public void InvalidDateIsIgnored()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryStub();
var controller = new CandleGenerationController(repo, logger, "test component", env);
DateTime unspecified = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Unspecified);
DateTime local = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Local);
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = unspecified
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = local
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = DateTime.MinValue
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = DateTime.MaxValue
}).Wait();
Assert.Equal(0, repo.Stored.Count);
}
public QueueMonitor(ILog logger, CandleGenerationController controller, int warningSize, string componentName)
: base(componentName, (int)TimeSpan.FromMinutes(1).TotalMilliseconds, logger)
{
this.componentName = componentName;
this.logger = logger;
this.controller = controller;
this.warningSize = warningSize;
}
public void NullIsIgnored()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryStub();
var controller = new CandleGenerationController(repo, logger, "test component", env);
controller.HandleQuote(null).Wait();
Assert.Equal(0, repo.Stored.Count);
}
public void ConfigureServices(ContainerBuilder builder, ILog log)
{
var mq = settings.FeedCandlesHistoryWriterBroker.RabbitMq;
RabbitMqSubscriberSettings subscriberSettings = new RabbitMqSubscriberSettings()
{
ConnectionString = $"amqp://{mq.Username}:{mq.Password}@{mq.Host}:{mq.Port}",
QueueName = mq.QuoteFeed + ".candleshistorywriter",
ExchangeName = mq.QuoteFeed,
IsDurable = true
};
var dictRepo = new AssetPairsRepository(new AzureTableStorage <AssetPairEntity>(
settings.FeedCandlesHistoryWriterBroker.ConnectionStrings.DictsConnectionString,
settings.FeedCandlesHistoryWriterBroker.DictionaryTableName,
log));
var env = new Environment(dictRepo, log, ApplicationName);
var subscriber = new RabbitMqSubscriber <Quote>(subscriberSettings);
this.controller = new CandleGenerationController(log, ApplicationName, env);
this.monitor = new QueueMonitor(log, this.controller, settings.FeedCandlesHistoryWriterBroker.QueueWarningSize, ApplicationName);
this.broker = new Broker(subscriber, log, this.controller, ApplicationName);
builder.Register(c => new CandleHistoryRepositoryResolver((asset, tableName) => {
string connString;
if (!settings.CandleHistoryAssetConnections.TryGetValue(asset, out connString) ||
string.IsNullOrEmpty(connString))
{
throw new AppSettingException(string.Format("Connection string for asset pair '{0}' is not specified.", asset));
}
var storage = new AzureTableStorage <CandleTableEntity>(connString, tableName, log);
// Preload table info
var res = storage.GetDataAsync(asset, "1900-01-01").Result;
return(storage);
})).As <ICandleHistoryRepository>();
builder.RegisterInstance(subscriber)
.As <IStartable>()
.As <IStopable>();
builder.RegisterInstance(this.controller)
.As <IStartable>()
.As <IStopable>();
builder.RegisterInstance(this.monitor)
.As <IStartable>()
.As <IStopable>();
builder.RegisterInstance(this.broker)
.As <IStartable>()
.As <IStopable>()
.As <IPersistent>();
}
public void NoExceptionExpectedOnMultithread()
{
var logger = new LoggerStub();
var candlesRepo = new CandleHistoryRepositoryStub();
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = "btcusd", Accuracy = 5
}
});
var controller = new CandleGenerationController(candlesRepo, logger, "test component", env);
// Cancel after 1 sec
CancellationTokenSource tokenSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
CancellationToken token = tokenSource.Token;
int consumeCalledTimes = 0;
int tickCalledTimes = 0;
// Call Consume and Tick methods at the same time repeatedly and check that there was no exception.
Task producing = Task.Run(async() =>
{
while (!token.IsCancellationRequested)
{
await controller.HandleQuote(new Quote()
{
AssetPair = "btcusd",
IsBuy = true,
Price = 100,
Timestamp = DateTime.UtcNow
});
await Task.Delay(50);
Interlocked.Increment(ref consumeCalledTimes);
}
}, token);
Task timer = Task.Run(() =>
{
while (!token.IsCancellationRequested)
{
controller.Tick();
Interlocked.Increment(ref tickCalledTimes);
}
}, token);
Task.WaitAll(producing, timer);
Assert.True(consumeCalledTimes > 0);
Assert.True(tickCalledTimes > 0);
Assert.True(candlesRepo.Stored.Count > 0);
}
public void EmptyAssetIsIgnored()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryStub();
var controller = new CandleGenerationController(repo, logger, "test component", env);
controller.HandleQuote(new Quote()
{
AssetPair = null, IsBuy = true, Price = 1, Timestamp = Utils.ParseUtc("2017-01-01 10:10:10Z")
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "", IsBuy = true, Price = 1, Timestamp = Utils.ParseUtc("2017-01-01 10:10:10Z")
}).Wait();
Assert.Equal(0, repo.Stored.Count);
}
public Broker(
RabbitMqSubscriber <Quote> subscriber,
ILog logger,
CandleGenerationController controller,
string componentName)
: base(componentName, (int)TimeSpan.FromMinutes(1).TotalMilliseconds, logger)
{
this.componentName = componentName;
this.logger = logger;
this.controller = controller;
this.subscriber = subscriber;
// Using default message reader strategy
subscriber
.SetMessageDeserializer(new MessageDeserializer())
.Subscribe(HandleMessage)
.SetLogger(logger);
}
private static void ProcessAllQuotes(IEnumerable <Quote> quotes, ICandleHistoryRepository repo, LoggerStub logger)
{
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = "btcusd", Accuracy = 3
},
//new AssetPair() { Id = "btcrub", Accuracy = 3 }
});
var controller = new CandleGenerationController(repo, logger, "test component", env);
var tasks = new List <Task>();
foreach (var quote in quotes)
{
var task = controller.HandleQuote(quote);
tasks.Add(task);
}
Task.WaitAll(tasks.ToArray());
// ... signal controller to process quotes
controller.Tick();
int counter = 0;
while (counter < 5)
{
Task.Delay(1000).Wait(); // Wait while produce task is finished.
if (controller.QueueLength == 0)
{
break;
}
counter++;
}
Assert.Equal(0, controller.QueueLength);
}
public void ControllerHandlesRepositoryExceptions()
{
const string asset1 = "btcusd";
DateTime dt = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Utc);
var logger = new LoggerStub();
ClearTable(asset1, new string[] { "sec", "minute", "min30", "hour", "day", "week", "month" });
var repo = new CandleHistoryRepositoryResolver((string asset, string tableName) =>
{
return(CreateStorage <CandleTableEntity>(asset, tableName, logger, 2, clear: false));
});
// 2. Process incoming quotes
//
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = asset1, Accuracy = 3
}
});
var controller = new CandleGenerationController(repo, logger, "test component", env);
for (int i = 0; i < 5; i++)
{
var tasks = new List <Task>();
// pass a quote and signal controller to process quotes
var q = new Quote()
{
AssetPair = asset1, IsBuy = true, Price = i + 1, Timestamp = dt.AddMinutes(i)
};
var task = controller.HandleQuote(q);
tasks.Add(task);
Task.WaitAll(tasks.ToArray());
// ... signal controller to process quotes
controller.Tick();
int counter = 0;
while (counter < 60)
{
Task.Delay(1000).Wait(); // Wait while produce task is finished.
if (controller.QueueLength == 0)
{
break;
}
counter++;
}
}
Assert.Equal(0, controller.QueueLength);
controller.Stop();
// ... check for errors
//Assert.Equal(0, logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info).Count());
var logs = logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info);
// 3. Read candles with repository and check count of generated candles
//
IEnumerable <IFeedCandle> candles = repo.GetCandlesAsync(asset1, TimeInterval.Minute, PriceType.Bid, dt.AddDays(-1), dt.AddDays(1)).Result;
Assert.Equal(5, candles.Count());
candles = repo.GetCandlesAsync(asset1, TimeInterval.Sec, PriceType.Bid, dt.AddDays(-1), dt.AddDays(1)).Result;
Assert.Equal(5, candles.Count());
}