public void CanReadFromValidStream()
{
string testString = "26/09/2008,1204.47,1215.77,1187.54,1213.27,5383610000,1213.27";
MockRepository mocks = new MockRepository();
TextReader sourceReader = mocks.Stub<TextReader>();
using (mocks.Record())
{
SetupResult
.For(sourceReader.ReadLine())
.Return(testString);
}
IParseIntervals intervalParser = mocks.Stub<IParseIntervals>();
using (mocks.Record())
{
SetupResult
.For(intervalParser.Parse("qwert", 0))
.IgnoreArguments()
.Return(new OHLCVInterval()
{
Close = 1213.27f,
// DataSource="Stub",
DateTime=new DateTime(2008,09,26),
High=1215.77f,
Index=0,
Instrument="StubInstrument",
//Interval="Day",
Exchange="StubExchange",
Low=1187.54f,
Open=1204.47f,
Volume=5383610000,
//Id = Guid.NewGuid()//"StubInstrument" + new DateTime(2008,09,26).Ticks.ToString()
}
);
}
bool hasHeader = false;
OHLCVIntervalReader reader = new OHLCVIntervalReader(sourceReader, intervalParser, hasHeader);
foreach (var interval in reader)
{
Assert.AreEqual(new DateTime(2008, 09, 26), interval.DateTime);
Assert.IsFalse(Math.Abs(1204.47f - interval.Open) > Single.Epsilon);
Assert.IsFalse(Math.Abs(1215.77f - interval.High) > Single.Epsilon);
Assert.IsFalse(Math.Abs(1187.54f - interval.Low) > Single.Epsilon);
Assert.IsFalse(Math.Abs(1213.27f - interval.Close) > Single.Epsilon);
Assert.AreEqual(5383610000, interval.Volume);
Assert.AreEqual(0, interval.Index);
Assert.AreEqual("StubExchange", interval.Exchange);
//Assert.AreEqual("Stub", interval.DataSource);
Assert.AreEqual("StubInstrument", interval.Instrument);
// Assert.AreEqual("StubInstrument" + new DateTime(2008, 09, 26).Ticks.ToString(), interval.Id);
break;
}
}
private int EnumerateExtractedDataForYear(string targetFolder, string exchange)
{
// Stopwatch stopwatch = new Stopwatch();
int fileCount = 0;
foreach (var extractedFile in new DirectoryInfo(targetFolder).EnumerateFiles())
{
fileCount++;
//stopwatch.Reset();
// stopwatch.Start();
//Parse & Save OHLCVIntervals
OHLCVIntervalReader reader = new OHLCVIntervalReader(
extractedFile.OpenText(),
new EODDataOHLVCIntervalParser(exchange),
false);
OHLCVIntervalRepository repository = new OHLCVIntervalRepository();
int lineCount = 0;
try
{
foreach (var interval in reader)
{
lineCount++;
repository.Save(interval);
}
}
catch (Exception e)
{
logger.ErrorFormat("Parser Error in file: {0}, @line: {1}, exception: {2}", extractedFile.Name, lineCount, e.Message);
}
logger.InfoFormat("Parsed file: {0}, sucessfully parsed {1} lines", extractedFile.Name, lineCount);
// stopwatch.Stop();
// Console.WriteLine("Finished parsing file: {0} in: {1} seconds.", extractedFile.Name,stopwatch.ElapsedMilliseconds/1000);
}
return fileCount;
}
