internal void GivenTickDataRequest_WithNoTicks_ReturnsQueryFailedMessage()
{
// Arrange
var provider = new TickProvider(
this.container,
this.messagingAdapter,
this.repository,
this.tickSerializer,
new TradeTickSerializer());
provider.Start().Wait();
var symbol = new Symbol("AUD/USD", new Venue("FXCM"));
var query = new Dictionary <string, string>
{
{ "DataType", "Tick[]" },
{ "Symbol", symbol.Value },
{ "FromDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
{ "ToDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
{ "Limit", "0" },
};
var request = new DataRequest(
query,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var response = (QueryFailure)provider.FindData(request);
// Assert
Assert.Equal(typeof(QueryFailure), response.Type);
}
/// <summary>
/// Convert numbers to spark chart strings.
/// </summary>
/// <param name="data">List or Array of numbers</param>
/// <returns>empty string if <paramref name="data"/>is <code>null</code> or empty.</returns>
public static string Render(IList <double> data)
{
var ticks = TickProvider.Ticks;
if (data == null || data.Count == 0)
{
return(string.Empty);
}
char[] res = new char[data.Count()];
double min = data.Min();
double max = data.Max();
double step = (max - min) / (ticks.Length - 1);
if (step.Equals(0d))
{
step = 1;
}
for (var i = 0; i < data.Count(); i++)
{
var val = data[i];
double d = (val - min) / step;
// if it's 10^-10 close to its rounded, round; floor otherwise
int tick = (int)((Math.Abs(Math.Round(d) - d) < 1e-10) ? Math.Round(d) : Math.Floor((val - min) / step));
res[i] = ticks[tick];
}
return(TickProvider.Assemble(res));
}
private void TestAdd(TickProvider provider)
{
Assert.AreEqual(200, provider.AddTicks(100, 100));
Assert.AreEqual(900, provider.AddTicks(1000, -100));
long tickStart = provider.GetMaxTick() - 1000;
Assert.AreEqual(1000, provider.AddTicks(tickStart, 2001));
}
private void TestElapsed(TickProvider provider)
{
Assert.AreEqual(100, provider.GetElapsedTicks(100, 200));
Assert.AreEqual(-100, provider.GetElapsedTicks(200, 100));
long tickStart = provider.GetMaxTick() - 1000;
long tickStop = 1000;
Assert.AreEqual(2001, provider.GetElapsedTicks(tickStart, tickStop));
}
public ISyncTickProvider GetTickProvider(SdataContext context)
{
ISyncTickProvider tickProvider;
string connectionString = ConnStringFactory.GetConnectionString(context);
if (!ContextStoreResolver.TryResolve <ISyncTickProvider>(context, out tickProvider))
{
IJetConnectionProvider connectionProvider = new SimpleJetConnectionProvider(connectionString);
tickProvider = new TickProvider(connectionProvider, context);
ContextStoreResolver.Register <ISyncTickProvider>(context, tickProvider);
}
return(tickProvider);
}
internal void GivenTickDataRequest_WithTicks_ReturnsValidTickDataResponse()
{
// Arrange
var provider = new TickProvider(
this.container,
this.messagingAdapter,
this.repository,
this.tickSerializer,
new TradeTickSerializer());
provider.Start().Wait();
var datetimeFrom = StubZonedDateTime.UnixEpoch() + Duration.FromMinutes(1);
var datetimeTo = datetimeFrom + Duration.FromMinutes(1);
var symbol = new Symbol("AUD/USD", new Venue("FXCM"));
var tick1 = new QuoteTick(
symbol,
Price.Create(1.00000m),
Price.Create(1.00000m),
Quantity.One(),
Quantity.One(),
datetimeFrom);
var tick2 = new QuoteTick(
symbol,
Price.Create(1.00010m),
Price.Create(1.00020m),
Quantity.One(),
Quantity.One(),
datetimeTo);
this.repository.Ingest(tick1);
this.repository.Ingest(tick2);
var query = new Dictionary <string, string>
{
{ "DataType", "QuoteTick[]" },
{ "Symbol", symbol.Value },
{ "FromDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
{ "ToDateTime", StubZonedDateTime.UnixEpoch().ToIso8601String() },
{ "Limit", "0" },
};
var request = new DataRequest(
query,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var response = (DataResponse)provider.FindData(request);
var ticks = this.tickSerializer.DeserializeBlob(response.Data);
// Assert
Assert.Equal(typeof(DataResponse), response.Type);
Assert.Equal(2, ticks.Length);
Assert.Equal(tick1, ticks[0]);
Assert.Equal(tick2, ticks[1]);
}
