public void ValidationCheck_UpsertCurveData_MarketAssesment_with_Auction()
{
using (var httpTest = new HttpTest())
{
var mds = new MarketDataService(_cfg);
//Create invalid MarketAssessment by populating AutioonRows
var data = new UpsertCurveData()
{
ID = new MarketDataIdentifier("test", "testName"),
Timezone = "CET",
DownloadedAt = SystemClock.Instance.GetCurrentInstant(),
AuctionRows = new Dictionary <LocalDateTime, AuctionBids>(),
MarketAssessment = new Dictionary <LocalDateTime, IDictionary <string, MarketAssessmentValue> >()
};
var localDateTime = new LocalDateTime(2018, 09, 24, 00, 00);
var bid = new List <AuctionBidValue>();
var offer = new List <AuctionBidValue>();
bid.Add(new AuctionBidValue(100, 10));
offer.Add(new AuctionBidValue(120, 12));
data.AuctionRows.Add(localDateTime, new AuctionBids(localDateTime, bid.ToArray(), offer.ToArray()));
data.MarketAssessment.Add(localDateTime, new Dictionary <string, MarketAssessmentValue>());
data.MarketAssessment[localDateTime].Add("test", new MarketAssessmentValue());
var ex = Assert.Throws <ArgumentException>(() => mds.UpsertCurveDataAsync(data).ConfigureAwait(true).GetAwaiter().GetResult());
Assert.AreEqual("UpsertCurveData Auctions must be NULL if MarketAssessment are Valorized", ex.Message);
}
}
public void ValidationCheck_UpsertCurveData_Versioned_with_BidAsk()
{
using (var httpTest = new HttpTest())
{
var mds = new MarketDataService(_cfg);
//Create invalid Version by populating BidAsk
var data = new UpsertCurveData()
{
ID = new MarketDataIdentifier("test", "testName"),
Timezone = "CET",
DownloadedAt = SystemClock.Instance.GetCurrentInstant(),
Rows = new Dictionary <LocalDateTime, double?>()
{
{ new LocalDateTime(2018, 01, 01, 0, 0), 21.4 }
},
BidAsk = new Dictionary <LocalDateTime, IDictionary <string, BidAskValue> >(),
Version = new LocalDateTime(2018, 09, 25, 12, 0, 0, 123).PlusNanoseconds(100)
};
var localDateTime = new LocalDateTime(2018, 09, 24, 00, 00);
data.BidAsk.Add(localDateTime, new Dictionary <string, BidAskValue>());
data.BidAsk[localDateTime].Add("test", new BidAskValue());
var ex = Assert.Throws <ArgumentException>(() => mds.UpsertCurveDataAsync(data).ConfigureAwait(true).GetAwaiter().GetResult());
Assert.AreEqual("UpsertCurveData BidAsk must be NULL if Rows are Valorized", ex.Message);
}
}
public void UpsertCurve_UpsertCurveDataAsync_Versioned()
{
using (var httpTest = new HttpTest())
{
var mds = new MarketDataService(_cfg);
//Create Version
var data = new UpsertCurveData()
{
ID = new MarketDataIdentifier("test", "testName"),
Timezone = "CET",
DownloadedAt = SystemClock.Instance.GetCurrentInstant(),
Rows = new Dictionary <LocalDateTime, double?>()
{
{ new LocalDateTime(2018, 01, 01, 0, 0), 21.4 }
},
Version = new LocalDateTime(2018, 09, 25, 12, 0, 0, 123).PlusNanoseconds(100)
};
mds.UpsertCurveDataAsync(data).ConfigureAwait(true).GetAwaiter().GetResult();
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}v2.1/marketdata/upsertdata")
.WithVerb(HttpMethod.Post)
.Times(1);
}
}
public void UpsertCurve_UpsertCurveDataAsync_Auction()
{
using (var httpTest = new HttpTest())
{
var mds = new MarketDataService(_cfg);
var data = new UpsertCurveData()
{
ID = new MarketDataIdentifier("test", "testName"),
Timezone = "CET",
DownloadedAt = SystemClock.Instance.GetCurrentInstant(),
AuctionRows = new Dictionary <LocalDateTime, AuctionBids>()
};
var localDateTime = new LocalDateTime(2018, 09, 24, 00, 00);
var bid = new List <AuctionBidValue>();
var offer = new List <AuctionBidValue>();
bid.Add(new AuctionBidValue(100, 10));
offer.Add(new AuctionBidValue(120, 12));
data.AuctionRows.Add(localDateTime, new AuctionBids(localDateTime, bid.ToArray(), offer.ToArray()));
mds.UpsertCurveDataAsync(data).ConfigureAwait(true).GetAwaiter().GetResult();
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}v2.1/marketdata/upsertdata")
.WithVerb(HttpMethod.Post)
.Times(1);
}
}
public void UpsertCurve_UpsertCurveDataAsync_MarketAssessment()
{
using (var httpTest = new HttpTest())
{
var mds = new MarketDataService(_cfg);
var data = new UpsertCurveData()
{
ID = new MarketDataIdentifier("test", "testName"),
Timezone = "CET",
DownloadedAt = SystemClock.Instance.GetCurrentInstant(),
MarketAssessment = new Dictionary <LocalDateTime, IDictionary <string, MarketAssessmentValue> >()
};
var localDateTime = new LocalDateTime(2018, 09, 24, 00, 00);
data.MarketAssessment.Add(localDateTime, new Dictionary <string, MarketAssessmentValue>());
data.MarketAssessment[localDateTime].Add("test", new MarketAssessmentValue());
mds.UpsertCurveDataAsync(data).ConfigureAwait(true).GetAwaiter().GetResult();
httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}v2.1/marketdata/upsertdata")
.WithVerb(HttpMethod.Post)
.Times(1);
}
}
/// <summary>
/// Upsert the curve data supplied in <paramref name="data"/>
/// </summary>
/// <remarks>
/// Unified controller for saving curve data
/// ID, TimeZone and DownloadedAt fields should not be null
/// - Market Data Assessment: MarketAssessment field should not be null, other fields should be null
/// - Actual TimeSerie: Rows field should not be null, other fields should be null-
/// - Versioned TimeSerie: Rows and Version fields should not be null, other fields should be null
/// </remarks>
/// <param name="data">
/// An object that represents MarketDataAssessment, ActualTimeSerie or VersionedTimeSerie
/// </param>
/// <param name="ctk">CancellationToken</param>
/// <returns></returns>
public Task UpsertCurveDataAsync(UpsertCurveData data, CancellationToken ctk = default)
{
data.Validate();
var url = "/marketdata/upsertdata";
return(_client.Exec(HttpMethod.Post, url, data, ctk: ctk));
}
/// <summary>
/// MarketData Save
/// </summary>
/// <remarks>
/// Save the Data of the current MarketData
/// </remarks>
/// <param name="downloadedAt">Downloaded at</param>
/// <param name="deferCommandExecution">DeferCommandExecution</param>
/// <param name="deferDataGeneration">DeferDataGeneration</param>
/// <param name="keepNulls">if <see langword="false"/> nulls are ignored (server-side). That is the default behaviour.</param>
/// <param name="ctk">The Cancellation Token</param>
/// <returns></returns>
public async Task Save(Instant downloadedAt, bool deferCommandExecution = false, bool deferDataGeneration = true, bool keepNulls = false, CancellationToken ctk = default)
{
Ensure.Any.IsNotNull(_entity);
if (Bids.Any())
{
var data = new UpsertCurveData(_identifier)
{
Timezone = _entity.OriginalGranularity.IsTimeGranularity() ? "UTC" : _entity.OriginalTimezone,
DownloadedAt = downloadedAt,
AuctionRows = _bids,
DeferCommandExecution = deferCommandExecution,
DeferDataGeneration = deferDataGeneration,
KeepNulls = keepNulls
};
await _marketDataService.UpsertCurveDataAsync(data, ctk);
}
}
/// <summary>
/// MarketData Save
/// </summary>
/// <remarks>
/// Save the Data of the current MarketData
/// </remarks>
/// <param name="downloadedAt">Downloaded at</param>
/// <param name="deferCommandExecution">DeferCommandExecution</param>
/// <param name="deferDataGeneration">DeferDataGeneration</param>
/// <param name="keepNulls">if <see langword="false"/> nulls are ignored (server-side). That is the default behaviour.</param>
/// <param name="ctk">The Cancellation Token</param>
/// <returns></returns>
public async Task Save(Instant downloadedAt, bool deferCommandExecution = false, bool deferDataGeneration = true, bool keepNulls = false, CancellationToken ctk = default)
{
Ensure.Any.IsNotNull(_entity);
if (BidAsks.Any())
{
var data = new UpsertCurveData(_identifier)
{
Timezone = _entity.OriginalGranularity.IsTimeGranularity() ? "UTC" : _entity.OriginalTimezone,
DownloadedAt = downloadedAt,
DeferCommandExecution = deferCommandExecution,
BidAsk = new Dictionary <LocalDateTime, IDictionary <string, BidAskValue> >(),
KeepNulls = keepNulls
};
foreach (var reportTime in BidAsks.GroupBy(g => g.ReportTime))
{
var BidAsks = reportTime.ToDictionary(key => key.Product.ToString(), value => value.Value);
data.BidAsk.Add(reportTime.Key, BidAsks);
}
await _marketDataService.UpsertCurveDataAsync(data, ctk);
}
}
/// <summary>
/// MarketData Save
/// </summary>
/// <remarks>
/// Save the Data of the current MarketData
/// </remarks>
/// <param name="downloadedAt">Downloaded at</param>
/// <param name="deferCommandExecution">DeferCommandExecution</param>
/// <param name="deferDataGeneration">DeferDataGeneration</param>
/// <param name="keepNulls">if <see langword="false"/> nulls are ignored (server-side). That is the default behaviour.</param>
/// <param name="ctk">The Cancellation Token</param>
/// <returns></returns>
public async Task Save(Instant downloadedAt, bool deferCommandExecution = false, bool deferDataGeneration = true, bool keepNulls = false, CancellationToken ctk = default)
{
if (!SelectedVersion.HasValue)
{
throw new VersionedTimeSerieException("No Version has been selected to save Data");
}
if (Values.Any())
{
var data = new UpsertCurveData(_identifier, SelectedVersion.Value)
{
Timezone = _entity.OriginalGranularity.IsTimeGranularity() ? "UTC" : _entity.OriginalTimezone,
DownloadedAt = downloadedAt,
Rows = _values,
DeferCommandExecution = deferCommandExecution,
DeferDataGeneration = deferDataGeneration,
KeepNulls = keepNulls
};
await _marketDataService.UpsertCurveDataAsync(data, ctk);
}
//else
// _logger.Warn("No Data to be saved.");
}
public Task UpsertCurveDataAsync(UpsertCurveData data, CancellationToken ctk = default)
{
throw new NotImplementedException();
}
