Example #1
0
        public void FakeCQG_TimedBarsRequest()
        {
            // arrange
            UnitTestHelper.StartUp();
            #region Timer
            Timer timer = new Timer();
            timer.Interval  = 30;
            timer.AutoReset = true;
            timer.Elapsed  += Timer_Elapsed;
            timer.Start();
            #endregion
            CQGCEL fakeCQGCel = new CQGCELClass();
            Core.LogChange += CQG_LogChange;
            CQGTimedBarsRequest m_TimedBarsRequest;
            CQGTimedBars        CQGTimedBars;
            var startTime = new DateTime(2016, 06, 06);
            List <eTimedBarsRequestOutputs> TimedBarsRequestOutputs = new List <eTimedBarsRequestOutputs>();
            TimedBarsRequestOutputs.Add(eTimedBarsRequestOutputs.tbrActualVolume);
            TimedBarsRequestOutputs.Add(eTimedBarsRequestOutputs.tbrTickVolume);
            TimedBarsRequestOutputs.Add(eTimedBarsRequestOutputs.tbrAskVolume);
            TimedBarsRequestOutputs.Add(eTimedBarsRequestOutputs.tbrBidVolume);
            TimedBarsRequestOutputs.Add(eTimedBarsRequestOutputs.tbrOpenInterest);
            int recurrenceСount = 10;

            // act
            while (recurrenceСount > 0)
            {
                m_TimedBarsRequest                              = fakeCQGCel.CreateTimedBarsRequest();
                m_TimedBarsRequest.Symbol                       = "h";
                m_TimedBarsRequest.IncludeEnd                   = false;
                m_TimedBarsRequest.RangeStart                   = startTime;
                m_TimedBarsRequest.RangeEnd                     = DateTime.Now;
                m_TimedBarsRequest.HistoricalPeriod             = eHistoricalPeriod.hpWeekly;
                m_TimedBarsRequest.TickFilter                   = eTickFilter.tfDefault;
                m_TimedBarsRequest.Continuation                 = eTimeSeriesContinuationType.tsctNoContinuation;
                m_TimedBarsRequest.EqualizeCloses               = true;
                m_TimedBarsRequest.DaysBeforeExpiration         = 0;
                m_TimedBarsRequest.UpdatesEnabled               = false;
                m_TimedBarsRequest.IgnoreEventsOnHistoricalBars = false;
                m_TimedBarsRequest.SessionsFilter               = 0;
                m_TimedBarsRequest.SessionFlags                 = eSessionFlag.sfUndefined;
                m_TimedBarsRequest.ExcludeAllOutputs();
                foreach (eTimedBarsRequestOutputs selectedOutput in TimedBarsRequestOutputs)
                {
                    m_TimedBarsRequest.IncludeOutput(selectedOutput, true);
                }
                CQGTimedBars TimedBars = fakeCQGCel.RequestTimedBars(m_TimedBarsRequest);
                CQGTimedBars = fakeCQGCel.AllTimedBars.get_ItemById(TimedBars.Id);

                // assert
                Assert.IsNotNull(CQGTimedBars);
                Assert.AreEqual(25, CQGTimedBars.Count);
                recurrenceСount--;
            }
        }
Example #2
0
        public void FakeCQG_EventHandlersWork()
        {
            // arrange
            UnitTestHelper.StartUp();
            string statusConnectionUp = "csConnectionUp";
            Timer  timer = new Timer();

            timer.Interval  = 30;
            timer.AutoReset = true;
            timer.Elapsed  += Timer_Elapsed;
            timer.Start();
            CQGCEL fakeCQGCel = new CQGCELClass();

            fakeCQGCel.DataConnectionStatusChanged += new _ICQGCELEvents_DataConnectionStatusChangedEventHandler(Cell_DataConnectionStatusChanged);
            Core.LogChange += CQG_LogChange;

            // act
            fakeCQGCel.Startup();
            Task.Delay(300).GetAwaiter().GetResult();

            // assert
            Assert.AreEqual(statusConnectionUp, status);
        }