public void AggreegatingFilesDownload()
{
System.Diagnostics.Stopwatch stopWatch = null;
var logger = TestLogManager.Instance.GetLogger("B3ProviderTesting");
//var summary = BenchmarkRunner.Run<BenchmarkDownloader>();
// create a configuration instance
var config = new B3ProviderConfig();
// define properties
config.ReplaceExistingFiles = true;
// create an instance of the client
var client = new B3ProviderClient(config);
stopWatch = System.Diagnostics.Stopwatch.StartNew();
client.LoadHistoricQuotes(2018);
stopWatch.Stop();
logger.Info(string.Format("loaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed));
stopWatch = System.Diagnostics.Stopwatch.StartNew();
client.LoadHistoricQuotes(2017);
stopWatch.Stop();
logger.Info(string.Format("loaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed));
stopWatch = System.Diagnostics.Stopwatch.StartNew();
client.LoadHistoricQuotes(2016);
stopWatch.Stop();
logger.Info(string.Format("loaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed));
}
public void B3ProviderMustFindOptions()
{
// create a configuration instance
var config = new B3ProviderConfig();
// define properties
config.ReplaceExistingFiles = true;
// create an instance of the client
var client = new B3ProviderClient(config);
// load all instruments into memory
client.LoadInstruments();
// load all instruments into memory
client.LoadQuotes();
// load all instruments into memory
client.LoadHistoricQuotes(2018);
// get information about PETR4 stock (the most popular in B3)
var equity = client.EquityInstruments.Where(e =>
e.Ticker.Equals("PETR4", StringComparison.InvariantCultureIgnoreCase)).FirstOrDefault();
// get information about option calls on PETR4 stock
var optionsCalls = client.OptionInstruments.Where(o => o.B3IDUnderlying == equity.B3ID &&
o.Type == B3OptionOnEquityTypeInfo.Call).ToList();
var historicQuotes = client.GetHistoricMarketData().Where(md => md.Ticker == optionsCalls.FirstOrDefault().Ticker).ToList();
// get information about option puts on PETR4 stock
var optionsPuts = client.OptionInstruments.Where(o => o.B3IDUnderlying == equity.B3ID &&
o.Type == B3OptionOnEquityTypeInfo.Put).ToList();
}
public void B3ProviderMustDownloadHistoricQuoteFilesFromMultipleYears()
{
var logger = TestLogManager.Instance.GetLogger("B3ProviderTesting");
var config = new B3ProviderConfig();
config.ReplaceExistingFiles = true;
var client = new B3ProviderClient(config);
var stopWatch = new System.Diagnostics.Stopwatch();
var finalPath = string.Empty;
stopWatch.Start();
client.LoadHistoricQuotes(2018);
stopWatch.Stop();
logger.Info(string.Format("downloaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed));
stopWatch.Reset();
stopWatch.Start();
client.LoadHistoricQuotes(2017);
stopWatch.Stop();
logger.Info(string.Format("downloaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed));
stopWatch.Reset();
stopWatch.Start();
client.LoadHistoricQuotes(2016);
stopWatch.Stop();
logger.Info(string.Format("downloaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed));
}
public Main()
{
_quoteDictionary = new Dictionary <string, Quote>();
FeatureList.Add(FeaturesT.SUPPORTS_REALTIME_OPTIONS_CHAIN);
FeatureList.Add(FeaturesT.SUPPORTS_REALTIME_STOCK_QUOTE);
FeatureList.Add(FeaturesT.SUPPORTS_STOCK_HISTORICAL_DATA);
FeatureList.Add(FeaturesT.SUPPORTS_OPTIONS_HISTORICAL_DATA);
FeatureList.Add(FeaturesT.SUPPORTS_HISTORICAL_VOLATILITY);
FeatureList.Add(FeaturesT.SUPPORTS_INTEREST_RATE);
// update server list
ServerList.Add(Name);
_B3Poviderconfig = new B3ProviderConfig();
_B3PoviderClient = new B3ProviderClient(_B3Poviderconfig);
}
public void B3ProviderMustSectorClassification()
{
var config = new B3ProviderConfig();
// define properties
config.ReplaceExistingFiles = true;
// create an instance of the client
var client = new B3ProviderClient(config);
// load all instruments into memory
client.LoadSectorClassification();
Assert.IsNotNull(client.SectorClassification);
Assert.AreNotEqual(0, client.SectorClassification.Count);
}
public void B3ProviderShouldCalculateChange()
{
var config = new B3ProviderConfig();
// define properties
config.ReplaceExistingFiles = true;
// create an instance of the client
var client = new B3ProviderClient(config);
client.LoadInstruments();
//client.LoadInstruments();
client.LoadHistoricQuotes(2019);
client.LoadHistoricQuotes(2018);
client.CalculateHistoricChanges();
}
