public void testWeeklySessionMultiDayOverlap()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
//only on wed-sunday night
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Wednesday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Monday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//wed-monday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 9, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 20, 9, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 9, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 22, 9, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 16, 9, 43, 0, DateTimeKind.Utc)));
//monday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 9, 43, 0, DateTimeKind.Utc)));
//tuesday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 9, 43, 0, DateTimeKind.Utc)));
}
public void testWeeklySessionMultiDayHours()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "07:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "15:00:00");
//only on monday-fri
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//Monday Scenarios
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 59, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 7, 30, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 15, 30, 0, DateTimeKind.Utc)));
//Midweek Scenarios
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 6, 59, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 7, 30, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 15, 30, 0, DateTimeKind.Utc)));
//Friday Scenarios
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 6, 59, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 7, 30, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 21, 15, 30, 0, DateTimeKind.Utc)));
//Weekend
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 6, 59, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 7, 30, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 15, 30, 0, DateTimeKind.Utc)));
}
public void IsSessionTime_should_return_true_when_USE_DATE_TIME_is_true_and_date_and_time_in_range()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "06:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "17:30:00");
settings.SetString(QuickFix.SessionSettings.USE_DATE_TIME, "Y");
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, "Eastern Standard Time");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//a sunday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2019, 06, 23, 10, 00, 00, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2019, 06, 23, 06, 00, 00, DateTimeKind.Utc)));
//a monday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2019, 06, 24, 10, 00, 00, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2019, 06, 24, 06, 00, 00, DateTimeKind.Utc)));
//a tuesday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2019, 06, 25, 10, 00, 00, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2019, 06, 25, 06, 00, 00, DateTimeKind.Utc)));
//a friday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2019, 06, 28, 10, 00, 00, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2019, 06, 28, 06, 00, 00, DateTimeKind.Utc)));
//a saturday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2019, 06, 29, 10, 00, 00, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2019, 06, 29, 06, 00, 00, DateTimeKind.Utc)));
}
public void testNextEndTime_Weekly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
// Oct 15 and 22 are Mondays, 19 and 26 are Fridays
Assert.AreEqual("20121019-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 19, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121019-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 19, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121026-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 19, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// Dec 14 and 21 are Fridays
Assert.AreEqual("20121214-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 14, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121214-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 14, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121221-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 14, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Time zone during Daylight Savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 for DST
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// June 15 and 22 are Fridays
Assert.AreEqual("20120615-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 15, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120615-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 15, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120622-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 15, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
}
public SessionThatTracksOutbound(
QuickFix.Application app,
QuickFix.MessageStoreFactory storeFactory,
QuickFix.SessionID sessID,
QuickFix.DataDictionaryProvider dataDictProvider,
QuickFix.SessionSchedule sessionSchedule,
int heartBtInt,
QuickFix.LogFactory logFactory,
QuickFix.IMessageFactory msgFactory,
string senderDefaultApplVerID)
: base(app, storeFactory, sessID, dataDictProvider, sessionSchedule, heartBtInt, logFactory, msgFactory, senderDefaultApplVerID)
{
}
public void testLastEndTime_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.Throws <ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Local)); });
Assert.Throws <ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Unspecified)); });
}
public void testNextEndTime_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime local = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Local);
DateTime none = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Unspecified);
Assert.Throws <ArgumentException>(delegate { sched.NextEndTime(local); });
Assert.Throws <ArgumentException>(delegate { sched.NextEndTime(none); });
}
public void testDailyIsSessionTimeAllDay()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 9, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 9, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 0, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 23, 59, 59, DateTimeKind.Utc)));
}
public void testDailyIsSessionTimeAllDay()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011,10,17,9,43,0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011,10,18,9,43,0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 0, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 23, 59, 59)));
}
public void testTimeZone()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 13, 29, 59, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 13, 30, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 20, 0, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 20, 0, 1, DateTimeKind.Utc)));
}
public void testDailyIsSessionTime()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:12:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "06:00:23");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 0, 12, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 5, 43, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 6, 0, 23)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 11, 0)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 6, 0, 24)));
}
public void testDailyIsSessionTimeWrapAround()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "06:00:23");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:12:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 0, 23)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 8, 43, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 12, 00)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 12, 1)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 6, 0, 22)));
}
public void testDailyIsSessionTimeWrapAround()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "06:00:23");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:12:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 0, 23, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 8, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 12, 00, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 12, 1, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 6, 0, 22, DateTimeKind.Utc)));
}
public void testNextEndTime_Daily()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.AreEqual("20121018-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121018-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121019-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
Assert.AreEqual("20121218-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121218-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121219-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Time zone during Daylight Savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 for DST
sched = new QuickFix.SessionSchedule(settings);
Assert.AreEqual("20120618-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120618-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120619-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
}
public void testLastEndTime_WeeklySessions()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime thisWeekEnd = new DateTime(2013, 02, 08, 16, 00, 00, DateTimeKind.Utc);
DateTime prevWeekEnd = new DateTime(2013, 02, 01, 16, 00, 00, DateTimeKind.Utc);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
}
public void testWeeklySessionMultiDayHoursOverlap()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "15:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "07:00:00");
//only on monday-fri
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//weekdays
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 15, 30, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 30, 0, DateTimeKind.Utc)), "foo");
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 5, 30, 59, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 21, 15, 30, 59, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 6, 59, 59, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 7, 00, 1, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 15, 30, 0, DateTimeKind.Utc)));
}
public void testWeeklySessionSameDayOneDay()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "05:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Monday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//a sunday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 16, 23, 59, 59, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 16, 0, 0, 0, DateTimeKind.Utc)));
//a monday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 0, 0, 1, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 4, 0, 1, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 59, 59, DateTimeKind.Utc)));
//a tuesday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 9, 43, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 0, 0, DateTimeKind.Utc)));
}
public void testLastEndTime_DailySessions()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime thisDayEnd = new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc);
DateTime prevDayEnd = new DateTime(2012, 10, 17, 16, 00, 00, DateTimeKind.Utc);
// before starttime
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(thisDayEnd));
// after endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 17, 00, 00, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, "Eastern Standard Time"); //-5
sched = new QuickFix.SessionSchedule(settings);
// before starttime
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 10, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(thisDayEnd));
// after endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 17, 00, 00, DateTimeKind.Utc)));
}
public void testWeeklySessionMultiDay()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
//only on monday-thur (note end time)
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//a monday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 0, 0, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 9, 43, 0, DateTimeKind.Utc)));
// a thursday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 20, 23, 59, 59, DateTimeKind.Utc)));
//a fri, sat, sun
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 21, 23, 59, 59, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 0, 0, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 16, 9, 43, 0, DateTimeKind.Utc)));
}
public void testWeeklySessionSameDayOneDay()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "05:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Monday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//a sunday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 16, 23, 59, 59)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 16, 0, 0, 0)));
//a monday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 0, 0, 1)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 4, 0, 1)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 59, 59)));
//a tuesday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 9, 43, 0)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 0, 0)));
}
public void testWeeklySessionMultiDayOverlap()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
//only on wed-sunday night
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Wednesday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Monday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//wed-monday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 9, 43, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 20, 9, 43, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 9, 43, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 22, 9, 43, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 16, 9, 43, 0)));
//monday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 9, 43, 0)));
//tuesday
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 9, 43, 0)));
}
public void testWeeklySessionMultiDayHoursOverlap()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "15:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "07:00:00");
//only on monday-fri
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//weekdays
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 15, 30, 0)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 30, 0)),"foo");
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 5, 30, 59)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 21, 15, 30, 59)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 6, 59, 59)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 7, 00, 1)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 15, 30, 0)));
}
public void testWeeklySessionMultiDayHours()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "07:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "15:00:00");
//only on monday-fri
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//Monday Scenarios
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 6, 59, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 7, 30, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 15, 30, 0)));
//Midweek Scenarios
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 6, 59, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 7, 30, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 19, 15, 30, 0)));
//Friday Scenarios
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 6, 59, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 21, 7, 30, 0)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 21, 15, 30, 0)));
//Weekend
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 6, 59, 0)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 7, 30, 0)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 15, 30, 0)));
}
public void testWeeklySessionMultiDay()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:00:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "00:00:00");
//only on monday-thur (note end time)
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
//a monday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 0, 0, 0)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 9, 43, 0)));
// a thursday
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 20, 23, 59, 59)));
//a fri, sat, sun
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 21, 23, 59, 59)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 22, 0, 0, 0)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 16, 9, 43, 0)));
}
public void testTimeZone()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, "Eastern Standard Time");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 13, 29, 59, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 13, 30, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 20, 0, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 17, 20, 0, 1, DateTimeKind.Utc)));
}
public void testIsNewSession_Daily()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Time zone during Daylight savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 during dst
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 02, DateTimeKind.Utc)));
}
public void testAdjustDateTime()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
// 1) reject if param is not utc
Assert.Throws <ArgumentException>(
delegate { sched.AdjustUtcDateTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Local)); });
Assert.Throws <ArgumentException>(
delegate { sched.AdjustUtcDateTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Unspecified)); });
// 2) if settings is UTC, don't convert
DateTime d2 = new DateTime(2013, 01, 15, 12, 00, 00, DateTimeKind.Utc);
Assert.AreEqual(d2, sched.AdjustUtcDateTime(d2));
// 3) if settings has a TimeZone, convert to TimeZone
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
DateTime d3 = new DateTime(2013, 01, 15, 03, 00, 00, DateTimeKind.Utc);
DateTime d3expected = new DateTime(2013, 01, 14, 22, 00, 00, DateTimeKind.Unspecified);
DateTime d3actual = sched.AdjustUtcDateTime(d3);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d3expected, d3actual);
// now with Pacific Standard Time
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, PACIFIC_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
d3 = new DateTime(2013, 01, 15, 03, 00, 00, DateTimeKind.Utc);
d3expected = new DateTime(2013, 01, 14, 19, 00, 00, DateTimeKind.Unspecified);
d3actual = sched.AdjustUtcDateTime(d3);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d3expected, d3actual);
// 4) TimeZone with daylight savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 in June
sched = new QuickFix.SessionSchedule(settings);
DateTime d4 = new DateTime(2013, 06, 15, 03, 00, 00, DateTimeKind.Utc);
DateTime d4expected = new DateTime(2013, 06, 14, 23, 00, 00, DateTimeKind.Unspecified);
DateTime d4actual = sched.AdjustUtcDateTime(d4);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d4expected, d4actual);
// 5) if settings has UseLocalTime, convert to local time
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.USE_LOCAL_TIME, "Y");
sched = new QuickFix.SessionSchedule(settings);
DateTime d5 = new DateTime(2013, 01, 15, 16, 00, 00, DateTimeKind.Utc);
DateTime d5expected = d5.ToLocalTime();
DateTime d5actual = sched.AdjustUtcDateTime(d5);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d5expected, d5actual);
Assert.AreEqual(DateTimeKind.Local, d5actual.Kind);
}
public void testIsNewSession_Daily()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Time zone during Daylight savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 during dst
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 02, DateTimeKind.Utc)));
}
public void testNextEndTime_Weekly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
// Oct 15 and 22 are Mondays, 19 and 26 are Fridays
Assert.AreEqual("20121019-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 19, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121019-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 19, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121026-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 19, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// Dec 14 and 21 are Fridays
Assert.AreEqual("20121214-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 14, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121214-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 14, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121221-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 14, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Time zone during Daylight Savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 for DST
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// June 15 and 22 are Fridays
Assert.AreEqual("20120615-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 15, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120615-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 15, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120622-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 15, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
}
public void testLastEndTime_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.Throws<ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Local)); });
Assert.Throws<ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Unspecified)); });
}
public void testIsNewSession_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime local = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Local);
DateTime utc = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Utc);
DateTime none = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Unspecified);
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(local, utc); });
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(utc, local); });
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(none, utc); });
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(utc, none); });
}
public void testDailyIsSessionTime()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "00:12:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "06:00:23");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 0, 12, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 17, 5, 43, 0, DateTimeKind.Utc)));
Assert.IsTrue(sched.IsSessionTime(new DateTime(2011, 10, 18, 6, 0, 23, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 0, 11, 0, DateTimeKind.Utc)));
Assert.IsFalse(sched.IsSessionTime(new DateTime(2011, 10, 18, 6, 0, 24, DateTimeKind.Utc)));
}
public void testLastEndTime_WeeklySessions()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime thisWeekEnd = new DateTime(2013, 02, 08, 16, 00, 00, DateTimeKind.Utc);
DateTime prevWeekEnd = new DateTime(2013, 02, 01, 16, 00, 00, DateTimeKind.Utc);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
}
public void testNextEndTime_Daily()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.AreEqual("20121018-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121018-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121019-16:00:00",
sched.NextEndTime(new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
Assert.AreEqual("20121218-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121218-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20121219-11:00:00",
sched.NextEndTime(new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
// ==========
// Time zone during Daylight Savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 for DST
sched = new QuickFix.SessionSchedule(settings);
Assert.AreEqual("20120618-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120618-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc)).ToString(FMT));
Assert.AreEqual("20120619-12:00:00",
sched.NextEndTime(new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc)).ToString(FMT));
}
public void testAdjustDateTime()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
// 1) reject if param is not utc
Assert.Throws<ArgumentException>(
delegate { sched.AdjustUtcDateTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Local)); });
Assert.Throws<ArgumentException>(
delegate { sched.AdjustUtcDateTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Unspecified)); });
// 2) if settings is UTC, don't convert
DateTime d2 = new DateTime(2013, 01, 15, 12, 00, 00, DateTimeKind.Utc);
Assert.AreEqual(d2, sched.AdjustUtcDateTime(d2));
// 3) if settings has a TimeZone, convert to TimeZone
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
DateTime d3 = new DateTime(2013, 01, 15, 03, 00, 00, DateTimeKind.Utc);
DateTime d3expected = new DateTime(2013, 01, 14, 22, 00, 00, DateTimeKind.Unspecified);
DateTime d3actual = sched.AdjustUtcDateTime(d3);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d3expected, d3actual);
// now with Pacific Standard Time
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, PACIFIC_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
d3 = new DateTime(2013, 01, 15, 03, 00, 00, DateTimeKind.Utc);
d3expected = new DateTime(2013, 01, 14, 19, 00, 00, DateTimeKind.Unspecified);
d3actual = sched.AdjustUtcDateTime(d3);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d3expected, d3actual);
// 4) TimeZone with daylight savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 in June
sched = new QuickFix.SessionSchedule(settings);
DateTime d4 = new DateTime(2013, 06, 15, 03, 00, 00, DateTimeKind.Utc);
DateTime d4expected = new DateTime(2013, 06, 14, 23, 00, 00, DateTimeKind.Unspecified);
DateTime d4actual = sched.AdjustUtcDateTime(d4);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d4expected, d4actual);
// 5) if settings has UseLocalTime, convert to local time
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.USE_LOCAL_TIME, "Y");
sched = new QuickFix.SessionSchedule(settings);
DateTime d5 = new DateTime(2013, 01, 15, 16, 00, 00, DateTimeKind.Utc);
DateTime d5expected = d5.ToLocalTime();
DateTime d5actual = sched.AdjustUtcDateTime(d5);
Util.UtcDateTimeSerializerTests.AssertHackyDateTimeEquality(d5expected, d5actual);
Assert.AreEqual(DateTimeKind.Local, d5actual.Kind);
}