public void testLastEndTime_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.Throws <ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Local)); });
Assert.Throws <ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Unspecified)); });
}
public void testLastEndTime_WeeklySessions()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime thisWeekEnd = new DateTime(2013, 02, 08, 16, 00, 00, DateTimeKind.Utc);
DateTime prevWeekEnd = new DateTime(2013, 02, 01, 16, 00, 00, DateTimeKind.Utc);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
}
public void testLastEndTime_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.Throws<ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Local)); });
Assert.Throws<ArgumentException>(
delegate { sched.LastEndTime(new DateTime(2012, 10, 18, 12, 00, 00, DateTimeKind.Unspecified)); });
}
public void testLastEndTime_DailySessions()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime thisDayEnd = new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc);
DateTime prevDayEnd = new DateTime(2012, 10, 17, 16, 00, 00, DateTimeKind.Utc);
// before starttime
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(thisDayEnd));
// after endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 17, 00, 00, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, "Eastern Standard Time"); //-5
sched = new QuickFix.SessionSchedule(settings);
// before starttime
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 10, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(thisDayEnd));
// after endtime
Assert.AreEqual(thisDayEnd, sched.LastEndTime(new DateTime(2012, 10, 18, 17, 00, 00, DateTimeKind.Utc)));
}
public void testLastEndTime_WeeklySessions()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime thisWeekEnd = new DateTime(2013, 02, 08, 16, 00, 00, DateTimeKind.Utc);
DateTime prevWeekEnd = new DateTime(2013, 02, 01, 16, 00, 00, DateTimeKind.Utc);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
settings.SetDay(QuickFix.SessionSettings.START_DAY, System.DayOfWeek.Monday);
settings.SetDay(QuickFix.SessionSettings.END_DAY, System.DayOfWeek.Friday);
sched = new QuickFix.SessionSchedule(settings);
// before starttime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 04, 08, 00, 00, DateTimeKind.Utc)));
// during session
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 05, 08, 00, 00, DateTimeKind.Utc)));
// equals endtime
Assert.AreEqual(prevWeekEnd, sched.LastEndTime(thisWeekEnd));
// after endtime
Assert.AreEqual(thisWeekEnd, sched.LastEndTime(new DateTime(2013, 02, 08, 17, 00, 00, DateTimeKind.Utc)));
}
