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--;
}
}
public static void StoreBarData(CQGTimedBars mCurTimedBars, CQGError cqgError, string userName)
{
//try
//{g
if (cqgError != null && cqgError.Code != 0)
{
FinishCollectingSymbol(mCurTimedBars.Request.Symbol, false, 0, "Expired! Error code: " + cqgError.Code + ". Description:" + cqgError.Description);
}
else
{
var str5 = mCurTimedBars.Request.Symbol.Trim();
var str = str5.Split('.');
str5 = str[str.Length - 1];
var tableName = "B_" + str5 + "_" + GetTableType(_historicalPeriod);
var realyInsertedRows = 0;
if (mCurTimedBars.Status == eRequestStatus.rsSuccess)
{
ClientDatabaseManager.DeleteLastBar("B_" + str5 + "_" + GetTableType(_historicalPeriod));
var lastExisting3000BarData = ClientDatabaseManager.GetLast3000BarData(tableName);
if (mCurTimedBars.Count != 0)
{
for (int i = mCurTimedBars.Count - 1; i >= 0; i--)
{
if (!lastExisting3000BarData.Contains(mCurTimedBars[i].Timestamp))
{
AddBar(mCurTimedBars[i], mCurTimedBars.Request.Symbol, DateTime.Now, GetTableType(_historicalPeriod), userName);
realyInsertedRows++;
}
}
}
ClientDatabaseManager.CommitQueueBar();
}
//var rowsCount = mCurTimedBars.Count;//DatabaseManager.GetRowsCount("B_" + str5 + "_" + GetTableType(_historicalPeriod)) - beforeRowsCount
FinishCollectingSymbol(mCurTimedBars.Request.Symbol, true, realyInsertedRows, "");
}
//}
//catch (Exception ex)
//{
// Console.WriteLine("BarsAdd."+ex.Message);
//}
}
static void _cel_TimedBarsResolved(CQGTimedBars cqgTimedBars, CQGError cqgError)
{
ChangeTimeoutState(false, false);
if (!IsStarted)
{
return;
}
if (_isStoped)
{
return;
}
var symbol = cqgTimedBars.Request.Symbol;
StoreBarData(cqgTimedBars, cqgError, _userName);
}
private void SessionOnTimedBarsAdded(CQGTimedBars cqgTimedBars)
{
}
private void SessionOnTimedBarsUpdated(CQGTimedBars cqgTimedBars, int index)
{
}
public void BarsAdd(CQGTimedBars mCurTimedBars, CQGError cqgError, string userName)
{
if (_shouldStop) return;
try
{
_logger.LogAdd("Bars data resolved for symbol:" + mCurTimedBars.Request.Symbol, Category.Information, true);
var ss = _aSymbolStates[mCurTimedBars.Request.Symbol];
ss.IsCollected = true;
if (cqgError != null && cqgError.Code != 0)
{
ss.IsSuccess = false;
}
else
{
if (mCurTimedBars.Status == eRequestStatus.rsSuccess)
{
DateTime runDateTime = DateTime.Now;
if (mCurTimedBars.Count != 0)
{
for (int i = mCurTimedBars.Count - 1; i >= 0; i--)
{
if (_shouldStop) break;
AddBar(mCurTimedBars[i], mCurTimedBars.Request.Symbol, runDateTime, _aTableType, userName);
}
}
DatabaseManager.CommitQueueBar();
}
ss.IsSuccess = true;
}
_aSymbolStates[mCurTimedBars.Request.Symbol] = ss;
OnSymbolCollectEnd(mCurTimedBars.Request.Symbol, ss.IsSuccess, _aTableType);//TODO CHnaged this _aTableType
if (SymbolsCollected == _aSymbolStates.Count)
{
OnFinished();
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
_logger.LogAdd("BarsAdd. " + ex, Category.Error);
}
}
public static void BarsAdd(CQGTimedBars mCurTimedBars, CQGError cqgError, string userName)
{
try
{
if (cqgError != null && cqgError.Code != 0)
{
FinishCollectingSymbol(mCurTimedBars.Request.Symbol, false);
}
else
{
var str5 = mCurTimedBars.Request.Symbol.Trim();
var str = str5.Split('.');
str5 = str[str.Length - 1];
if (mCurTimedBars.Status == eRequestStatus.rsSuccess)
{
DatabaseManager.DeleteLastBar("B_" + str5 + "_" + GetTableType(_historicalPeriod));
DateTime runDateTime = DateTime.Now;
if (mCurTimedBars.Count != 0)
{
for (int i = mCurTimedBars.Count - 1; i >= 0; i--)
{
AddBar(mCurTimedBars[i], mCurTimedBars.Request.Symbol, runDateTime, GetTableType(_historicalPeriod), userName);
}
}
DatabaseManager.CommitQueueBar();
}
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
static void _cel_TimedBarsResolved(CQGTimedBars cqgTimedBars, CQGError cqgError)
{
ChangeTimeoutState(false, false);
if (_isStoped) return;
var symbol = cqgTimedBars.Request.Symbol;
BarsAdd(cqgTimedBars, cqgError, _userName);
FinishCollectingSymbol(symbol, true);
}
private void SessionOnTimedBarsAdded(CQGTimedBars cqgTimedBars)
{
}
private void SessionOnTimedBarsUpdated(CQGTimedBars cqgTimedBars, int index)
{
}
public static void StoreBarData(CQGTimedBars mCurTimedBars, CQGError cqgError, string userName)
{
//try
//{g
if (cqgError != null && cqgError.Code != 0)
{
FinishCollectingSymbol("B",mCurTimedBars.Request.Symbol, false, 0, "Expired! Error code: " + cqgError.Code + ". Description:" + cqgError.Description);
}
else
{
var str5 = mCurTimedBars.Request.Symbol.Trim();
var str = str5.Split('.');
str5 = str[str.Length - 1];
var tableName = "B_" + str5 + "_" + GetTableType(_historicalPeriod);
var realyInsertedRows = 0;
if (mCurTimedBars.Status == eRequestStatus.rsSuccess)
{
ClientDatabaseManager.DeleteLastBar("B_" + str5 + "_" + GetTableType(_historicalPeriod));
var lastExisting3000BarData = ClientDatabaseManager.GetLast3000BarData(tableName);
if (mCurTimedBars.Count != 0)
{
for (int i = mCurTimedBars.Count - 1; i >= 0; i--)
{
if (!lastExisting3000BarData.Contains(mCurTimedBars[i].Timestamp))
{
AddBar(mCurTimedBars[i], mCurTimedBars.Request.Symbol, DateTime.Now, GetTableType(_historicalPeriod), userName);
realyInsertedRows++;
}
}
}
ClientDatabaseManager.CommitQueueBar();
}
//var rowsCount = mCurTimedBars.Count;//DatabaseManager.GetRowsCount("B_" + str5 + "_" + GetTableType(_historicalPeriod)) - beforeRowsCount
FinishCollectingSymbol("B",mCurTimedBars.Request.Symbol, true, realyInsertedRows, "");
}
//}
//catch (Exception ex)
//{
// Console.WriteLine("BarsAdd."+ex.Message);
//}
}
static void _cel_TimedBarsResolved(CQGTimedBars cqgTimedBars, CQGError cqgError)
{
ChangeTimeoutState(false, false);
if (!IsStarted) return;
if (_isStoped) return;
var symbol = cqgTimedBars.Request.Symbol;
StoreBarData(cqgTimedBars, cqgError, _userName);
}
public static void BarsAdd(CQGTimedBars mCurTimedBars, CQGError cqgError, string userName)
{
try
{
if (cqgError != null && cqgError.Code != 0)
{
}
else
{
if (mCurTimedBars.Status == eRequestStatus.rsSuccess)
{
DateTime runDateTime = DateTime.Now;
if (mCurTimedBars.Count != 0)
{
for (int i = mCurTimedBars.Count - 1; i >= 0; i--)
{
AddBar(mCurTimedBars[i], mCurTimedBars.Request.Symbol, runDateTime, GetTableType(_historicalPeriod), userName);
}
}
DataNetClientDataManager.CommitQueueBar();
}
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
static void _cel_TimedBarsResolved(CQGTimedBars cqgTimedBars, CQGError cqgError)
{
if (_isStoped) return;
var symbol = cqgTimedBars.Request.Symbol;
BarsAdd(cqgTimedBars, cqgError, _userName);
FinishCollectingSymbol(symbol);
}
void CEL_TimedBarsResolved(CQGTimedBars cqg_timed_bars, CQGError cqg_error)
{
_dataCollector.BarsAdd(cqg_timed_bars, cqg_error, _client.UserName);
}
