internal void ToString_ReturnsExpectedString()
{
// Arrange
var barSpec = new BarSpecification(1, BarStructure.Minute, PriceType.Bid);
// Act
var result = barSpec.ToString();
// Assert
Assert.Equal("1-MINUTE-BID", result);
}
internal void GetHashCode_ReturnsExpectedInt32()
{
// Arrange
var barSpec = new BarSpecification(1, BarStructure.Minute, PriceType.Bid);
// Act
var result = barSpec.GetHashCode();
// Assert
Assert.NotEqual(0, result);
}
/// <summary>
/// Perform a query operation for the give data request.
/// </summary>
/// <param name="request">The data request.</param>
/// <returns>The response.</returns>
internal Response FindData(DataRequest request)
{
try
{
var dataType = request.Query[DataType];
if (dataType != typeof(Bar[]).Name)
{
return(this.QueryFailure($"Incorrect DataType requested, was {dataType}", request.Id));
}
// Query objects
var symbol = Symbol.FromString(request.Query["Symbol"]);
var barSpec = BarSpecification.FromString(request.Query["Specification"]);
var barType = new BarType(symbol, barSpec);
var fromDateTime = request.Query["FromDateTime"].ToNullableZonedDateTimeFromIso();
var toDateTime = request.Query["ToDateTime"].ToNullableZonedDateTimeFromIso();
long?limit = long.Parse(request.Query["Limit"]);
if (limit == 0)
{
limit = null;
}
var data = this.repository.ReadBarData(
barType,
fromDateTime,
toDateTime,
limit);
if (data.Length == 0)
{
var fromDateTimeString = fromDateTime is null ? "Min" : fromDateTime.ToString();
var toDateTimeString = toDateTime is null ? "Max" : toDateTime.ToString();
return(this.QueryFailure($"No data found for {barType} from " +
$"{fromDateTimeString} to {toDateTimeString}", request.Id));
}
return(new DataResponse(
this.dataSerializer.SerializeBlob(data, request.Query),
dataType,
this.dataSerializer.BlobEncoding,
request.Id,
this.NewGuid(),
this.TimeNow()));
}
catch (Exception ex)
{
this.Logger.LogError(LogId.Component, $"{ex}");
return(this.QueryFailure(ex.Message, request.Id));
}
}
internal void Equals_WithUnequalObject_ReturnsTrue()
{
// Arrange
var barSpec1 = new BarSpecification(1, BarStructure.Minute, PriceType.Bid);
var barSpec2 = new BarSpecification(1, BarStructure.Hour, PriceType.Ask);
// Act
var result1 = barSpec1.Equals(barSpec2);
var result2 = barSpec1 == barSpec2;
// Assert
Assert.False(result1);
Assert.False(result2);
}
internal void Create_WithValidString_ReturnsExpectedBarSpec()
{
// Arrange
var barSpec1 = new BarSpecification(1, BarStructure.Minute, PriceType.Bid);
var barSpec2 = new BarSpecification(1, BarStructure.Hour, PriceType.Mid);
var string1 = barSpec1.ToString();
var string2 = barSpec2.ToString();
// Act
var result1 = BarSpecification.FromString(string1);
var result2 = BarSpecification.FromString(string2);
// Assert
Assert.Equal(barSpec1, result1);
Assert.Equal(barSpec2, result2);
}
internal void CanSerializeAndDeserialize_BarDataResponses()
{
// Arrange
var dataSerializer = new BarSerializer();
var symbol = new Symbol("AUD/USD", new Venue("FXCM"));
var barSpec = new BarSpecification(1, BarStructure.Minute, PriceType.Bid);
var correlationId = Guid.NewGuid();
var bars = new[] { StubBarProvider.Build(), StubBarProvider.Build() };
var serializedBars = dataSerializer.Serialize(bars);
var metadata = new Dictionary <string, string>
{
{ "Symbol", symbol.Value },
{ "Specification", barSpec.ToString() },
};
var data = dataSerializer.SerializeBlob(serializedBars, metadata);
var response = new DataResponse(
data,
typeof(Bar[]).Name,
dataSerializer.BlobEncoding,
correlationId,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var serializedResponse = this.serializer.Serialize(response);
var deserializedResponse = (DataResponse)this.serializer.Deserialize(serializedResponse);
var deserializedData = dataSerializer.DeserializeBlob(deserializedResponse.Data);
// Assert
Assert.Equal(response, deserializedResponse);
Assert.Equal(bars, deserializedData);
Assert.Equal(correlationId, deserializedResponse.CorrelationId);
this.Output.WriteLine(Convert.ToBase64String(serializedResponse));
this.Output.WriteLine(Encoding.UTF8.GetString(serializedResponse));
}
