public void GetHistoricalDataTest()
{
StartHistoricalReaderTest();
int actual1 = s_utilities.GetHistoricalData("AAPL", QuoteType.Stock);
int actual2 = s_utilities.GetHistoricalData("IBM", QuoteType.Stock, null, new DateTime(2018, 10, 1));
int actual3 = s_utilities.GetHistoricalData("SPY", QuoteType.Stock, null, new DateTime(2018, 10, 2));
int actual4 = s_utilities.GetHistoricalData("NDX", QuoteType.Index, null);
int actual5 = s_utilities.GetHistoricalData("BXM", QuoteType.Index, null, new DateTime(2018, 10, 3));
int actual6 = s_utilities.GetHistoricalData("BadTicker", QuoteType.Stock, null, new DateTime(2018, 10, 3));
int actual7 = s_utilities.GetHistoricalData("SPX 181116C02900000", QuoteType.Option, null);
int actual8 = s_utilities.GetHistoricalData("ES/18Z", QuoteType.Future, null);
Assert.AreEqual(0, actual1, "GetHistoricalData test failed for AAPL");
Assert.AreEqual(1, actual2, "GetHistoricalData test failed for IBM");
Assert.AreEqual(2, actual3, "GetHistoricalData test failed for SPY");
Assert.AreEqual(3, actual4, "GetHistoricalData test failed for NDX");
Assert.AreEqual(4, actual5, "GetHistoricalData test failed for BXM");
Assert.AreEqual(5, actual6, "GetHistoricalData test failed for BadTicker");
Assert.AreEqual(-1, actual7, "GetHistoricalData test failed for SPX 181116C02900000");
Assert.AreEqual(6, actual8, "GetHistoricalData test failed for ES/18Z");
System.Diagnostics.Debug.WriteLine("Waiting 10 seconds to get data");
System.Threading.Thread.Sleep(10000);
s_utilities.StopHistoricalReader();
}
public HistoricalQuote ProvideQuote(string ticker, string quoteType, DateTime date)
{
HistoricalQuote quote = new HistoricalQuote()
{
Ticker = ticker,
Date = date
};
TWSQuoteObject quoteObject = null;
try
{
if (!Connect())
{
quote.ErrorMessage = "Unable to connect to TWS";
}
else
{
lock (m_quoteMapLock)
{
QuoteType quoteTypeEnum = (QuoteType)Enum.Parse(typeof(QuoteType), quoteType);
int requestId = m_twsUtilities.GetHistoricalData(ticker, quoteTypeEnum, null, date);
if (requestId < 0)
{
quote.ErrorMessage = "Unable to get historical quote";
}
else
{
quoteObject = new TWSQuoteObject(requestId);
m_quoteMap.Add(requestId, quoteObject);
}
}
}
if (quoteObject != null)
{
if (!WaitAny(null, quoteObject.WaitHandle))
{
quote.ErrorMessage = "Request timed out";
}
else
{
quoteObject.FillQuote(quote);
}
}
}
catch (Exception ex)
{
quote.ErrorMessage = ex.Message;
}
return(quote);
}