public void BarTimeAdjustmentsHappenCorrectly()
{
string json = @"{
""status"": {
""code"": 200,
""message"": ""Success.""
},
""results"": [{
""symbol"": ""IBM"",
""timestamp"": ""2016-08-15T09:00:00-04:00"",
""tradingDay"": ""2016-08-15"",
""open"": 162.4,
""high"": 162.97,
""low"": 162.38,
""close"": 162.77,
""volume"": 215371
},
{
""symbol"": ""IBM"",
""timestamp"": ""2016-08-15T10:00:00-04:00"",
""tradingDay"": ""2016-08-15"",
""open"": 162.8,
""high"": 162.95,
""low"": 162.61,
""close"": 162.63,
""volume"": 222815
}]
}";
var exchange = new Exchange
{
Timezone = "Eastern Standard Time"
};
var instrument = new Instrument()
{
Symbol = "IBM",
Exchange = exchange,
Sessions = new List <InstrumentSession> {
new InstrumentSession {
OpeningDay = DayOfTheWeek.Monday, OpeningTime = new TimeSpan(9, 30, 0)
}
}
};
var request = new HistoricalDataRequest(instrument, BarSize.OneHour, DateTime.Now, DateTime.Now);
List <OHLCBar> bars = BarChartUtils.ParseJson(JObject.Parse(json), request);
//opening time set to the session opening instead of earlier
Assert.AreEqual(new DateTime(2016, 8, 15, 9, 30, 0), bars[0].DTOpen.Value);
//Bar closing time set correctly
Assert.AreEqual(new DateTime(2016, 8, 15, 10, 0, 0), bars[0].DT);
//timezone conversion has happened properly
Assert.AreEqual(new DateTime(2016, 8, 15, 10, 0, 0), bars[1].DTOpen.Value);
}
private List <OHLCBar> GetData(HistoricalDataRequest request)
{
string url = "";
try
{
url = BuildRequestUrl(request);
}
catch (Exception ex)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "BarChart Error building URL: " + ex.Message, request.RequestID));
return(null);
}
using (var client = new WebClient())
{
string data;
JObject parsedData;
try
{
data = client.DownloadString(url);
parsedData = JObject.Parse(data);
if (parsedData["status"]["code"].ToString() != "200")
{
throw new Exception(parsedData["status"]["message"].ToString());
}
}
catch (Exception ex)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "BarChart data download error: " + ex.Message, request.RequestID));
return(null);
}
try
{
var bars = BarChartUtils.ParseJson(parsedData, request);
return(bars);
}
catch (Exception ex)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "BarChart data parsing error: " + ex.Message, request.RequestID));
return(null);
}
}
}