public void TestConfirmationFpMLSamplesRoundtripAll()
{
const string fileSpec = "*.xml";
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
fpmlViewName, schemaSet, FpMLViewHelpers.AutoDetectType, fileSpec,
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
true, true, true);
Assert.AreEqual(593, results.FilesProcessed.Count); // 593
Assert.AreEqual(0, results.OrigValidationWarnings.Count);
Assert.AreEqual(0, results.OrigValidationErrors.Count);
Assert.AreEqual(0, results.IncomingTransformErrors.Count);
Assert.AreEqual(0, results.OutgoingTransformErrors.Count);
Assert.AreEqual(0, results.DeserialisationErrors.Count);
Assert.AreEqual(0, results.InternalComparisonErrors.Count);
Assert.AreEqual(0, results.ExternalComparisonErrors.Count);
// Note: There are 4 files causing benign validation events. These are all
// due to un-necessary emission of the "breakFeeElection" element in the
// "equitySwapTransactionSupplement" element. It appears that the schema should
// define the "breakFeeElection" element as minOccurs=0, but it does not, and
// the consequence is that the element is emitted with the default value (FlatFee).
// Removal of the extra element causes downstream errors so it remains as is.
Assert.AreEqual(4, results.CopyValidationErrors.Count);
Assert.AreEqual(0, results.CopyValidationWarnings.Count);
}
public static void LoadTrades2(ILogger logger, ICoreCache targetClient, string nameSpace)
{
logger.LogDebug("Loading trades...");
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadAndReturnConfirmationExamples(
schemaSet, FpMLViewHelpers.AutoDetectType,
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
false, false, false);
foreach (var document in results)
{
var extraProps = new NamedValueSet();
extraProps.Set(TradeProp.TradingBookName, "Test");
extraProps.Set(TradeProp.TradeState, "Confirmed");
//extraProps.Set("TradeType", "Deposit");
extraProps.Set(TradeProp.TradeSource, "FPMLSamples");
extraProps.Set(TradeProp.AsAtDate, DateTime.Today);
extraProps.Set("Namespace", "Confirmation");
ItemInfo itemInfo = MakeTradeProps(document.GetType().ToString(), null, extraProps, nameSpace);
logger.LogDebug(" {0} ...", itemInfo.ItemName);
targetClient.SaveObject(document, itemInfo.ItemName, itemInfo.ItemProps, false, TimeSpan.MaxValue);
} // foreach file
//as TradeConfirmed
logger.LogDebug("Loaded {0} trades.", results.Count());
}
public void TestConfirmationFpMLSamplesLoadErrors()
{
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
fpmlViewName, schemaSet, FpMLViewHelpers.AutoDetectType, "*.error",
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
false, false, false);
Assert.AreEqual(7, results.FilesProcessed.Count);
Assert.AreEqual(4, results.DeserialisationErrors.Count);
}
public void TestConfirmationFpMLSamplesLoadAndValidateAll()
{
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
fpmlViewName, schemaSet, FpMLViewHelpers.AutoDetectType, "*.xml",
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
true, false, false);
Assert.AreEqual(593, results.FilesProcessed.Count);
Assert.AreEqual(0, results.DeserialisationErrors.Count);
Assert.AreEqual(0, results.OrigValidationWarnings.Count);
Assert.AreEqual(0, results.OrigValidationErrors.Count);
Assert.AreEqual(0, results.IncomingTransformErrors.Count);
}
public void TestConfirmationFpMLSamplesLoadAllValid()
{
const string fileSpec = "*.xml";
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
FPMLViewName, schemaSet, FpMLViewHelpers.AutoDetectType, fileSpec,
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
false, false, false);
Assert.AreEqual(1493, results.FilesProcessed.Count);
Assert.AreEqual(107, results.DeserialisationErrors.Count);//121 errors
Assert.AreEqual(0, results.OrigValidationWarnings.Count);
Assert.AreEqual(0, results.OrigValidationErrors.Count);
Assert.AreEqual(0, results.IncomingTransformErrors.Count);
}
public void TestReportingFpMLSamplesLoadAndValidateAll()
{
//string fileSpec = "rpt-ex11-position-report-equity.xml";
string fileSpec = "*.xml";
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
fpmlViewName, schemaSet, FpMLViewHelpers.AutoDetectType, fileSpec,
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
true, false, false);
Assert.AreEqual(149, results.FilesProcessed.Count);
Assert.AreEqual(0, results.DeserialisationErrors.Count);
Assert.AreEqual(0, results.OrigValidationWarnings.Count);
Assert.AreEqual(0, results.OrigValidationErrors.Count);
Assert.AreEqual(0, results.IncomingTransformErrors.Count);
}
public void TestConfirmationFpMLSamplesRoundtripFromQrml()
{
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
fpmlViewName, schemaSet, FpMLViewHelpers.AutoDetectType, @"FromQRML\*.xml",
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
true, true, true);
Assert.AreEqual(1, results.FilesProcessed.Count);
Assert.AreEqual(0, results.OrigValidationWarnings.Count);
Assert.AreEqual(0, results.OrigValidationErrors.Count);
Assert.AreEqual(0, results.IncomingTransformErrors.Count);
Assert.AreEqual(0, results.OutgoingTransformErrors.Count);
Assert.AreEqual(0, results.DeserialisationErrors.Count);
Assert.AreEqual(0, results.InternalComparisonErrors.Count);
Assert.AreEqual(0, results.ExternalComparisonErrors.Count);
Assert.AreEqual(0, results.CopyValidationWarnings.Count);
Assert.AreEqual(0, results.CopyValidationErrors.Count);
}
public void TestReportingFpMLSamplesRoundtripAll()
{
//string fileSpec = "rpt-ex11-position-report-equity.xml";
string fileSpec = "*.xml";
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
FPMLViewName, schemaSet, FpMLViewHelpers.AutoDetectType, fileSpec,
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
true, true, true);
Assert.AreEqual(178, results.FilesProcessed.Count);
Assert.AreEqual(0, results.OrigValidationWarnings.Count);
Assert.AreEqual(0, results.OrigValidationErrors.Count);
Assert.AreEqual(0, results.IncomingTransformErrors.Count);
Assert.AreEqual(3, results.DeserialisationErrors.Count); //TODO should be 0
Assert.AreEqual(12, results.InternalComparisonErrors.Count); //TODO should be 0
Assert.AreEqual(12, results.ExternalComparisonErrors.Count); //TODO should be 0
Assert.AreEqual(0, results.CopyValidationWarnings.Count);
Assert.AreEqual(10, results.CopyValidationErrors.Count);
}
public void TestReportingFpMLSamplesLoadAllValid()
{
//string fileSpec = "rpt-ex20-matured-and-expired-trades.xml";
string fileSpec = "*.xml";
TimeSpan localTimeOffset = DateTimeOffset.Now.Offset;
Assert.AreEqual(TimeSpan.FromHours(10), localTimeOffset);//11
var transformIncoming = new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap(), OutputDateTimeKind.UnspecifiedOrLocal, null);
var transformOutgoing = new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap(), OutputDateTimeKind.UnspecifiedOrCustom, TimeSpan.FromHours(-5));
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadFiles(
FPMLViewName, schemaSet, FpMLViewHelpers.AutoDetectType, fileSpec,
transformIncoming, transformOutgoing,
false, false, false);
Assert.AreEqual(178, results.FilesProcessed.Count);
Assert.AreEqual(3, results.DeserialisationErrors.Count);//TODO should be 0
Assert.AreEqual(0, results.OrigValidationWarnings.Count);
Assert.AreEqual(0, results.OrigValidationErrors.Count);
Assert.AreEqual(0, results.IncomingTransformErrors.Count);
}
public void TestConfirmationAutoDetectionAllTypes()
{
foreach (var concreteType in FpMLViewHelpers.GetFpMLTypes(true))
{
System.Diagnostics.Debug.Print("Type: {0} ...", concreteType.Name);
var orig = Activator.CreateInstance(concreteType);
// serialise/deserialise as Document and then specific type
foreach (var serialiserType in new[] {
typeof(Document),
concreteType,
})
{
byte[] streamBytes;
{
var xs = new XmlSerializer(serialiserType);
using (var ms = new MemoryStream())
using (var xw = new XmlTextWriter(ms, Encoding.UTF8))
{
xs.Serialize(xw, orig);
streamBytes = ms.ToArray();
}
using (var ms = new MemoryStream(streamBytes, false))
{
var copy = xs.Deserialize(ms);
Assert.IsNotNull(copy);
Assert.AreEqual(concreteType, copy.GetType());
}
}
// autodetect concrete type to deserialise from stream
Type autoDetectedType = FpMLViewHelpers.AutoDetectType(streamBytes);
using (var ms = new MemoryStream(streamBytes, false))
{
var xs = new XmlSerializer(autoDetectedType);
var copy = xs.Deserialize(ms);
Assert.IsNotNull(copy);
Assert.AreEqual(concreteType, copy.GetType());
}
}
}
}
private void BtnRunTestsClick(object sender, EventArgs e)
{
txtLog.Clear();
_Abort = false;
LogInfo("Tests starting...");
var schemaSet = FpMLViewHelpers.GetSchemaSet();
// init paths
string externalPath = txtWorkPath.Text + @"\External.xml";
string importedPath = txtWorkPath.Text + @"\Imported.xml";
string internalPath = txtWorkPath.Text + @"\Internal.xml";
string exportedPath = txtWorkPath.Text + @"\Exported.xml";
IXmlTransformer importTransformer = new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap());
IXmlTransformer exportTransformer = new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap());
// test loop
foreach (var item in clbTests.CheckedItems)
{
if (_Abort)
{
break;
}
string checkedTest = item.ToString();
int p1 = checkedTest.IndexOf('[');
int p2 = checkedTest.IndexOf(']');
string testId = checkedTest.Substring(p1 + 1, (p2 - p1 - 1));
string testTitle = checkedTest.Substring(0, p1 - 1);
LogInfo(testTitle + " ...", testId);
var errorCounter = new Counter();
var warningCounter = new Counter();
try
{
switch (testId)
{
case "FMTEXT":
TestHelper.FormatXml(this, testId, txtSourcePath.Text, externalPath, errorCounter);
ShowXml(externalPath, txtExternalXml);
break;
case "VALEXT":
TestHelper.ValidateXml(this, testId, externalPath, schemaSet, errorCounter, warningCounter);
break;
case "IMPORT":
TestHelper.TransformXml(this, testId, importTransformer, externalPath, importedPath, errorCounter);
ShowXml(importedPath, txtImportedXml);
break;
case "DESIMP":
_FpMLObject = TestHelper.DeserialiseXml(this, testId, FpMLViewHelpers.AutoDetectType, importedPath, errorCounter);
break;
case "SERIAL":
TestHelper.SerialiseXml(this, testId, _FpMLObject, internalPath, errorCounter);
ShowXml(internalPath, txtInternalXml);
break;
case "CMPINT":
TestHelper.CompareXml(this, testId, importedPath, internalPath, errorCounter);
break;
case "EXPORT":
TestHelper.TransformXml(this, testId, exportTransformer, internalPath, exportedPath, errorCounter);
ShowXml(exportedPath, txtExportedXml);
break;
case "VALEXP":
TestHelper.ValidateXml(this, testId, exportedPath, schemaSet, errorCounter, warningCounter);
break;
case "CMPEXT":
TestHelper.CompareXml(this, testId, txtSourcePath.Text, exportedPath, errorCounter);
break;
// internal
case "FMTINT":
TestHelper.FormatXml(this, testId, txtSourcePath.Text, importedPath, errorCounter);
ShowXml(importedPath, txtImportedXml);
break;
case "CMPIIS":
TestHelper.CompareXml(this, testId, txtSourcePath.Text, importedPath, errorCounter);
break;
default:
throw new NotImplementedException("This test has not not implemented!");
}
}
catch (System.Exception excp)
{
errorCounter.Inc();
LogException(excp, testId, true);
}
if (errorCounter.Count > 0)
{
LogError(String.Format(" Test FAILED with {0} errors, {1} warnings.", errorCounter.Count, warningCounter.Count), testId, true);
}
else
{
LogInfo(String.Format(" Test PASSED with {0} warnings.", warningCounter.Count), testId);
}
}
Log(_Abort ? "Tests aborted!" : "Tests completed.");
}
private T Roundtrip_OutThenIn <T>(T input, bool compare, bool validate)
{
string originalPath = Path.GetFullPath(@"..\..\step0original.xml");
string internalPath = Path.GetFullPath(@"..\..\step1external.xml");
string externalPath = Path.GetFullPath(@"..\..\step2internal.xml");
IXmlTransformer transformIncoming = new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap());
IXmlTransformer transformOutgoing = new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap());
// emit original internal
var xs = new XmlSerializer(typeof(T));
using (var fs = new FileStream(originalPath, FileMode.Create, FileAccess.Write))
{
xs.Serialize(fs, input);
}
// transform to external format
transformOutgoing.Transform(originalPath, externalPath);
// transform to internal format
transformIncoming.Transform(externalPath, internalPath);
if (compare)
{
// compare
// load original into xml doc
var docA = new XmlDocument();
using (var fs = new FileStream(originalPath, FileMode.Open, FileAccess.Read))
//using (var sr = new StreamReader(fs, Encoding.UTF8))
{
docA.Load(fs);
}
// load emitted stream into xml doc
var docB = new XmlDocument();
using (var fs = new FileStream(internalPath, FileMode.Open, FileAccess.Read))
{
docB.Load(fs);
}
// compare
XmlCompare.CompareXmlDocs(docA, docB);
}
// validate external
if (validate)
{
const string schemaPath = @"..\..\..\..\..\Metadata\FpML.V5r3\FpML.V5r3\" + fpmlViewName + ".xsd";
string schemaFullPath = Path.GetFullPath(schemaPath);
Assert.IsTrue(File.Exists(schemaFullPath));
// validate external xml
int validationEvents = 0;
var externalDoc = new XmlDocument();
externalDoc.Schemas.Add(null, "file://" + schemaFullPath);
externalDoc.Load(externalPath);
externalDoc.Validate((o, e) =>
{
validationEvents++;
System.Diagnostics.Debug.Print("Validation event: {0}", e.Message);
});
Assert.AreEqual(0, validationEvents);
}
// deserialise
using (TextReader tr = new StreamReader(internalPath))
{
return((T)xs.Deserialize(tr));
}
}
public static void LoadTrades(ILogger logger, ICoreCache targetClient)
{
logger.LogDebug("Loading trades...");
var schemaSet = FpMLViewHelpers.GetSchemaSet();
var results = TestHelper.LoadAndReturnConfirmationExamples(
schemaSet, FpMLViewHelpers.AutoDetectType,
new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap()),
new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap()),
false, false, false);
foreach (var document in results)
{
SaveDocument(logger, targetClient, document);
//var result = TestHelper.DeserialiseXml(testLog, testId, typeDetector, sourcePath, counters.DeserialisationErrors)
//var document = XmlSerializerHelper.DeserializeFromString<Document>(file);//This does not work!
//if (document as DataDocument != null)
//{
// var tradeData = (DataDocument)document;
// Trade tradeVersion = tradeData.trade[0];
// if (tradeVersion != null)
// {
// Party[] party = tradeData.party;
// BuildTrade(logger, targetClient, tradeVersion, party);
// }
//}
//else if (document as TradeConfirmed != null)
//{
// var tradeData = (TradeConfirmed)document;
// tradeVersion = tradeData.trade;
// party = tradeData.party;
// BuildTrade(logger, targetClient, tradeVersion, party);
//}
//else if (document as RequestTradeConfirmation != null)
//{
// var tradeData = (RequestTradeConfirmation)document;
// tradeVersion = tradeData.trade;
// party = tradeData.party;
// BuildTrade(logger, targetClient, tradeVersion, party);
//}
//else if (document as TradeCreated != null)
//{
// var tradeData = (TradeCreated)document;
// tradeVersion = tradeData.trade;
// party = tradeData.party;
// BuildTrade(logger, targetClient, tradeVersion, party);//TradeCancelled
//}
//else if (document as TradeCancelled != null)
//{
// var tradeData = (TradeCancelled)document;
// tradeVersion = tradeData.Items[0] as Trade;
// party = tradeData.party;
// BuildTrade(logger, targetClient, tradeVersion, party);//
//}
//else if (document as LoanContractNotice != null)
//{
// var tradeData = (LoanContractNotice)document;
// tradeVersion = tradeData.Items[0] as Trade;
// party = tradeData.party;
// BuildTrade(logger, targetClient, tradeVersion, party);
//}
} // foreach file
//as TradeConfirmed
logger.LogDebug("Loaded {0} trades.", results.Count());
}
public void TestReportingRoundtripDateTimes()
{
const string schemaPath = @"..\..\..\..\..\Metadata\FpML.V5r10\FpML.V5r10.Reporting\MergedReportingSchemas\Reporting.xsd";
string schemaFullPath = Path.GetFullPath(schemaPath);
Assert.IsTrue(File.Exists(schemaFullPath));
string originalFullPath = Path.GetFullPath(@"..\..\testOriginalFragment.xml");
string internalFullPath = Path.GetFullPath(@"..\..\testInternalFragment.xml");
string outgoingFullPath = Path.GetFullPath(@"..\..\testOutgoingFragment.xml");
string externalFullPath = Path.GetFullPath(@"..\..\testExternalFragment.xml");
IXmlTransformer transformIncoming = new CustomXmlTransformer(FpMLViewHelpers.GetIncomingConversionMap(), OutputDateTimeKind.UnspecifiedOrUniversal, null);
IXmlTransformer transformOutgoing = new CustomXmlTransformer(FpMLViewHelpers.GetOutgoingConversionMap(), OutputDateTimeKind.UnspecifiedOrCustom, TimeSpan.FromHours(-5));
XmlSerializer xs = new XmlSerializer(typeof(ExposureReport));
// original FpML.org sample
string originalFpMLText =
"<?xml version=\"1.0\" encoding=\"utf-8\"?>" +
"<exposureReport" +
" xmlns=\"http://www.fpml.org/FpML-5/reporting\"" +
" xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\"" +
" fpmlVersion=\"5-10\" >" +
" <asOfDate>2010-09-27</asOfDate>" +
" <asOfTime>20:08:10-05:00</asOfTime>" +
"</exposureReport>";
using (var sw = new StreamWriter(originalFullPath))
{
sw.WriteLine(originalFpMLText);
}
DateTime expectedAsOfDate = new DateTime(2010, 9, 27, 0, 0, 0);
DateTime expectedAsOfTime = new DateTime(1, 1, 1, 1, 8, 10);//11 became 12
{
// original FpML.org sample
// --- does not parse reliably due to variably local time zone offset of parser ---
// asOfDate has an unspecified time zone
// asOfTime has specific time zone (New York)
ExposureReport orig;
using (StringReader sr = new StringReader(originalFpMLText))
{
orig = (ExposureReport)xs.Deserialize(sr);
}
Assert.AreEqual(DateTimeKind.Unspecified, orig.asOfDate.Value.Kind);
Assert.IsTrue(orig.asOfTimeSpecified);
Assert.AreEqual(DateTimeKind.Local, orig.asOfTime.Kind);
// --- this test does not pass reliably due to variable local time zone offset of parser ---
DateTime asOfDate = new DateTime(2010, 9, 27);
Assert.AreEqual(asOfDate, orig.asOfDate.Value);
DateTime asOfTime = new DateTime(1, 1, 2, 11, 8, 10);//TODO the time changed due to daylight saving??Why?
Assert.AreEqual(asOfTime, orig.asOfTime);
}
{
// modified FpML.org sample
// --- this test does not pass reliably due to variable local time zone offset of parser ---
// - asOfDate time zone modified to match asOfTime
string externalXmlText =
"<?xml version=\"1.0\" encoding=\"utf-8\"?>" +
"<exposureReport" +
" xmlns=\"http://www.fpml.org/FpML-5/reporting\"" +
" xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\"" +
" fpmlVersion=\"5-10\" >" +
" <asOfDate>2010-09-27-5:00</asOfDate>" +
" <asOfTime>20:08:10-05:00</asOfTime>" +
"</exposureReport>";
ExposureReport orig;
using (StringReader sr = new StringReader(externalXmlText))
{
orig = (ExposureReport)xs.Deserialize(sr);
}
Assert.AreEqual(DateTimeKind.Local, orig.asOfDate.Value.Kind);
Assert.IsTrue(orig.asOfTimeSpecified);
Assert.AreEqual(DateTimeKind.Local, orig.asOfTime.Kind);
// --- this test does not pass reliably due to variable local time zone offset of parser ---
DateTime asOfDate = new DateTime(2010, 9, 27, 15, 0, 0); // Australia EST is +10:00
Assert.AreEqual(asOfDate, orig.asOfDate.Value);
DateTime asOfTime = new DateTime(1, 1, 2, 11, 8, 10); //11 became 12
Assert.AreEqual(asOfTime, orig.asOfTime);
}
{
// modified FpML.org sample
// - asOfDate and asOfTime set to UTC
string externalXmlText =
"<?xml version=\"1.0\" encoding=\"utf-8\"?>" +
"<exposureReport" +
" xmlns=\"http://www.fpml.org/FpML-5/reporting\"" +
" xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\"" +
" fpmlVersion=\"5-10\" >" +
" <asOfDate>2010-09-27Z</asOfDate>" +
" <asOfTime>20:08:10Z</asOfTime>" +
"</exposureReport>";
ExposureReport orig;
using (StringReader sr = new StringReader(externalXmlText))
{
orig = (ExposureReport)xs.Deserialize(sr);
}
Assert.AreEqual(DateTimeKind.Local, orig.asOfDate.Value.Kind);
Assert.IsTrue(orig.asOfTimeSpecified);
Assert.AreEqual(DateTimeKind.Utc, orig.asOfTime.Kind); //Local
// --- this test does not pass reliably due to variable local time zone offset of parser ---
DateTime asOfDate = new DateTime(2010, 9, 27, 10, 0, 0); // Australia EST is +10:00
Assert.AreEqual(asOfDate, orig.asOfDate.Value);
DateTime asOfTime = new DateTime(1, 1, 1, 20, 8, 10); //6 became 7
Assert.AreEqual(asOfTime, orig.asOfTime);
}
{
// modified FpML.org sample
// --- passes reliably because local time zone offset of parser is ignored ---
// - asOfDate and asOfTime set to unspecified time zone
string externalXmlText =
"<?xml version=\"1.0\" encoding=\"utf-8\"?>" +
"<exposureReport" +
" xmlns=\"http://www.fpml.org/FpML-5/reporting\"" +
" xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\"" +
" fpmlVersion=\"5-10\" >" +
" <asOfDate>2010-09-27</asOfDate>" +
" <asOfTime>20:08:10</asOfTime>" +
"</exposureReport>";
ExposureReport orig;
using (StringReader sr = new StringReader(externalXmlText))
{
orig = (ExposureReport)xs.Deserialize(sr);
}
Assert.AreEqual(DateTimeKind.Unspecified, orig.asOfDate.Value.Kind);
Assert.IsTrue(orig.asOfTimeSpecified);
Assert.AreEqual(DateTimeKind.Unspecified, orig.asOfTime.Kind);
Assert.AreEqual(new DateTime(2010, 9, 27, 0, 0, 0), orig.asOfDate.Value);
Assert.AreEqual(new DateTime(1, 1, 1, 20, 8, 10), orig.asOfTime);
}
// now that we have a reliably formatted external fpml fragment we can test the roundtrip
// transform to internal format
transformIncoming.Transform(originalFullPath, internalFullPath);
// deserialise
ExposureReport fpml;
using (var sr = new FileStream(internalFullPath, FileMode.Open, FileAccess.Read))
{
fpml = (ExposureReport)xs.Deserialize(sr);
}
Assert.AreEqual(DateTimeKind.Unspecified, fpml.asOfDate.Value.Kind);
Assert.IsTrue(fpml.asOfTimeSpecified);
Assert.AreEqual(DateTimeKind.Utc, fpml.asOfTime.Kind);//Local
Assert.AreEqual(expectedAsOfDate, fpml.asOfDate.Value);
Assert.AreEqual(expectedAsOfTime, fpml.asOfTime);
// emit test fragment
using (var fs = new FileStream(outgoingFullPath, FileMode.Create, FileAccess.Write))
{
xs.Serialize(fs, fpml);
}
// transform to external format
transformOutgoing.Transform(outgoingFullPath, externalFullPath);
// compare external xml
using (var originalStream = new FileStream(originalFullPath, FileMode.Open, FileAccess.Read))
using (var externalStream = new FileStream(externalFullPath, FileMode.Open, FileAccess.Read))
{
XmlDocument originalDoc = new XmlDocument();
originalDoc.Load(originalStream);
XmlDocument emittedDoc = new XmlDocument();
emittedDoc.Load(externalStream);
// compare
XmlCompare.CompareXmlDocs(originalDoc, emittedDoc);
}
}
