public void TestBLS_GetMultiple_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["BLS_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_CPI_NSA"]);
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_CPI_MEDICAL"]);
getQuotesParams.PeriodStart = DateTime.Parse("2019/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/12/12");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsTrue(getQuotesResult.Success);
Assert.False(getQuotesResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
for (int i = 0; i < getQuotesParams.Tickers.Count; ++i)
{
Assert.IsNotNull(getQuotesResult.QuotesData[i].Quotes, string.Format("{0} - Quotes array was not created", getQuotesParams.Tickers[i]));
Assert.Greater(getQuotesResult.QuotesData[i].Quotes.Count(), 0, string.Format("{0} - Quotes were not read", getQuotesParams.Tickers[i]));
Assert.IsNotNull(getQuotesResult.QuotesData[i].Metadata, string.Format("{0} - Metadata was not crated", getQuotesParams.Tickers[i]));
Assert.Greater(getQuotesResult.QuotesData[i].Metadata.Values.Count, 0, string.Format("{0} - Metadata values were not read", getQuotesParams.Tickers[i]));
}
}
public void TestBLS_GetMultiple_PartialSuccess()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["BLS_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_CPI_NSA"]);
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_INVALID"]);
getQuotesParams.PeriodStart = DateTime.Parse("2019/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/12/12");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsTrue(getQuotesResult.Success);
Assert.False(getQuotesResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
Assert.AreEqual(getQuotesResult.QuotesData.Count(), 1, "Unexpected quotes read");
Assert.IsNotNull(getQuotesResult.QuotesData[0].Quotes, "Quotes array was not created");
Assert.Greater(getQuotesResult.QuotesData[0].Quotes.Count(), 0, "Quotes were not read");
Assert.IsNotNull(getQuotesResult.QuotesData[0].Metadata, "Metadata was not crated");
Assert.Greater(getQuotesResult.QuotesData[0].Metadata.Values.Count, 0, "Metadata values were not read");
}
public void SaveQuotes_Multiple_Success()
{
IQuotesSource source = CreateSource();
IQuotesDal dal = PrepareQuotesDal();
IQuotesDalSaveTimeseriesValuesParams saveParams = dal.CreateSaveTimeseriesValuesParams();
string[] tickers =
{
ConfigurationManager.AppSettings["TickerSPY"],
ConfigurationManager.AppSettings["TickerQQQ"]
};
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
foreach (var t in tickers)
{
getQuotesParams.Tickers.Add(t);
}
getQuotesParams.Country = ConfigurationManager.AppSettings["CountryUS"];
getQuotesParams.PeriodStart = DateTime.Parse("2009/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/1/1");
getQuotesParams.TimeFrame = ETimeFrame.Daily;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
saveParams.Quotes.AddRange(getQuotesResult.QuotesData);
IQuotesDalSaveTimeseriesValuesResult saveResult = dal.SaveTimeseriesValues(saveParams);
Assert.IsTrue(saveResult.Success);
Assert.IsTrue(!saveResult.HasWarnings, "Unexpected warnings while performing save");
Assert.IsTrue(!saveResult.HasErrors, "Unexpected errors while performing save");
}
public void TestStooq_CanImport_Single_Fail()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_INVALID"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsFalse(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 0, "Invalid number of tickers returned");
}
public void TestStooq_CanImport_Single_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["SEC_AAPL_CODE"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsTrue(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 1, "Invalid number of tickers returned");
Assert.AreEqual(canImportResult.Tickers[0], ConfigurationManager.AppSettings["SEC_AAPL_CODE"], "Expected tickers were not returned");
}
public void TestStooq_CanImport_Multiple_PartialSuccess()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["SEC_AAPL_CODE"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_INVALID"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsTrue(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 1, "Invalid number of tickers returned");
Assert.Contains(ConfigurationManager.AppSettings["SEC_AAPL_CODE"], canImportResult.Tickers.ToArray(), "Expected ticker AAPL was not returned");
}
public void TestStooq_GetQuotesMonthly_InvalidTicker()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["STOOQ_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_INVALID"]);
getQuotesParams.PeriodStart = DateTime.Parse("2009/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/1/1");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsFalse(getQuotesResult.Success);
Assert.True(getQuotesResult.HasErrors, "No errors reported");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
Assert.AreEqual(getQuotesResult.QuotesData.Count(), 0, "Quotes object is not empty");
}
public void TestCFTC_CanImport_Multiple_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceCanImportParams canImportParams = source.CreateCanImportParams();
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_FINFUT"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_FINFUTOPT"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_CMDTSFUT"]);
canImportParams.Tickers.Add(ConfigurationManager.AppSettings["CFTC_TICKER_COT_CMDTSFUTOPT"]);
IQuotesSourceCanImportResult canImportResult = source.CanImport(canImportParams);
Assert.IsNotNull(canImportResult);
Assert.IsTrue(canImportResult.Success);
Assert.False(canImportResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(canImportResult.Tickers);
Assert.AreEqual(canImportResult.Tickers.Count, 4, "Invalid number of tickers returned");
}
public void TestStooq_GetQuotesMonthly_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["STOOQ_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_SPY"]);
getQuotesParams.PeriodStart = DateTime.Parse("2009/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/1/1");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsTrue(getQuotesResult.Success);
Assert.False(getQuotesResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
Assert.IsNotNull(getQuotesResult.QuotesData[0].Quotes, "Quotes array was not created");
Assert.Greater(getQuotesResult.QuotesData[0].Quotes.Count(), 0, "Quotes were not read");
}
