Example #1
0
        public void DataPushRequestIsForwardedToLocalStorage()
        {
            var instrument = new Instrument
            {
                ID = 1,
                Symbol = "SPY",
                Datasource = new Datasource { ID = 1, Name = "MockSource" }
            };

            var data = new List<OHLCBar>
            {
                new OHLCBar {Open = 1, High = 2, Low = 3, Close = 4, DT = new DateTime(2013, 1, 1) }
            };

            var req = new DataAdditionRequest(BarSize.OneDay, instrument, data, true);

            _client.PushData(req);

            Thread.Sleep(50);

            _brokerMock.Verify(x => x.AddData(
                It.Is<DataAdditionRequest>(y =>
                    y.Frequency == BarSize.OneDay &&
                    y.Instrument.ID == 1 &&
                    y.Data.Count == 1)
                ), Times.Once);
        }
        public void DataAdditionRequestsAreForwardedToLocalStorage()
        {
            var data = new List<OHLCBar>
            {
                new OHLCBar {Open = 1, High = 2, Low = 3, Close = 4, DT = new DateTime(2000, 1, 1) }
            };

            var request = new DataAdditionRequest(BarSize.OneDay, _instrument, data, true);

            _broker.AddData(request);
            _localStorageMock.Verify(x => x.AddData(
                It.Is<List<OHLCBar>>(b => b.Count == 1 && b[0].Close == 4),
                It.Is<Instrument>(i => i.ID == 1 && i.Symbol == "SPY" && i.Datasource.Name == "MockSource"),
                It.Is<BarSize>(z => z == BarSize.OneDay),
                It.Is<bool>(k => k == true),
                It.IsAny<bool>()), Times.Once);
        }