public void TCRFieldSetterTypeSafeOldWayTest()
 {
     AvgPx avgPx = new AvgPx(new Decimal(10.5));
     QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
     tcr.Set(avgPx);
     Assert.That(tcr.AvgPx.getValue(), Is.EqualTo(avgPx.getValue()));
 }
 public void TCRFieldPropertiesTest()
 {
     Decimal val = new Decimal(3.232535);
     QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
     tcr.AvgPx = new AvgPx(val);
     Assert.That(tcr.AvgPx.getValue(), Is.EqualTo(val));
 }
Exemple #3
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        public void TCRFieldSetterTypeSafeOldWayTest()
        {
            AvgPx avgPx = new AvgPx(new Decimal(10.5));

            QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
            tcr.Set(avgPx);
            Assert.That(tcr.AvgPx.getValue(), Is.EqualTo(avgPx.getValue()));
        }
Exemple #4
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        public void TCRFieldPropertiesTest()
        {
            Decimal val = new Decimal(3.232535);

            QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
            tcr.AvgPx = new AvgPx(val);
            Assert.That(tcr.AvgPx.getValue(), Is.EqualTo(val));
        }
 public void TCRMsgTypeGetsSetTest()
 {
     QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
     Assert.That(tcr.Header.IsSetField(QuickFix.Fields.Tags.MsgType), Is.True);
     MsgType msgType = new MsgType();
     tcr.Header.GetField(msgType);
     Assert.That(msgType.getValue(), Is.EqualTo("AE"));
 }
Exemple #6
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        public void TCRMsgTypeGetsSetTest()
        {
            QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
            Assert.That(tcr.Header.IsSetField(QuickFix.Fields.Tags.MsgType), Is.True);
            MsgType msgType = new MsgType();

            tcr.Header.GetField(msgType);
            Assert.That(msgType.getValue(), Is.EqualTo("AE"));
        }
 public void TCRGroupCTORTest()
 {
     QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
     int[] expFieldOrder = new int[] {
             54, 37, 198, 11, 526, 66, 453, 1, 660, 581, 81, 575, 576,
             635, 578, 579, 821, 15, 376, 377, 528, 529, 582, 40, 18, 483,
             336, 625, 943, 12, 13, 479, 497, 381, 157, 230, 158, 159,
             738, 920, 921, 922, 238, 237, 118, 119, 120, 155, 156, 77,
             58, 354, 355, 752, 518, 232, 136, 825, 826, 591, 70, 78, 0
         };
     QuickFix.FIX44.TradeCaptureReport.NoSidesGroup noSides = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
     Assert.That(noSides.FieldOrder, Is.EqualTo(expFieldOrder));
     Assert.That(QuickFix.FIX44.TradeCaptureReport.NoSidesGroup.fieldOrder, Is.EqualTo(expFieldOrder));
 }
Exemple #8
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 public void TCRGroupCTORTest()
 {
     QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport();
     int[] expFieldOrder = new int[] {
         54, 37, 198, 11, 526, 66, 453, 1, 660, 581, 81, 575, 576,
         635, 578, 579, 821, 15, 376, 377, 528, 529, 582, 40, 18, 483,
         336, 625, 943, 12, 13, 479, 497, 381, 157, 230, 158, 159,
         738, 920, 921, 922, 238, 237, 118, 119, 120, 155, 156, 77,
         58, 354, 355, 752, 518, 232, 136, 825, 826, 591, 70, 78, 0
     };
     QuickFix.FIX44.TradeCaptureReport.NoSidesGroup noSides = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
     Assert.That(noSides.FieldOrder, Is.EqualTo(expFieldOrder));
     Assert.That(QuickFix.FIX44.TradeCaptureReport.NoSidesGroup.fieldOrder, Is.EqualTo(expFieldOrder));
 }
 public void TCRReqFieldsCTORTest()
 {
     QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport(
         new TradeReportID("dude1"),
         new PreviouslyReported(true),
         new Symbol("AAPL"),
         new LastQty(new Decimal(100.1)),
         new LastPx(new Decimal(100.2)),
         new TradeDate("2010-12-12"),
         new TransactTime(new DateTime(2010, 12, 15, 10, 55, 32, 455)));
     Assert.That(tcr.Symbol.getValue(), Is.EqualTo("AAPL"));
     Assert.That(tcr.TradeReportID.getValue(), Is.EqualTo("dude1"));
     MsgType msgType = new MsgType();
     tcr.Header.GetField(msgType);
     Assert.That(msgType.getValue(), Is.EqualTo("AE"));
 }
Exemple #10
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        public void TCRReqFieldsCTORTest()
        {
            QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport(
                new TradeReportID("dude1"),
                new PreviouslyReported(true),
                new Symbol("AAPL"),
                new LastQty(new Decimal(100.1)),
                new LastPx(new Decimal(100.2)),
                new TradeDate("2010-12-12"),
                new TransactTime(new DateTime(2010, 12, 15, 10, 55, 32, 455)));
            Assert.That(tcr.Symbol.getValue(), Is.EqualTo("AAPL"));
            Assert.That(tcr.TradeReportID.getValue(), Is.EqualTo("dude1"));
            MsgType msgType = new MsgType();

            tcr.Header.GetField(msgType);
            Assert.That(msgType.getValue(), Is.EqualTo("AE"));
        }
Exemple #11
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        public void TCRisSetTest()
        {
            QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport(
                new TradeReportID("dude1"),
                new PreviouslyReported(true),
                new Symbol("AAPL"),
                new LastQty(new Decimal(100.1)),
                new LastPx(new Decimal(100.2)),
                new TradeDate("2010-12-12"),
                new TransactTime(new DateTime(2010, 12, 15, 10, 55, 32, 455)));
            LastPx lastPx = new LastPx();

            Assert.That(tcr.IsSet(lastPx), Is.True);
            AvgPx avgPx = new AvgPx(new Decimal(10.5));

            Assert.That(tcr.IsSet(avgPx), Is.False);
            Assert.That(tcr.IsSetAvgPx(), Is.False);
            tcr.Set(avgPx);
            Assert.That(tcr.IsSet(avgPx), Is.True);
            Assert.That(tcr.IsSetAvgPx(), Is.True);
        }
Exemple #12
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 public void OnMessage(QuickFix.FIX44.TradeCaptureReport msg, SessionID sessionID)
 {
 }
 public void TCRisSetTest()
 {
     QuickFix.FIX44.TradeCaptureReport tcr = new QuickFix.FIX44.TradeCaptureReport(
         new TradeReportID("dude1"),
         new PreviouslyReported(true),
         new Symbol("AAPL"),
         new LastQty(new Decimal(100.1)),
         new LastPx(new Decimal(100.2)),
         new TradeDate("2010-12-12"),
         new TransactTime(new DateTime(2010, 12, 15, 10, 55, 32, 455)));
     LastPx lastPx = new LastPx();
     Assert.That(tcr.IsSet(lastPx), Is.True);
     AvgPx avgPx = new AvgPx(new Decimal(10.5));
     Assert.That(tcr.IsSet(avgPx), Is.False);
     Assert.That(tcr.IsSetAvgPx(), Is.False);
     tcr.Set(avgPx);
     Assert.That(tcr.IsSet(avgPx), Is.True);
     Assert.That(tcr.IsSetAvgPx(), Is.True);
 }