Ejemplo n.º 1
0
        public void DceHolidayContractDealerPositionParserTest()
        {
            DateTime date        = new DateTime(2015, 1, 1);
            string   webText     = TestUtility.RetrieveWebPage(date, new DceDealerPositionCrawler("a", "1409"));
            var      parser      = new DceDealerPositionParser();
            var      listFromWeb = parser.GetDealerPositionList(webText, date);

            Assert.IsTrue(listFromWeb.Count == 0);
        }
Ejemplo n.º 2
0
        public void DceCommodityDealerPositionParserTest()
        {
            DateTime date        = new DateTime(2014, 1, 6);
            string   webText     = TestUtility.RetrieveWebPage(date, new DceDealerPositionCrawler("a", ""));
            var      parser      = new DceDealerPositionParser();
            var      listFromWeb = parser.GetDealerPositionList(webText, date);

            var testData = new List <SingleDealerPosition>();

            testData.Add(new SingleDealerPosition(date, "a", "", InformationType.VolumeInfo, 1, "国投期货", 5167));
            testData.Add(new SingleDealerPosition(date, "a", "", InformationType.SellInfo, 145, "京都期货", 0));
            testData.Add(new SingleDealerPosition(date, "a", "", InformationType.BuyInfo, 141, "深圳金汇", 0));
            testData.Add(new SingleDealerPosition(date, "a", "", InformationType.VolumeInfo, 145, "平安期货", 2));
            testData.Add(new SingleDealerPosition(date, "a", "", InformationType.BuyInfo, 25, "南华期货", 1024));

            ValidateValues(testData, listFromWeb);
        }
Ejemplo n.º 3
0
        public void DceContractDealerPositionParserTest()
        {
            DateTime date        = new DateTime(2014, 1, 6);
            string   webText     = TestUtility.RetrieveWebPage(date, new DceDealerPositionCrawler("a", "1409"));
            var      parser      = new DceDealerPositionParser();
            var      listFromWeb = parser.GetDealerPositionList(webText, date);

            var testData = new List <SingleDealerPosition>();

            testData.Add(new SingleDealerPosition(date, "a", "1409", InformationType.VolumeInfo, 1, "国投期货", 1649));
            testData.Add(new SingleDealerPosition(date, "a", "1409", InformationType.SellInfo, 121, "中信新际", 0));
            testData.Add(new SingleDealerPosition(date, "a", "1409", InformationType.BuyInfo, 120, "先融期货", 0));
            testData.Add(new SingleDealerPosition(date, "a", "1409", InformationType.VolumeInfo, 123, "天富期货", 1));
            testData.Add(new SingleDealerPosition(date, "a", "1409", InformationType.BuyInfo, 10, "新湖期货", 1075));

            ValidateValues(testData, listFromWeb);
        }
Ejemplo n.º 4
0
        private static void DceDataHandler(string transactionText, DateTime transactionDate, FuturesDataStore dataStore)
        {
            var dceTransactionParser = new DceTransactionParser();
            var tops = dceTransactionParser.GetTopContracts(transactionText, 2, transactionDate);

            WriteTransactionDataToStore(tops, dataStore);

            var dcePositionParser = new DceDealerPositionParser();

            foreach (var contract in tops)
            {
                var dcePositionCrawler = new DceDealerPositionCrawler(contract.Commodity, contract.Contract);
                dcePositionCrawler.RuntimeLogger = Logger;

                dcePositionCrawler.PullData(transactionDate, transactionDate, (htmlText, targetDate) =>
                {
                    HandlePositionData(dcePositionParser, htmlText, targetDate, dataStore);
                });
            }
        }