public void Two_Day_Query_Less_than_24hrs_Returns_Single_Query()
{
var testParams = _setups.TwoDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
Assert.AreEqual(1, response.Count);
}
public void Query_Returns_List_of_Type_ITickDataQuery()
{
var testParams = _setups.TestParams_End_Before_Start();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
Assert.IsInstanceOfType(response, typeof(List <ITickDataQuery>));
}
public void Throw_ArgumentNullException_When_EndDate_Is_Null()
{
var testParams = _setups.TestParamsMissingDates();
testParams.StartDate = new DateTime(2012, 1, 4, 12, 0, 0);
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
}
public void Throw_ArgumentNullException_When_Security_Is_Null()
{
var testParams = _setups.TwoDayTestParams();
testParams.Security = default(string);
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
}
public void Two_Day_Query_25hrs_over_3_Days_Returns_List_With_Count_of_3()
{
var testParams = _setups.TwoDayTestParams25hrs();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
Assert.AreEqual(3, response.Count);
}
public void EndDate_Equals_StartDate_Returns_List_With_Count_of_0()
{
var testParams = _setups.TestParams_End_Equal_Start();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
Assert.AreEqual(0, response.Count);
}
public void Single_Day_Query_Returns_List_With_Count_of_1()
{
var testParams = _setups.OneDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
Assert.AreEqual(1, response.Count);
}
public void Two_Day_Query_Returns_Query_With_Corrct_Start_DateTime()
{
var testParams = _setups.TwoDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
var firstQuery = (ITickDataQuery)response[0];
Assert.AreEqual(testParams.StartDate, firstQuery.StartDate);
}
public void Two_Day_Query_Returns_Query_With_Corrct_End_DateTime()
{
var testParams = _setups.TwoDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
var lastQuery = (ITickDataQuery)response[response.Count - 1];
Assert.AreEqual(testParams.EndDate, lastQuery.EndDate);
}
public void When_Query_Parmas_Fields_List_is_Null_Or_Empty_Populate_with_Defaults()
{
var testParams = _setups.TwoDayTestParams();
var testParamsNoFields = _setups.TwoDayTestParamsWithoutFields();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParamsNoFields);
var lastQuery = (ITickDataQuery)response[response.Count - 1];
CollectionAssert.AreEqual(testParams.Fields, lastQuery.Fields);
}
public void t_Is_Set_To_Default()
{
var testParams = _setups.OneDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
var BBHist = new BloombergHistTickDataHandler();
BBHist.AddDataQueries(response);
Assert.AreEqual(_setups.serverPort, BBHist.SessionOptions.ServerPort);
}
public void After_Instance_Creation_TickDataQueries_List_is_Not_Empty()
{
var testParams = _setups.OneDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
var BBHist = new BloombergHistTickDataHandler();
BBHist.AddDataQueries(response);
Assert.AreNotEqual(0, BBHist.TickDataQueries.Count);
}
public void After_Instance_Creation_TickDataQueries_is_Not_Null()
{
var testParams = _setups.OneDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
var BBHist = new BloombergHistTickDataHandler();
BBHist.AddDataQueries(response);
Assert.IsNotNull(BBHist.TickDataQueries);
}
public void Default_Mode_Is_Set_To_Asynchronous()
{
var testParams = _setups.OneDayTestParams();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
var BBHist = new BloombergHistTickDataHandler();
BBHist.AddDataQueries(response);
Assert.IsTrue(BBHist.Asynchronous);
}
public void AddDataQueries(List <ITickDataQuery> queries)
{
if (queries == null || queries.Count == 0)
{
throw new ArgumentNullException("(List<TickDataQuery>", "TickDataQueries list must contain at least one query");
}
if (TickDataQueries.Count < 1)
{
TickDataQueries = queries;
}
else
{
foreach (var query in queries)
{
TickDataQueries.Add(query);
}
}
}
private void initializeDataHandler()
{
var queryGenerator = new TickDataQueries();
var start = new DateTime(2013, 7, 1, 00, 00, 00);
var end = start.AddDays(1).AddTicks(-1); // new DateTime(2013, 7, 23, 23, 59, 59);
setUpInsturment(start, end, "NKU3 Index", Security.SecurityType.IndexFuture);
setUpInsturment(start, end, "NOU3 Index", Security.SecurityType.IndexFuture);
setUpInsturment(start, end, "NIU3 Index", Security.SecurityType.IndexFuture);
setUpInsturment(start, end, "TPU3 Index", Security.SecurityType.IndexFuture);
setUpInsturment(start, end, "JBU3 Comdty", Security.SecurityType.IndexFuture);
setUpInsturment(start, end, "ESU3 Index", Security.SecurityType.IndexFuture);
setUpInsturment(start, end, "JPY Curncy", Security.SecurityType.Curncy);
foreach (var bbHist in _histFeed.HistoricalAdapters)
{
if (bbHist.ConnectAndOpenSession())
{
bbHist.SendHistTickDataRequest();
}
}
}
private void setUpInsturment(DateTime start, DateTime end, string security, Security.SecurityType secType)
{
var sec = new DataFactory(new Security(security, 0, secType));
_factories.Add(sec);
_markets.AddSecurity(sec);
sec.AddReferenceToMarkets(_markets);
sec.AddReferenceToDatafeed((ITickDataFeed)_histFeed);
var query = new TickDataQuery()
{
Security = sec.SecurityName,
CorrelationIdObj = sec,
StartDate = start,
EndDate = end,
IncludeConditionCode = true,
IncludeExchangeCode = true
};
var queryGenerator = new TickDataQueries();
var queries = queryGenerator.GetTickDataQueries(query);
var queriesPM = new List <ITickDataQuery>();
foreach (var q in queries)
{
queriesPM.Add(new TickDataQuery()
{
Security = q.Security,
StartDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 7, 15, 00),
EndDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 18, 20, 00),
Fields = q.Fields,
CorrelationIdObj = q.CorrelationIdObj,
IncludeConditionCode = q.IncludeConditionCode,
IncludeExchangeCode = q.IncludeExchangeCode,
});
//q.StartDate = q.StartDate.AddHours(-1);
q.EndDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 6, 20, 00);
}
if (useBB)
{
// Historical playback From Bloomberg
var histBBTickData = new BloombergHistTickDataHandler();
histBBTickData.BBHTDUpdate += histTickData_Update;
histBBTickData.AddDataQueries(queries);
histBBTickData.AddDataQueries(queriesPM);
histBBTickData.DataHandler = _histFeed;
_histFeed.AddHistoricalAdapter(histBBTickData);
}
else
{
// Historical playback from SQL DB
const string dsPath = "TickData.qbd";
var histTickData = new HistoricalData.HistoricalAdapterSqlDB(dsPath);
histTickData.HistTDUpdate += histTickData_Update;
histTickData.AddDataQueries(queries);
//histTickData.AddDataQueries(queriesPM);
histTickData.DataHandler = _histFeed;
_histFeed.AddHistoricalAdapter(histTickData);
}
responded.Add(security, false);
}
public void Fields_List_Which_Contains_Nulls_Throws_ArgumentNullException()
{
var testParams = _setups.TwoDayTestParamsWithNullFieldItems();
var queryGenerator = new TickDataQueries();
var response = queryGenerator.GetTickDataQueries(testParams);
}
