private static void ProcessAllQuotes(IEnumerable <Quote> quotes, ICandleHistoryRepository repo, LoggerStub logger)
{
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = "btcusd", Accuracy = 3
},
//new AssetPair() { Id = "btcrub", Accuracy = 3 }
});
var controller = new CandleGenerationController(repo, logger, "test component", env);
var tasks = new List <Task>();
foreach (var quote in quotes)
{
var task = controller.HandleQuote(quote);
tasks.Add(task);
}
Task.WaitAll(tasks.ToArray());
// ... signal controller to process quotes
controller.Tick();
int counter = 0;
while (counter < 5)
{
Task.Delay(1000).Wait(); // Wait while produce task is finished.
if (controller.QueueLength == 0)
{
break;
}
counter++;
}
Assert.Equal(0, controller.QueueLength);
}
public void ControllerHandlesRepositoryExceptions()
{
const string asset1 = "btcusd";
DateTime dt = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Utc);
var logger = new LoggerStub();
ClearTable(asset1, new string[] { "sec", "minute", "min30", "hour", "day", "week", "month" });
var repo = new CandleHistoryRepositoryResolver((string asset, string tableName) =>
{
return(CreateStorage <CandleTableEntity>(asset, tableName, logger, 2, clear: false));
});
// 2. Process incoming quotes
//
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = asset1, Accuracy = 3
}
});
var controller = new CandleGenerationController(repo, logger, "test component", env);
for (int i = 0; i < 5; i++)
{
var tasks = new List <Task>();
// pass a quote and signal controller to process quotes
var q = new Quote()
{
AssetPair = asset1, IsBuy = true, Price = i + 1, Timestamp = dt.AddMinutes(i)
};
var task = controller.HandleQuote(q);
tasks.Add(task);
Task.WaitAll(tasks.ToArray());
// ... signal controller to process quotes
controller.Tick();
int counter = 0;
while (counter < 60)
{
Task.Delay(1000).Wait(); // Wait while produce task is finished.
if (controller.QueueLength == 0)
{
break;
}
counter++;
}
}
Assert.Equal(0, controller.QueueLength);
controller.Stop();
// ... check for errors
//Assert.Equal(0, logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info).Count());
var logs = logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info);
// 3. Read candles with repository and check count of generated candles
//
IEnumerable <IFeedCandle> candles = repo.GetCandlesAsync(asset1, TimeInterval.Minute, PriceType.Bid, dt.AddDays(-1), dt.AddDays(1)).Result;
Assert.Equal(5, candles.Count());
candles = repo.GetCandlesAsync(asset1, TimeInterval.Sec, PriceType.Bid, dt.AddDays(-1), dt.AddDays(1)).Result;
Assert.Equal(5, candles.Count());
}
