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_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);
}
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();
}
}
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();
}
}