/// <summary>
/// Creates the brokerage under test and connects it
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
var keyId = Config.Get("alpaca-key-id");;
var secretKey = Config.Get("alpaca-secret-key");
var tradingMode = Config.Get("alpaca-trading-mode");
var brokerage = new AlpacaBrokerage(orderProvider, securityProvider, keyId, secretKey, tradingMode);
return(brokerage);
}
public void Setup()
{
Log.LogHandler = new ConsoleLogHandler();
var keyId = Config.Get("alpaca-key-id");
var secretKey = Config.Get("alpaca-secret-key");
var tradingMode = Config.Get("alpaca-trading-mode");
_brokerage = new AlpacaBrokerage(null, null, keyId, secretKey, tradingMode, true);
_brokerage.Connect();
}
public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, bool shouldBeEmpty)
{
Log.LogHandler = new ConsoleLogHandler();
var keyId = Config.Get("alpaca-key-id");
var secretKey = Config.Get("alpaca-secret-key");
var tradingMode = Config.Get("alpaca-trading-mode");
using (var brokerage = new AlpacaBrokerage(null, null, keyId, secretKey, tradingMode, true))
{
var historyProvider = new BrokerageHistoryProvider();
historyProvider.SetBrokerage(brokerage);
historyProvider.Initialize(new HistoryProviderInitializeParameters(null, null, null, null, null, null, null, false));
var now = DateTime.UtcNow;
var requests = new[]
{
new HistoryRequest(
now.Add(-period),
now,
typeof(TradeBar),
symbol,
resolution,
SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
TimeZones.NewYork,
null,
false,
false,
DataNormalizationMode.Adjusted,
TickType.Trade)
};
var history = historyProvider.GetHistory(requests, TimeZones.NewYork).ToList();
foreach (var slice in history)
{
if (resolution == Resolution.Tick)
{
foreach (var tick in slice.Ticks[symbol])
{
Console.WriteLine($"{tick.Time}: {tick.Symbol} - P={tick.Price}, Q={tick.Quantity}");
}
}
else
{
var bar = slice.Bars[symbol];
Console.WriteLine($"{bar.Time}: {bar.Symbol} - O={bar.Open}, H={bar.High}, L={bar.Low}, C={bar.Close}, V={bar.Volume}");
}
}
if (shouldBeEmpty)
{
Assert.IsTrue(history.Count == 0);
}
else
{
Assert.IsTrue(history.Count > 0);
}
brokerage.Disconnect();
Log.Trace("Data points retrieved: " + historyProvider.DataPointCount);
}
}
public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, bool throwsException)
{
TestDelegate test = () =>
{
var keyId = Config.Get("alpaca-key-id");
var secretKey = Config.Get("alpaca-secret-key");
var tradingMode = Config.Get("alpaca-trading-mode");
var brokerage = new AlpacaBrokerage(null, null, keyId, secretKey, tradingMode);
var historyProvider = new BrokerageHistoryProvider();
historyProvider.SetBrokerage(brokerage);
historyProvider.Initialize(null, null, null, null, null, null);
var now = DateTime.UtcNow;
var requests = new[]
{
new HistoryRequest(now.Add(-period),
now,
typeof(TradeBar),
symbol,
resolution,
SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
DateTimeZone.Utc,
Resolution.Daily,
false,
false,
DataNormalizationMode.Adjusted,
TickType.Trade)
};
var history = historyProvider.GetHistory(requests, TimeZones.Utc);
foreach (var slice in history)
{
if (resolution == Resolution.Tick)
{
foreach (var tick in slice.Ticks[symbol])
{
Console.WriteLine("{0}: {1} - {2} / {3}", tick.Time, tick.Symbol, tick.BidPrice, tick.AskPrice);
}
}
else if (resolution == Resolution.Second)
{
var bar = slice.QuoteBars[symbol];
Console.WriteLine("{0}: {1} - O={2}, H={3}, L={4}, C={5}", bar.Time, bar.Symbol, bar.Open, bar.High, bar.Low, bar.Close);
}
else
{
var bar = slice.Bars[symbol];
Console.WriteLine("{0}: {1} - O={2}, H={3}, L={4}, C={5}", bar.Time, bar.Symbol, bar.Open, bar.High, bar.Low, bar.Close);
}
}
Log.Trace("Data points retrieved: " + historyProvider.DataPointCount);
};
if (throwsException)
{
Assert.Throws <ArgumentException>(test);
}
else
{
Assert.DoesNotThrow(test);
}
}
