public void TestOneBarRequest()
{
smartCom.Setup(f => f.GetBars("FOO", StBarInterval.StBarInterval_1Min, new DateTime(2017, 12, 31), It.IsAny <int>())).Raises(f =>
f.AddBar += null, 0, 1, "FOO", StBarInterval.StBarInterval_1Min, new DateTime(2017, 12, 31, 10, 00, 00), 10, 12, 9, 11, 1000, 200000);
RequestSocket sock = new RequestSocket(">inproc://hsp");
JObject req = new JObject();
req["ticker"] = "FOO";
req["from"] = "2017-01-01";
req["to"] = "2017-12-31";
req["timeframe"] = "M1";
sock.SendFrame(req.ToString());
List <byte[]> respParts = new List <byte[]>();
bool rc = sock.TryReceiveMultipartBytes(TimeSpan.FromSeconds(5), ref respParts);
Assert.IsTrue(rc);
Assert.AreEqual(2, respParts.Count);
Assert.AreEqual("OK", utf8.GetString(respParts[0]));
MemoryStream stream = new MemoryStream();
BarSerializer.WriteToStream(stream, new Bar(new DateTime(2017, 12, 31, 10, 00, 00), 10, 12, 9, 11, 1000));
CollectionAssert.AreEqual(stream.ToArray(), respParts[1]);
}
public BarProviderTests(ITestOutputHelper output)
: base(output)
{
// Fixture Setup
this.container = TestComponentryContainer.Create(output);
this.messagingAdapter = new MockMessageBusProvider(this.container).Adapter;
this.barSerializer = new BarSerializer();
this.repository = new MockMarketDataRepository(
this.container,
new QuoteTickSerializer(),
new TradeTickSerializer(),
this.barSerializer,
DataBusFactory.Create(this.container));
}
public DataPublisherTests(ITestOutputHelper output)
: base(output)
{
// Fixture Setup
var container = TestComponentryContainer.Create(output);
this.barSerializer = new BarSerializer();
this.instrumentSerializer = new InstrumentSerializer();
this.publisher = new DataPublisher(
container,
DataBusFactory.Create(container),
this.instrumentSerializer,
new BypassCompressor(),
EncryptionSettings.None(),
new Port(55511));
}
internal void CanSerializeAndDeserialize_BarDataResponses()
{
// Arrange
var dataSerializer = new BarSerializer();
var symbol = new Symbol("AUD/USD", new Venue("FXCM"));
var barSpec = new BarSpecification(1, BarStructure.Minute, PriceType.Bid);
var correlationId = Guid.NewGuid();
var bars = new[] { StubBarProvider.Build(), StubBarProvider.Build() };
var serializedBars = dataSerializer.Serialize(bars);
var metadata = new Dictionary <string, string>
{
{ "Symbol", symbol.Value },
{ "Specification", barSpec.ToString() },
};
var data = dataSerializer.SerializeBlob(serializedBars, metadata);
var response = new DataResponse(
data,
typeof(Bar[]).Name,
dataSerializer.BlobEncoding,
correlationId,
Guid.NewGuid(),
StubZonedDateTime.UnixEpoch());
// Act
var serializedResponse = this.serializer.Serialize(response);
var deserializedResponse = (DataResponse)this.serializer.Deserialize(serializedResponse);
var deserializedData = dataSerializer.DeserializeBlob(deserializedResponse.Data);
// Assert
Assert.Equal(response, deserializedResponse);
Assert.Equal(bars, deserializedData);
Assert.Equal(correlationId, deserializedResponse.CorrelationId);
this.Output.WriteLine(Convert.ToBase64String(serializedResponse));
this.Output.WriteLine(Encoding.UTF8.GetString(serializedResponse));
}
