public void Should_TryParse_Return_False_When_Invalid_Data_Overflow()
{
// Act
var parsed = DailyWeeklyMonthlyMessage.TryParse($"2018-04-27,164.3300,160.6300,164.0000,162.3200,35655839,{long.MaxValue},", out _);
// Assert
Assert.IsFalse(parsed);
}
public void Should_Parse_DailyWeeklyMonthlyMessage_With_Large_PeriodVolume()
{
// Arrange
var message = $"2018-04-27,164.3300,160.6300,164.0000,162.3200,{long.MaxValue},0,";
// Act
var dailyWeeklyMonthlyMessage = DailyWeeklyMonthlyMessage.Parse(message);
// Assert
Assert.AreEqual(dailyWeeklyMonthlyMessage.PeriodVolume, long.MaxValue);
}
public void Should_Parse_DailyWeeklyMonthlyMessage_Invariant(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
// Act
var dailyWeeklyMonthlyMessage = DailyWeeklyMonthlyMessage.Parse(_message);
// Assert
Assert.AreEqual(dailyWeeklyMonthlyMessage, _expectedMessage);
}
public void Should_TryParse_Return_True(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
// Act
var parsed = DailyWeeklyMonthlyMessage.TryParse(_message, out var tickMessage);
// Assert
Assert.IsTrue(parsed);
Assert.AreEqual(tickMessage, _expectedMessage);
}
public void Should_Parse_DailyWeeklyMonthlyMessage_Culture_Independant(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var message = "2018-04-27,164.3300,160.6300,164.0000,162.3200,35655839,0,";
// Act
var dailyWeeklyMonthlyMessage = new DailyWeeklyMonthlyMessage(new DateTime(2018, 04, 27), 164.33f, 160.63f, 164f, 162.32f, 35655839, 0);
var dailyWeeklyMonthlyMessageFromValues = DailyWeeklyMonthlyMessage.Parse(message);
// Assert
Assert.AreEqual(dailyWeeklyMonthlyMessage, dailyWeeklyMonthlyMessageFromValues);
}
public void Should_Csv_DailyWeeklyMonthlyMessage_With_RequestId_Invariant(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var dailyWeeklyMonthlyMessage = new DailyWeeklyMonthlyMessage(new DateTime(2020, 01, 02, 9, 30, 0), 1.21, 1.22, 1.23, 1.24, 10, 1, "TEST123");
// Act
var csv = dailyWeeklyMonthlyMessage.ToCsv();
// Assert
var expectedCsv = "TEST123,2020-01-02,1.21,1.22,1.23,1.24,10,1";
Assert.AreEqual(csv, expectedCsv);
}
private Func <string, HistoricalData> GetParseFunc(DataType dataType)
{
switch (dataType)
{
case DataType.Fundamental:
return(FundamentalData.Parse);
case DataType.Daily:
return(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line));;
default:
throw new NotSupportedException();
}
}
/// <summary>
/// Stream IQFeed DailyWeeklyMonthlyMessage from disk to Lean TradeBar
/// </summary>
/// <param name="filename"></param>
/// <param name="request"></param>
/// <returns>Converted TradeBar</returns>
private IEnumerable <BaseData> GetDataFromDailyMessages(string filename, HistoryRequest request)
{
var dataTimeZone = _marketHoursDatabase.GetDataTimeZone(request.Symbol.ID.Market, request.Symbol, request.Symbol.SecurityType);
foreach (var daily in DailyWeeklyMonthlyMessage.ParseFromFile(filename))
{
var dStartTime = daily.Timestamp;
dStartTime = dStartTime.ConvertTo(TimeZones.NewYork, dataTimeZone);
yield return(new TradeBar(
dStartTime,
request.Symbol,
(decimal)daily.Open,
(decimal)daily.High,
(decimal)daily.Low,
(decimal)daily.Close,
daily.PeriodVolume,
request.Resolution.ToTimeSpan()
));
}
File.Delete(filename);
}
private IEnumerable <HistoricalData> GetData(MarketRequest request, string filename)
{
switch (request.DataType)
{
case DataType.Tick:
return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(TickMessage.Parse(line).Timestamp, line), filename));
case DataType.Daily:
return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line), filename));
default:
throw new NotSupportedException();
}
}
public DailyWeeklyMonthlyMessageTests()
{
_message = "2018-04-27,164.3300,160.6300,164.0000,162.3200,35655839,0,";
_expectedMessage = new DailyWeeklyMonthlyMessage(new DateTime(2018, 04, 27), 164.33, 160.63, 164, 162.32, 35655839, 0);
}