailyOnHoursInMarketHours

        public void FillsForwardDailyOnHoursInMarketHours()
        {
            var dataResolution = Time.OneDay;
            var reference = new DateTime(2015, 6, 25);
            var data = new BaseData[]
            {
                // thurs 6/25
                new TradeBar{Value = 0, Time = reference, Period = Time.OneDay},
                // fri 6/26
                new TradeBar{Value = 1, Time = reference.AddDays(1), Period = Time.OneDay},
            }.ToList();
            var enumerator = data.GetEnumerator();

            var exchange = new EquityExchange();
            bool isExtendedMarketHours = false;
            var fillForwardEnumerator = new FillForwardEnumerator(enumerator, exchange, TimeSpan.FromHours(1), isExtendedMarketHours, data.Last().EndTime, dataResolution);

            // 12:00am
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 10:00 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1).AddHours(10), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 11:00 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1).AddHours(11), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 12:00pm (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1).AddHours(12), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 1:00 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1).AddHours(13), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 2:00 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1).AddHours(14), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 3:00 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1).AddHours(15), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 4:00 (ff)
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(1).AddHours(16), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(0, fillForwardEnumerator.Current.Value);
            Assert.IsTrue(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            // 12:00am
            Assert.IsTrue(fillForwardEnumerator.MoveNext());
            Assert.AreEqual(reference.AddDays(2), fillForwardEnumerator.Current.EndTime);
            Assert.AreEqual(1, fillForwardEnumerator.Current.Value);
            Assert.IsFalse(fillForwardEnumerator.Current.IsFillForward);
            Assert.AreEqual(dataResolution, fillForwardEnumerator.Current.EndTime - fillForwardEnumerator.Current.Time);

            Assert.IsFalse(fillForwardEnumerator.MoveNext());
        }
开发者ID:santoshree，项目名称:Lean，代码行数:82，代码来源:FillForwardEnumeratorTest.cs


注：本文中的QuantConnect.Data.BaseData.GetEnumerator方法示例由纯净天空整理自Github/MSDocs等开源代码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。