public JobFactory(IHistoricalDataBroker hdb,
string host,
int port,
string username,
string password,
string sender,
string email,
UpdateJobSettings updateJobSettings,
QDMS.IDataStorage localStorage,
IEconomicReleaseBroker erb,
IDividendsBroker divb,
IEarningsAnnouncementBroker eab) : base()
{
_hdb = hdb;
_host = host;
_port = port;
_username = username;
_password = password;
_sender = sender;
_email = email;
_updateJobSettings = updateJobSettings;
_localStorage = localStorage;
_erb = erb;
_divb = divb;
_eab = eab;
}
public JobFactory(IHistoricalDataBroker hdb,
string host,
int port,
string username,
string password,
string sender,
string email,
UpdateJobSettings updateJobSettings,
QDMS.IDataStorage localStorage,
IInstrumentSource instrumentSource,
IEconomicReleaseBroker erb) : base()
{
_hdb = hdb;
_host = host;
_port = port;
_username = username;
_password = password;
_sender = sender;
_email = email;
_updateJobSettings = updateJobSettings;
_localStorage = localStorage;
_instrumentSource = instrumentSource;
_erb = erb;
}
public void EmailReportSentOnBrokerError()
{
var settings = new UpdateJobSettings(errors: true, timeout: 1, toEmail: "*****@*****.**", fromEmail: "*****@*****.**");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
_brokerMock
.Setup(x => x.RequestHistoricalData(It.IsAny<HistoricalDataRequest>()))
.Throws(new Exception("TestException123"));
Instrument inst = new Instrument() { ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock };
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny<Expression<Func<Instrument, bool>>>(), It.IsAny<MyDBContext>()))
.Returns(new List<Instrument>() { inst });
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny<int>()))
.Returns(new List<StoredDataInfo>() {
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = DateTime.Now.AddDays(-2)
} });
job.Execute(_contextMock.Object);
_mailMock.Verify(x =>
x.Send(
It.IsAny<string>(),
It.Is<string>(y => y == "*****@*****.**"),
It.IsAny<string>(),
It.Is<string>(y => y.Contains("TestException123"))));
}
public JobFactory(IHistoricalDataBroker hdb,
ISettings settings,
QDMS.IDataStorage localStorage,
IEconomicReleaseBroker erb,
IDividendsBroker divb,
IEarningsAnnouncementBroker eab) : base()
{
_hdb = hdb;
_host = settings.updateJobEmailHost;
_port = settings.updateJobEmailPort;
_username = settings.updateJobEmailUsername;
_password = settings.updateJobEmailPassword;
_sender = settings.updateJobEmailSender;
_email = settings.updateJobEmail;
_updateJobSettings = new UpdateJobSettings(
noDataReceived: settings.updateJobReportNoData,
errors: settings.updateJobReportErrors,
outliers: settings.updateJobReportOutliers,
requestTimeouts: settings.updateJobTimeouts,
timeout: settings.updateJobTimeout,
toEmail: settings.updateJobEmail,
fromEmail: settings.updateJobEmailSender);
_localStorage = localStorage;
_erb = erb;
_divb = divb;
_eab = eab;
}
public DataUpdateJob(IHistoricalDataBroker broker, IEmailService emailService, UpdateJobSettings settings = null, IDataStorage localStorage = null, IInstrumentSource instrumentManager = null)
{
_broker = broker;
_emailService = emailService;
_errors = new List<string>();
_pendingRequests = new List<HistoricalDataRequest>();
_settings = settings ?? GetSettings();
_localStorage = localStorage ?? DataStorageFactory.Get();
_instrumentManager = instrumentManager ?? new InstrumentManager();
}
public DataUpdateJob(IHistoricalDataBroker broker, IEmailService emailService, UpdateJobSettings settings = null, IDataStorage localStorage = null, IInstrumentSource instrumentManager = null)
{
_broker = broker;
_emailService = emailService;
_errors = new List <string>();
_pendingRequests = new List <HistoricalDataRequest>();
_settings = settings ?? GetSettings();
_localStorage = localStorage ?? DataStorageFactory.Get();
_instrumentManager = instrumentManager ?? new InstrumentManager();
}
public DataUpdateJob(IHistoricalDataBroker broker, IEmailService emailService, UpdateJobSettings settings, IDataStorage localStorage, IInstrumentSource instrumentManager)
{
if (settings == null) throw new ArgumentNullException("settings");
if (localStorage == null) throw new ArgumentNullException("localStorage");
if (instrumentManager == null) throw new ArgumentNullException("instrumentManager");
_broker = broker;
_emailService = emailService;
_errors = new List<string>();
_pendingRequests = new List<HistoricalDataRequest>();
_settings = settings;
_localStorage = localStorage;
_instrumentManager = instrumentManager;
}
public DataUpdateJobFactory(HistoricalDataBroker broker,
string host,
int port,
string username,
string password,
string sender,
string email,
UpdateJobSettings updateJobSettings,
QDMS.IDataStorage localStorage,
IInstrumentSource instrumentSource) : base()
{
_hdb = broker;
_host = host;
_port = port;
_username = username;
_password = password;
_sender = sender;
_email = email;
_updateJobSettings = updateJobSettings;
_localStorage = localStorage;
_instrumentSource = instrumentSource;
}
/// <summary>
/// </summary>
/// <param name="broker"></param>
/// <param name="emailService"></param>
/// <param name="settings"></param>
/// <param name="localStorage"></param>
/// <param name="instrumentManager"></param>
/// <exception cref="ArgumentNullException"><paramref name="instrumentManager"/> is <see langword="null" />.</exception>
public DataUpdateJob(IHistoricalDataBroker broker, IEmailService emailService, UpdateJobSettings settings, IDataStorage localStorage, IInstrumentSource instrumentManager)
{
if (settings == null)
{
throw new ArgumentNullException(nameof(settings));
}
if (localStorage == null)
{
throw new ArgumentNullException(nameof(localStorage));
}
if (instrumentManager == null)
{
throw new ArgumentNullException(nameof(instrumentManager));
}
_broker = broker;
_emailService = emailService;
_errors = new List <string>();
_pendingRequests = new List <HistoricalDataRequest>();
_settings = settings;
_localStorage = localStorage;
_instrumentManager = instrumentManager;
}
public void EmailReportSentOnAbnormalData()
{
var settings = new UpdateJobSettings(errors: true, timeout: 5, toEmail: "*****@*****.**", fromEmail: "*****@*****.**");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
Instrument inst = new Instrument() { ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock };
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny<Expression<Func<Instrument, bool>>>(), It.IsAny<MyDBContext>()))
.Returns(new List<Instrument>() { inst });
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny<int>()))
.Returns(new List<StoredDataInfo>() {
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = DateTime.Now.AddDays(-2)
} });
HistoricalDataRequest req = null;
_brokerMock
.Setup(x => x.RequestHistoricalData(It.IsAny<HistoricalDataRequest>()))
.Callback<HistoricalDataRequest>(y =>
{
req = y;
//Return data with an obvious "break"
var data = new List<OHLCBar>
{
new OHLCBar() { Open = 1m, High = 1.5m, Low = 0.9m, Close = 1.1m, DT = req.StartingDate.AddDays(-1)},
new OHLCBar() { Open = 2m, High = 3.5m, Low = 1.9m, Close = 2.1m, DT = req.StartingDate},
};
_localStorageMock
.Setup(x => x.GetData(It.IsAny<Instrument>(), It.IsAny<DateTime>(), It.IsAny<DateTime>(), It.IsAny<BarSize>()))
.Returns(data);
});
Task.Run(() => job.Execute(_contextMock.Object));
Thread.Sleep(2000);
_brokerMock.Raise(x => x.HistoricalDataArrived += null, new HistoricalDataEventArgs(req, new List<OHLCBar>()));
Thread.Sleep(100);
_mailMock.Verify(x =>
x.Send(
It.IsAny<string>(),
It.Is<string>(y => y == "*****@*****.**"),
It.IsAny<string>(),
It.Is<string>(y => y.Contains("Possible dirty data detected"))));
}
public void EmailReportSentOnNoData()
{
var settings = new UpdateJobSettings(errors: true, timeout: 5, toEmail: "*****@*****.**", fromEmail: "*****@*****.**");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
Instrument inst = new Instrument() { ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock };
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny<Expression<Func<Instrument, bool>>>(), It.IsAny<MyDBContext>()))
.Returns(new List<Instrument>() { inst });
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny<int>()))
.Returns(new List<StoredDataInfo>() {
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = DateTime.Now.AddDays(-2)
} });
HistoricalDataRequest req = null;
_brokerMock
.Setup(x => x.RequestHistoricalData(It.IsAny<HistoricalDataRequest>()))
.Callback<HistoricalDataRequest>(y => req = y);
Task.Run(() => job.Execute(_contextMock.Object));
Thread.Sleep(2000);
_brokerMock.Raise(x => x.HistoricalDataArrived += null, new HistoricalDataEventArgs(req, new List<OHLCBar>()));
Thread.Sleep(2000);
_mailMock.Verify(x =>
x.Send(
It.IsAny<string>(),
It.Is<string>(y => y == "*****@*****.**"),
It.IsAny<string>(),
It.Is<string>(y => y.Contains("downloaded 0 bars"))));
}
public EconomicReleaseUpdateJob(IEconomicReleaseBroker broker, IEmailService emailService, UpdateJobSettings settings)
{
_broker = broker;
_emailService = emailService;
_settings = settings;
}
