private static void ReverseApply(out UpdateAction <ManageableMarketDataSnapshot> fwdAction, out WeakReference beforeRef, out WeakReference afterRef)
{
var snapshotManager = Context.MarketDataSnapshotManager;
using (var proc = snapshotManager.CreateFromViewDefinition(RemoteViewClientBatchTests.ViewName))
{
using (var newProc = snapshotManager.CreateFromViewDefinition(RemoteViewClientBatchTests.ViewName))
{
//TODO more strict
var testedMds = proc.Snapshot.GlobalValues.Values.First().Key;
var valueSnapshots = newProc.Snapshot.GlobalValues.Values[testedMds];
valueSnapshots.Remove(valueSnapshots.Keys.First());
UpdateAction <ManageableMarketDataSnapshot> fwd = proc.Snapshot.PrepareUpdateFrom(newProc.Snapshot);
UpdateAction <ManageableMarketDataSnapshot> bwd = newProc.Snapshot.PrepareUpdateFrom(proc.Snapshot);
var pre = proc.Snapshot.GlobalValues.Values[testedMds].ToDictionary(k => k.Key, k => k.Value.MarketValue);
fwd.Execute(proc.Snapshot);
bwd.Execute(proc.Snapshot);
var post = proc.Snapshot.GlobalValues.Values[testedMds].ToDictionary(k => k.Key, k => k.Value.MarketValue);
Assert.True(pre.Keys.Concat(post.Keys).All(k => pre[k] == post[k]));
bwd.Execute(newProc.Snapshot);
fwd.Execute(newProc.Snapshot);
beforeRef = new WeakReference(proc.Snapshot);
fwdAction = fwd;
afterRef = new WeakReference(newProc.Snapshot);
}
}
}
public void VersionedSecuritiesUpdateCorrectlyBasic() //LAP-30
{
var before =
new ManageableUnstructuredMarketDataSnapshot(
new Dictionary <MarketDataValueSpecification, IDictionary <string, ValueSnapshot> >());
var update =
new ManageableUnstructuredMarketDataSnapshot(
new Dictionary <MarketDataValueSpecification, IDictionary <string, ValueSnapshot> >());
before.Values.Add(new MarketDataValueSpecification(MarketDataValueType.Primitive, UniqueId.Create("A", "A", "1")), new Dictionary <string, ValueSnapshot> {
{ "A", new ValueSnapshot(null) }
});
update.Values.Add(new MarketDataValueSpecification(MarketDataValueType.Primitive, UniqueId.Create("A", "A", "2")), new Dictionary <string, ValueSnapshot> {
{ "A", new ValueSnapshot(null) }
});
UpdateAction <ManageableUnstructuredMarketDataSnapshot> prepareUpdateFrom = before.PrepareUpdateFrom(update);
Assert.Equal(0, prepareUpdateFrom.Warnings.Count());
prepareUpdateFrom.Execute(before);
List <UniqueId> updatedIds = before.Values.Keys.Select(m => m.UniqueId).OrderBy(u => u).ToList();
List <UniqueId> expected = new[]
{
UniqueId.Create("A", "A", "2"),
}.OrderBy(u => u).ToList();
Assert.Equal(expected.Count, updatedIds.Count);
for (int i = 0; i < expected.Count; i++)
{
Assert.Equal(expected[i], updatedIds[i]);
}
}
protected internal override void Execute(XElement configurationElement)
{
if (InsertionAction.Exists(configurationElement))
{
UpdateAction.Execute(configurationElement.XPathSelectElement(InsertionAction.Selector));
}
else
{
InsertionAction.Execute(configurationElement);
}
}
public void CanUpdateFromLiveDataStream(ViewDefinition viewDefinition)
{
var snapshotManager = Context.MarketDataSnapshotManager;
using (var dataSnapshotProcessor = snapshotManager.CreateFromViewDefinition(viewDefinition))
{
UpdateAction <ManageableMarketDataSnapshot> prepareUpdate = dataSnapshotProcessor.PrepareUpdate();
var before = GetCount(dataSnapshotProcessor);
prepareUpdate.Execute(dataSnapshotProcessor.Snapshot);
var after = GetCount(dataSnapshotProcessor);
Assert.Equal(before, after);
}
}
