public void HistoricalRequestsAreSplitToRespectRequestLimits()
{
int[] requestCount = { 0 };
_ibClientMock.Setup(
x => x.RequestHistoricalData(
It.IsAny <int>(),
It.IsAny <Contract>(),
It.IsAny <DateTime>(),
It.IsAny <string>(),
It.IsAny <BarSize>(),
It.IsAny <HistoricalDataType>(),
It.IsAny <int>(),
It.IsAny <List <TagValue> >()))
.Callback(() => requestCount[0]++);
var requests = new Dictionary <KeyValuePair <BarSize, int>, int> //left side is barsize/seconds, right side is expected splits
{
{ new KeyValuePair <BarSize, int>(BarSize.OneDay, 500 * 24 * 3600), 2 },
{ new KeyValuePair <BarSize, int>(BarSize.OneHour, 75 * 24 * 3600), 3 },
{ new KeyValuePair <BarSize, int>(BarSize.ThirtyMinutes, 22 * 24 * 3600), 4 },
{ new KeyValuePair <BarSize, int>(BarSize.OneMinute, 9 * 24 * 3600), 5 },
{ new KeyValuePair <BarSize, int>(BarSize.ThirtySeconds, 40 * 3600), 2 },
{ new KeyValuePair <BarSize, int>(BarSize.FifteenSeconds, 4 * 14400), 5 },
{ new KeyValuePair <BarSize, int>(BarSize.FiveSeconds, 2 * 7200), 3 },
{ new KeyValuePair <BarSize, int>(BarSize.OneSecond, 10 * 1800), 11 }
};
var inst = new Instrument();
foreach (var kvp in requests)
{
_ibDatasource.RequestHistoricalData(new HistoricalDataRequest(
inst,
TWSUtils.BarSizeConverter(kvp.Key.Key),
DateTime.Now.AddSeconds(-kvp.Key.Value),
DateTime.Now,
dataLocation: DataLocation.ExternalOnly));
Assert.AreEqual(kvp.Value, requestCount[0], kvp.Key.Key.ToString());
requestCount[0] = 0;
}
}
