public void CreateStreamTest()
{
const string symbol = "Symbol";
const string column = "Column";
var mockStream1 = new MockStream(3);
var mockDbUpdater = Substitute.For <ITimeSeriesDbUpdater>();
mockDbUpdater.CreateColumnWriter(Arg.Any <string>(), Arg.Any <ColumnInfo>(), Arg.Any <DateTime>())
.Returns(mockStream1);
var allocator = new DummyPinnedAllocator();
var recorder = new TimeSeriesRecorder(
symbol,
mockDbUpdater,
allocator);
var now = "08:00:00";
recorder.AddRow(now)
.Record(column, 1)
.Record(column, 2);
mockDbUpdater.Received(1)
.CreateColumnWriter(
Arg.Is <string>(i => i == symbol),
Arg.Is <ColumnInfo>(i => i.Name == column && i.Type == FieldType.Int32),
Arg.Is <DateTime>(i => i == "08:00:00".ToDateTime()));
mockDbUpdater.ClearReceivedCalls();
mockStream1.CheckCallsThenClear();
now = "08:00:01";
recorder.AddRow(now)
.Record(column, 3)
.Record(column, 4)
.Record(column, 5);
mockDbUpdater.ClearReceivedCalls();
mockStream1.CheckCallsThenClear();
mockStream1.CheckData(E("08:00:00", 1), E("08:00:00", 2), E("08:00:01", 3), E("08:00:01", 4), E("08:00:01", 5));
now = "08:00:02";
recorder.AddRow(now)
.Record(column, 6);
recorder.Commit();
mockStream1.CheckCallsThenClear(1, 0, 1);
var columns = new[] { C(column, FieldType.Int32, "08:00:00", "08:00:02") };
mockDbUpdater.Received(1).Commit(
Arg.Is <string>(i => i == symbol),
Arg.Is <ColumnCommit[]>(i => IsEqual(i, columns)));
}
public static IColumnCursor <T> CreateCursor <TEntry, T>(TEntry[] chunk, ICodecFullStream codec)
where TEntry : unmanaged, IFieldEntry <T>
{
var allocator = new DummyPinnedAllocator();
var columnStream = new ColumnStreamFullStream <ColumnMemoryStream, ICodecFullStream>(
new ColumnMemoryStream(), codec, allocator, 1024);
columnStream.WriteAndReset(chunk, Natives.SizeOfEntry <TEntry>());
return(new ColumnCursor <TEntry, T, ColumnStreamFullStream <ColumnMemoryStream, ICodecFullStream> >(allocator, columnStream));
}
public void RecordTimelineWithManyColumns()
{
const string symbol = "Symbol";
const string intColumn1 = "Int32Column1";
const string intColumn2 = "Int32Column2";
const string intColumn3 = "Int32Column3";
const string longColumn = "Int64Column";
const string floatColumn = "FloatColumn";
const string doubleColumn = "DoubletColumn";
var columnNames = new[]
{
intColumn1, intColumn2, intColumn3,
longColumn, floatColumn, doubleColumn
};
var mockDbUpdater = Substitute.For <ITimeSeriesDbUpdater>();
var streams = columnNames.ToDictionary(p => p, p => new MockStream());
foreach (var pair in streams)
{
mockDbUpdater.CreateColumnWriter(
Arg.Any <string>(),
Arg.Is <ColumnInfo>(i => i.Name == pair.Key),
Arg.Any <DateTime>())
.Returns(streams[pair.Key]);
}
var allocator = new DummyPinnedAllocator();
var recorder = new TimeSeriesRecorder(
symbol,
mockDbUpdater,
allocator);
var now = "08:00:00";
recorder.AddRow(now)
.Record(intColumn1, 1)
.Record(intColumn2, 2)
.Record(intColumn3, 3)
.Record(longColumn, 100L)
.Record(floatColumn, 1.23f)
.Record(doubleColumn, 7.89);
foreach (var pair in streams)
{
var timestamp = now.ToDateTime();
mockDbUpdater.Received(1).CreateColumnWriter(
Arg.Is <string>(i => i == symbol),
Arg.Is <ColumnInfo>(i => i.Name == pair.Key),
Arg.Is <DateTime>(i => i == timestamp));
pair.Value.CheckCallsThenClear();
}
mockDbUpdater.ClearReceivedCalls();
streams[intColumn1].CheckData(E(now, 1));
streams[intColumn2].CheckData(E(now, 2));
streams[intColumn3].CheckData(E(now, 3));
streams[longColumn].CheckData(E(now, 100L));
streams[floatColumn].CheckData(E(now, 1.23f));
streams[doubleColumn].CheckData(E(now, 7.89));
// Partial update
now = "08:00:01";
recorder.AddRow(now)
.Record(intColumn1, 10)
.Record(intColumn3, 30)
.Record(longColumn, 101L)
.Record(doubleColumn, 7.99);
streams[intColumn1].CheckData(E(now, 10));
streams[intColumn2].CheckNoData();
streams[intColumn3].CheckData(E(now, 30));
streams[longColumn].CheckData(E(now, 101L));
streams[floatColumn].CheckNoData();
streams[doubleColumn].CheckData(E(now, 7.99));
// Partial update
now = "08:00:02";
recorder.AddRow(now)
.Record(intColumn1, 11)
.Record(intColumn2, 21)
.Record(floatColumn, 1.24f);
streams[intColumn1].CheckData(E(now, 11));
streams[intColumn2].CheckData(E(now, 21));
streams[intColumn3].CheckNoData();
streams[longColumn].CheckNoData();
streams[floatColumn].CheckData(E(now, 1.24f));
streams[doubleColumn].CheckNoData();
// Many ticks on the same timestamp
now = "08:00:03";
recorder.AddRow(now)
.Record(intColumn1, 12)
.Record(intColumn1, 13)
.Record(intColumn1, 14);
streams[intColumn1].CheckData(E(now, 12), E(now, 13), E(now, 14));
streams[intColumn2].CheckNoData();
streams[intColumn3].CheckNoData();
streams[longColumn].CheckNoData();
streams[floatColumn].CheckNoData();
streams[doubleColumn].CheckNoData();
foreach (var pair in streams)
{
pair.Value.CheckCallsThenClear();
}
mockDbUpdater.DidNotReceive().CreateColumnWriter(
Arg.Any <string>(),
Arg.Any <ColumnInfo>(),
Arg.Any <DateTime>());
mockDbUpdater.DidNotReceive().Commit(
Arg.Any <string>(),
Arg.Any <ColumnCommit[]>());
mockDbUpdater.DidNotReceive().Revert(
Arg.Any <string>(),
Arg.Any <ColumnCommit[]>());
recorder.Commit();
foreach (var pair in streams)
{
pair.Value.CheckCallsThenClear(1, 0, 1);
}
var columns = new[]
{
C(intColumn1, FieldType.Int32, "08:00:00", "08:00:03"),
C(intColumn2, FieldType.Int32, "08:00:00", "08:00:02"),
C(intColumn3, FieldType.Int32, "08:00:00", "08:00:01"),
C(longColumn, FieldType.Int64, "08:00:00", "08:00:01"),
C(floatColumn, FieldType.Float, "08:00:00", "08:00:02"),
C(doubleColumn, FieldType.Double, "08:00:00", "08:00:01")
};
mockDbUpdater.Received(1).Commit(
Arg.Is <string>(i => i == symbol),
Arg.Is <ColumnCommit[]>(i => IsEqual(i, columns)));
mockDbUpdater.DidNotReceive().CreateColumnWriter(
Arg.Any <string>(),
Arg.Any <ColumnInfo>(),
Arg.Any <DateTime>());
mockDbUpdater.DidNotReceive().Revert(
Arg.Any <string>(),
Arg.Any <ColumnCommit[]>());
}
