public void DataManagerTest2_RunIndependently()
{
IDataProvider dataProvider = new IbkrDataProvider(Port);
PriceDatabase database = new PriceDatabase();
DataManager manager = new DataManager(dataProvider, database);
Security testSec = manager.GetSecurity("TWTR");
bool complete = false;
manager.SecurityDataResponse += (s, e) =>
{
Console.WriteLine($"DataManager received data for {e.security.Ticker}");
complete = true;
};
manager.UpdateSecurity(testSec, DateTime.Today);
int timeout = 1000;
while (!complete)
{
Thread.Sleep(100);
Assert.IsTrue(--timeout > 0);
}
// Requires manual cancel but works
manager.CloseDataConnection();
}
public void TestGetData1_RunIndependently()
{
while (IbLock)
{
Thread.Sleep(500);
}
IbLock = true;
IDataProvider data = new IbkrDataProvider(Port);
data.Connect();
int timeout = 30;
while (!data.Connected)
{
Thread.Sleep(100);
if (--timeout <= 0)
{
break;
}
}
Assert.IsTrue(data.Connected);
bool requestComplete = false;
DateTime requestDate = new DateTime(2019, 11, 20);
data.OnSecurityDataResponse += (s, e) =>
{
Assert.AreEqual(1, e.security.PriceBarData.Count);
Assert.AreEqual(requestDate, e.security.PriceBarData[0].BarDateTime);
requestComplete = true;
data.Disconnect();
IbLock = false;
};
Security reqSec = new Security("F");
data.RequestPriceData(reqSec, requestDate, requestDate);
timeout = 100;
while (!requestComplete)
{
Thread.Sleep(100);
Assert.IsTrue(--timeout > 0);
}
data.Disconnect();
IbLock = false;
}
/// <summary>
/// Request the earliest price bar available for a security
/// </summary>
// [TestMethod] Long running
public void TestGetData4_RunIndependently()
{
while (IbLock)
{
Thread.Sleep(500);
}
IbLock = true;
IDataProvider data = new IbkrDataProvider(Port);
data.Connect();
int timeout = 30;
while (!data.Connected)
{
Thread.Sleep(100);
if (--timeout <= 0)
{
break;
}
}
Assert.IsTrue(data.Connected);
bool requestComplete = false;
DateTime requestDateEnd = new DateTime(2019, 11, 22);
Security reqSec1 = new Security("AMZN");
data.OnSecurityDataResponse += (s, e) =>
{
Console.WriteLine($"Received {e.security.PriceBarData.Count} bars. " +
$"First DateTime: {e.security.GetPriceBars()[0].BarDateTime}, " +
$"last DateTime {e.security.GetPriceBars()[e.security.PriceBarData.Count - 1].BarDateTime}");
requestComplete = true;
};
data.RequestPriceData(reqSec1, requestDateEnd);
timeout = 100;
while (!requestComplete)
{
Thread.Sleep(100);
}
Assert.IsTrue(true);
data.Disconnect();
IbLock = false;
}
/// <summary>
/// Reads a set of symbols from symbol list and attempts to populate the database with all available data
/// </summary>
// [TestMethod] long Running
public void DatamanagerTest3_RunIndependently()
{
IDataProvider dataProvider = new IbkrDataProvider(Port);
PriceDatabase database = new PriceDatabase();
DataManager manager = new DataManager(dataProvider, database);
Dictionary <string, string> symbols = Helpers.ReadSymbols(GetSymbolLists()[0]);
bool complete = false;
int limit = 5;
int limit2 = limit;
manager.SecurityDataResponse += (s, e) =>
{
Console.WriteLine($"DataManager received data for {e.security.Ticker}");
if (--limit2 == 0)
{
complete = true;
}
};
foreach (var symbol in symbols)
{
var sec = manager.GetSecurity(symbol.Key);
manager.UpdateSecurity(sec, DateTime.Today);
if (--limit <= 0)
{
break;
}
}
while (!complete)
{
Thread.Sleep(100);
}
// Requires manual cancel but works
manager.CloseDataConnection();
}
public void TestConnect()
{
IDataProvider data = new IbkrDataProvider(Port);
data.Connect();
int timeout = 30;
while (!data.Connected)
{
Thread.Sleep(100);
if (--timeout <= 0)
{
break;
}
}
Assert.IsTrue(data.Connected);
data.Disconnect();
}
public void TestGetData3_RunIndependently()
{
while (IbLock)
{
Thread.Sleep(500);
}
IbLock = true;
IDataProvider data = new IbkrDataProvider(Port);
data.Connect();
int timeout = 30;
while (!data.Connected)
{
Thread.Sleep(100);
if (--timeout <= 0)
{
break;
}
}
Assert.IsTrue(data.Connected);
bool requestComplete = false;
int receivedCount = 0;
DateTime requestDateStart = new DateTime(2019, 11, 18);
DateTime requestDateEnd = new DateTime(2019, 11, 22);
Security reqSec1 = new Security("AMZN");
Security reqSec2 = new Security("AAPL");
Security reqSec3 = new Security("MAR");
Security reqSec4 = new Security("F");
Security reqSec5 = new Security("DIS");
data.OnSecurityDataResponse += (s, e) =>
{
switch (e.security.Ticker)
{
case "AMZN":
if (e.security.PriceBarData.Count == 5)
{
receivedCount += 1;
}
break;
case "AAPL":
if (e.security.PriceBarData.Count == 5)
{
receivedCount += 1;
}
break;
case "MAR":
if (e.security.PriceBarData.Count == 5)
{
receivedCount += 1;
}
break;
case "F":
if (e.security.PriceBarData.Count == 5)
{
receivedCount += 1;
}
break;
case "DIS":
if (e.security.PriceBarData.Count == 5)
{
receivedCount += 1;
}
break;
}
if (receivedCount == 3)
{
requestComplete = true;
data.Disconnect();
IbLock = false;
}
};
data.RequestPriceData(reqSec1, requestDateStart, requestDateEnd);
data.RequestPriceData(reqSec2, requestDateStart, requestDateEnd);
data.RequestPriceData(reqSec3, requestDateStart, requestDateEnd);
data.RequestPriceData(reqSec4, requestDateStart, requestDateEnd);
data.RequestPriceData(reqSec5, requestDateStart, requestDateEnd);
timeout = 50;
while (!requestComplete)
{
Thread.Sleep(100);
Assert.IsTrue(--timeout > 0);
}
data.Disconnect();
IbLock = false;
}
