public void Should_Parse_DailyWeeklyMonthlyMessage_With_Large_PeriodVolume() { // Arrange var message = $"2018-04-27,164.3300,160.6300,164.0000,162.3200,{long.MaxValue},0,"; // Act var dailyWeeklyMonthlyMessage = DailyWeeklyMonthlyMessage.Parse(message); // Assert Assert.AreEqual(dailyWeeklyMonthlyMessage.PeriodVolume, long.MaxValue); }
public void Should_Parse_DailyWeeklyMonthlyMessage_Invariant(string cultureName) { // Arrange TestHelper.SetThreadCulture(cultureName); // Act var dailyWeeklyMonthlyMessage = DailyWeeklyMonthlyMessage.Parse(_message); // Assert Assert.AreEqual(dailyWeeklyMonthlyMessage, _expectedMessage); }
public void Should_Parse_DailyWeeklyMonthlyMessage_Culture_Independant(string cultureName) { // Arrange TestHelper.SetThreadCulture(cultureName); var message = "2018-04-27,164.3300,160.6300,164.0000,162.3200,35655839,0,"; // Act var dailyWeeklyMonthlyMessage = new DailyWeeklyMonthlyMessage(new DateTime(2018, 04, 27), 164.33f, 160.63f, 164f, 162.32f, 35655839, 0); var dailyWeeklyMonthlyMessageFromValues = DailyWeeklyMonthlyMessage.Parse(message); // Assert Assert.AreEqual(dailyWeeklyMonthlyMessage, dailyWeeklyMonthlyMessageFromValues); }
private Func <string, HistoricalData> GetParseFunc(DataType dataType) { switch (dataType) { case DataType.Fundamental: return(FundamentalData.Parse); case DataType.Daily: return(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line));; default: throw new NotSupportedException(); } }
private IEnumerable <HistoricalData> GetData(MarketRequest request, string filename) { switch (request.DataType) { case DataType.Tick: return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(TickMessage.Parse(line).Timestamp, line), filename)); case DataType.Daily: return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line), filename)); default: throw new NotSupportedException(); } }