[Test] // Issue #282
public void ValidateTagSpecifiedWithoutAValue()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX42");
QuickFix.FIX42.MessageFactory f = new QuickFix.FIX42.MessageFactory();
string[] msgFields = { "8=FIX.4.2", "9=70", "35=B", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"358=", "148=", "33=0", "10=150" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "B";
string beginString = "FIX.4.2";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd);
dd.CheckFieldsHaveValues = true;
Assert.Throws <QuickFix.NoTagValue>(delegate { dd.Validate(message, beginString, msgType); });
dd.CheckFieldsHaveValues = false;
Assert.DoesNotThrow(delegate { dd.Validate(message, beginString, msgType); });
}
public void CheckGroupCountTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX42");
QuickFix.FIX42.NewOrderSingle n = new QuickFix.FIX42.NewOrderSingle();
string nul = Message.SOH;
string s = "8=FIX.4.2" + nul + "9=148" + nul + "35=D" + nul + "34=2" + nul + "49=TW" + nul + "52=20111011-15:06:23.103" + nul + "56=ISLD" + nul
+ "11=ID" + nul + "21=1" + nul + "40=1" + nul + "54=1" + nul + "38=200.00" + nul + "55=INTC" + nul
+ "386=3" + nul + "336=PRE-OPEN" + nul + "336=AFTER-HOURS" + nul
+ "60=20111011-15:06:23.103" + nul
+ "10=35" + nul;
n.FromString(s, true, dd, dd, _defaultMsgFactory);
//verify that FromString didn't correct the counter
//HEY YOU, READ THIS NOW: if these fail, first check if MessageTests::FromString_DoNotCorrectCounter() passes
Assert.AreEqual("386=3", n.NoTradingSessions.toStringField());
StringAssert.Contains("386=3", n.ToString());
Assert.Throws <QuickFix.RepeatingGroupCountMismatch>(delegate { dd.CheckGroupCount(n.NoTradingSessions, n, "D"); });
}
public void DateOnlyTimeOnlyConvertProblem()
{
// issue 135
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
string[] msgFields = { "8=FIX.4.4", "9=332", "35=W", "34=2", "49=MA", "52=20121024-12:21:42.170", "56=xxxx",
"22=4", "48=BE0932900518", "55=[N/A]", "262=1b145288-9c9a-4911-a084-7341c69d3e6b", "762=EURO_EUR", "268=2",
"269=0", "270=97.625", "15=EUR", "271=1246000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15478575",
"269=1", "270=108.08", "15=EUR", "271=884000", "272=20121024", "273=07:30:47", "276=I", "282=BEARGB21XXX", "299=15467902", "10=77" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX44.MarketDataSnapshotFullRefresh msg = new QuickFix.FIX44.MarketDataSnapshotFullRefresh();
msg.FromString(msgStr, true, dd, dd, _defaultMsgFactory);
QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup gentry1 = new QuickFix.FIX44.MarketDataIncrementalRefresh.NoMDEntriesGroup();
msg.GetGroup(1, gentry1);
Assert.AreEqual(new DateTime(2012, 10, 24), gentry1.MDEntryDate.getValue());
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47).TimeOfDay, gentry1.MDEntryTime.getValue().TimeOfDay);
Assert.AreEqual(new DateTime(2012, 10, 24, 7, 30, 47), gentry1.MDEntryDate.getValue() + gentry1.MDEntryTime.getValue().TimeOfDay);
}
public void issue56_GetGroup_by_tag_and_return()
{
// setup
var dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
string[] msgFields = { "8=FIX.4.2", "9=87", "35=B", "34=3", "49=CLIENT1", "52=20111012-22:15:55.474", "56=EXECUTOR", "148=AAAAAAA", "33=2", "58=L1", "58=L2", "10=016" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
QuickFix.FIX42.News msg = new QuickFix.FIX42.News();
msg.FromString(msgStr, false, dd, dd, _defaultMsgFactory);
Assert.AreEqual(2, msg.GroupCount(Tags.LinesOfText)); // for sanity
// the test
var grp1 = msg.GetGroup(1, Tags.LinesOfText);
Assert.IsInstanceOf <QuickFix.FIX42.News.LinesOfTextGroup>(grp1);
Assert.AreEqual("L1", (grp1 as QuickFix.FIX42.News.LinesOfTextGroup).Text.Obj);
var grp2 = msg.GetGroup(2, Tags.LinesOfText);
Assert.IsInstanceOf <QuickFix.FIX42.News.LinesOfTextGroup>(grp2);
Assert.AreEqual("L2", (grp2 as QuickFix.FIX42.News.LinesOfTextGroup).Text.Obj);
}
public void ValidateWrongTypeInRepeatingGroup()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
string[] msgFields = { "8=FIX.4.4", "9=111", "35=V", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
"262=mdreqid", "263=0", "264=5",
"267=1", // MDReqGrp
"269=failboat", // should be a char
"146=1", // InstrmtMDReqGrp
"55=sym",
"10=91" };
string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
string msgType = "V";
string beginString = "FIX.4.4";
Message message = f.Create(beginString, msgType);
message.FromString(msgStr, true, dd, dd, f);
Assert.That(() => dd.Validate(message, beginString, msgType), Throws.TypeOf <QuickFix.IncorrectDataFormat>());
}
public void BasicMessageTest()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
Assert.That(dd.Messages["3"].Fields.Count, Is.EqualTo(7));
}
public void CheckValidFormat()
{
QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
dd.LoadFIXSpec("FIX44");
dd.CheckFieldsHaveValues = true;
var goodFields = new QuickFix.Fields.StringField[] {
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "foo"), // string
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "2"), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "123"), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "1.23"), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "Y"), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "20011217-09:30:47.123"), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "20030910"), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "13:20:00.123"), // timeonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "") // string
};
foreach (var datum in goodFields)
{
Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
}
var badFields = new QuickFix.Fields.StringField[]
{
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "toolong"), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "notint"), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "notdec"), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "notbool"), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "notdatetime"), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "notdate"), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "nottime") // timeonly
};
foreach (var datum in badFields)
{
Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
}
var emptyFields = new QuickFix.Fields.StringField[]
{
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, ""), // char
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, ""), // int
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, ""), // decimal
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, ""), // bool
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, ""), // datetime
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, ""), // dateonly
new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "") // timeonly
};
foreach (var datum in emptyFields)
{
Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
}
// Setting change!
dd.CheckFieldsHaveValues = false;
foreach (var datum in emptyFields)
{
Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
}
}
