Beispiel #1
0
        internal void GivenBarDataRequest_WithNoBars_ReturnsQueryFailedMessage()
        {
            // Arrange
            var provider = new BarProvider(
                this.container,
                this.messagingAdapter,
                this.repository,
                this.barSerializer);

            provider.Start().Wait();

            var barType = StubBarType.AUDUSD_OneMinuteAsk();

            var query = new Dictionary <string, string>
            {
                { "DataType", "Bar[]" },
                { "Symbol", barType.Symbol.Value },
                { "Specification", barType.Specification.ToString() },
                { "FromDateTime", StubZonedDateTime.UnixEpoch().ToString() },
                { "ToDateTime", StubZonedDateTime.UnixEpoch().ToString() },
                { "Limit", "0" },
            };

            var request = new DataRequest(
                query,
                Guid.NewGuid(),
                StubZonedDateTime.UnixEpoch());

            // Act
            var response = provider.FindData(request);

            // Assert
            Assert.Equal(typeof(QueryFailure), response.Type);
        }
Beispiel #2
0
        internal void GivenBarDataRequest_WithBars_ReturnsValidBarDataResponse()
        {
            // Arrange
            var provider = new BarProvider(
                this.container,
                this.messagingAdapter,
                this.repository,
                this.barSerializer);

            provider.Start().Wait();

            var barType = StubBarType.AUDUSD_OneMinuteAsk();
            var bar1    = StubBarProvider.Build();
            var bar2    = StubBarProvider.Build();

            this.repository.Add(barType, bar1);
            this.repository.Add(barType, bar2);

            var query = new Dictionary <string, string>
            {
                { "DataType", "Bar[]" },
                { "Symbol", barType.Symbol.Value },
                { "Specification", barType.Specification.ToString() },
                { "FromDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
                { "ToDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
                { "Limit", "0" },
            };

            var request = new DataRequest(
                query,
                Guid.NewGuid(),
                StubZonedDateTime.UnixEpoch());

            // Act
            var response = (DataResponse)provider.FindData(request);
            var bars     = this.barSerializer.DeserializeBlob(response.Data);

            // Assert
            Assert.Equal(typeof(DataResponse), response.Type);
            Assert.Equal(2, bars.Length);
            Assert.Equal(bar1, bars[0]);
            Assert.Equal(bar2, bars[1]);
        }
Beispiel #3
0
 public BarDataFrameTests(ITestOutputHelper output)
     : base(output)
 {
     // Fixture Setup
     this.stubBarType = StubBarType.AUDUSD_OneMinuteAsk();
 }