public void TestByteVector()
{
const string templateXml = "<template name='bvt'>" +
" <byteVector name='data'>" +
" <length name='dataLength'/>" +
" <tail/>" +
" </byteVector>" +
"</template>";
IMessageTemplateLoader loader = new XmlMessageTemplateLoader();
MessageTemplate bvt = loader.Load(new MemoryStream(Encoding.ASCII.GetBytes(templateXml)))[0];
AssertScalarField(bvt, 1, FastType.ByteVector, "data", Operator.Tail);
}
public void TestDeltas()
{
var templateLoader = new XmlMessageTemplateLoader { LoadTemplateIdFromAuxId = true };
using (var stream = File.OpenRead("CME/templates.xml"))
{
templateLoader.Load(stream);
}
using (var stream = File.OpenRead("CME/messages.fast"))
{
var mis = new MessageInputStream(stream, templateLoader.TemplateRegistry);
Message md = mis.ReadMessage();
Assert.AreEqual(-5025.0, md.GetSequence("MDEntries")[0].GetDouble("NetChgPrevDay"), .1);
}
}
public void TestDynamicTemplateReference()
{
const string template1Xml = "<template name='t1'>" +
" <string name='string'/>" +
"</template>";
const string template2Xml = "<template name='t2'>" +
" <uInt32 name='quantity'/>" +
" <templateRef/>" +
" <decimal name='price'/>" +
"</template>";
IMessageTemplateLoader loader = new XmlMessageTemplateLoader();
loader.Load(new MemoryStream(Encoding.ASCII.GetBytes(template1Xml)));
MessageTemplate[] templates = loader.Load(new MemoryStream(Encoding.ASCII.GetBytes(template2Xml)));
Assert.AreEqual(4, templates[0].FieldCount);
AssertScalarField(templates[0], 1, FastType.U32, "quantity", Operator.None);
AssertScalarField(templates[0], 3, FastType.Decimal, "price", Operator.None);
Assert.True(templates[0].GetField(2) is DynamicTemplateReference);
}
public void RunAllTests()
{
Console.WriteLine("Initializing...");
// throw args.Exception;
ValidationEventHandler errorHandler =
(sender, args) => Console.WriteLine("Error {0}\n{1}", args.Message, args.Exception);
Type thisType = MethodBase.GetCurrentMethod().DeclaringType;
Stream schema = thisType.Assembly.GetManifestResourceStream(thisType, "TestSchema.xsd");
Assert.IsNotNull(schema, "Unable to load XSD from the resources");
var settings = new XmlReaderSettings();
settings.Schemas.Add(XmlSchema.Read(schema, errorHandler));
//
// BUG! TODO! change to schema-validated input
//
settings.ValidationType = ValidationType.None; // ValidationType.Schema;
settings.ValidationEventHandler += errorHandler;
foreach (string xmlFile in Directory.GetFiles(XmlTestFilesDir, "*.xml"))
{
Console.WriteLine("Processing {0}...", xmlFile);
XmlReader reader = XmlReader.Create(xmlFile, settings);
try
{
var xml = new XmlDocument();
xml.Load(reader);
foreach (XmlElement test in xml.GetElementsByTagName("test"))
{
XmlElement desc = test.GetElement("desc");
string actionStr = test.GetAttribute("action");
if (string.IsNullOrEmpty(actionStr)) actionStr = "all";
var action = (Actions) Enum.Parse(typeof (Actions), actionStr, true);
Console.WriteLine(" Test {0}{1}{2}", test.GetAttribute("name"),
desc == null || string.IsNullOrEmpty(desc.Value) ? "" : " - " + desc.Value,
action == Actions.All ? "" : " (" + action + " only)");
var tmpl = new XmlMessageTemplateLoader();
XmlElement templFile = test.GetElement("templatesfile");
tmpl.LoadTemplateIdFromAuxId = true;
if (templFile != null)
{
using (FileStream stream = File.OpenRead(templFile.GetAttribute("path")))
tmpl.Load(stream);
}
else
{
XmlElement templXml = test.GetElement("templates", FastConstants.TemplateDefinition11);
if (templXml == null)
throw new InvalidOperationException("Expected <templates> element not found");
tmpl.Load(templXml);
}
XmlElement binFile = test.GetElement("binfile");
MessageInputStream mis;
byte[] binData;
if (binFile != null)
{
using (FileStream stream = File.OpenRead(binFile.GetAttribute("path")))
{
mis = new MessageInputStream(stream, tmpl.TemplateRegistry);
binData = File.ReadAllBytes(binFile.GetAttribute("path"));
}
}
else
{
XmlElement binstr = test.GetElement("binstr");
if (binstr != null)
{
string binStream = binstr.InnerText.Trim();
binData = ByteUtil.ConvertBitStringToFastByteArray(binStream);
}
else
{
XmlElement bin64 = test.GetElement("bin64");
binData = Convert.FromBase64String(bin64.Value);
}
mis = new MessageInputStream(new MemoryStream(binData), tmpl.TemplateRegistry);
}
//
// TODO - read the messages and check them against the tests
//
//
// TODO: check against "action" variable -- if All or Encode/Decode
//
Message msg;
XmlElement target = test.GetElement("data");
XmlNode msgString = target.FirstChild;
var msgStream = new MemoryStream();
var mout = new MessageOutputStream(msgStream, tmpl.TemplateRegistry);
while ((msg = mis.ReadMessage()) != null)
{
//TODO: Introduce FIX decoding/encoding Scheme);
if (msgString != null)
{
mout.WriteMessage(msg);
Assert.AreEqual(msgString.InnerText.Trim(), msg.ToString());
msgString = msgString.NextSibling;
}
else
{
Console.WriteLine(msg);
}
}
if (action == Actions.All)
{
//Verifying Encoding
if (binData != null)
{
byte[] outStrem = msgStream.ToArray();
if (outStrem.Length > 0)
{
for (int i = 0; i < binData.Length; i++)
{
Assert.AreEqual(binData[i], outStrem[i]);
}
}
else
{
Console.WriteLine("WARNING: No data emitted during encoding.");
}
}
}
}
}
finally
{
reader.Close();
}
}
}
public void TestLoadMdIncrementalRefreshTemplate()
{
MessageTemplate messageTemplate;
using (var stream = File.OpenRead("FPL/mdIncrementalRefreshTemplate.xml"))
messageTemplate = new XmlMessageTemplateLoader().Load(stream)[0];
Assert.AreEqual("MDIncrementalRefresh", messageTemplate.TypeReference.Name);
Assert.AreEqual("MDRefreshSample", messageTemplate.Name);
Assert.AreEqual(10, messageTemplate.FieldCount);
/********************************** TEMPLATE FIELDS **********************************/
int index = 0;
AssertScalarField(messageTemplate, index++, FastType.U32, "templateId", Operator.Copy);
AssertScalarField(messageTemplate, index++, FastType.Ascii, "8", Operator.Constant);
AssertScalarField(messageTemplate, index++, FastType.U32, "9", Operator.Constant);
AssertScalarField(messageTemplate, index++, FastType.Ascii, "35", Operator.Constant);
AssertScalarField(messageTemplate, index++, FastType.Ascii, "49", Operator.Constant);
AssertScalarField(messageTemplate, index++, FastType.U32, "34", Operator.Increment);
AssertScalarField(messageTemplate, index++, FastType.Ascii, "52", Operator.Delta);
AssertScalarField(messageTemplate, index++, FastType.U32, "75", Operator.Copy);
/************************************* SEQUENCE **************************************/
AssertSequence(messageTemplate, index, 17);
var sequence = (Sequence) messageTemplate.GetField(index++);
Assert.AreEqual("MDEntries", sequence.TypeReference.Name);
AssertSequenceLengthField(sequence, "268", FastType.U32, Operator.None);
/********************************** SEQUENCE FIELDS **********************************/
int seqIndex = 0;
AssertScalarField(sequence, seqIndex++, FastType.Decimal, "270", Operator.Delta);
AssertScalarField(sequence, seqIndex++, FastType.I32, "271", Operator.Delta);
AssertScalarField(sequence, seqIndex++, FastType.U32, "273", Operator.Delta);
AssertOptionalScalarField(sequence, seqIndex++, FastType.U32, "346", Operator.None);
AssertScalarField(sequence, seqIndex++, FastType.U32, "1023", Operator.Increment);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "279", Operator.Copy);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "269", Operator.Copy);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "107", Operator.Copy);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "48", Operator.Delta);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "276", Operator.Copy);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "274", Operator.Copy);
AssertScalarField(sequence, seqIndex++, FastType.Decimal, "451", Operator.Copy);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "277", Operator.Default);
AssertOptionalScalarField(sequence, seqIndex++, FastType.U32, "1020", Operator.None);
AssertScalarField(sequence, seqIndex++, FastType.I32, "537", Operator.Default);
AssertScalarField(sequence, seqIndex++, FastType.Ascii, "1024", Operator.Default);
AssertScalarField(sequence, seqIndex, FastType.Ascii, "336", Operator.Default);
AssertScalarField(messageTemplate, index, FastType.Ascii, "10", Operator.None);
}
public void TestStaticTemplateReference()
{
const string templateXml = "<templates>" +
" <template name='t1'>" +
" <string name='string'/>" +
" </template>" +
" <template name='t2'>" +
" <uInt32 name='quantity'/>" +
" <templateRef name='t1'/>" +
" <decimal name='price'/>" +
" </template>" +
"</templates>";
MessageTemplate[] templates =
new XmlMessageTemplateLoader().Load(new MemoryStream(Encoding.ASCII.GetBytes(templateXml)));
AssertEquals(4, templates[1].FieldCount);
AssertScalarField(templates[1], 1, FastType.U32, "quantity", Operator.None);
AssertScalarField(templates[1], 2, FastType.Ascii, "string", Operator.None);
AssertScalarField(templates[1], 3, FastType.Decimal, "price", Operator.None);
}
public void TestReferencedTemplateInOtherLoader()
{
const string template1Xml = "<template name='t1'>" +
" <string name='string'/>" +
"</template>";
const string template2Xml = "<template name='t2'>" +
" <uInt32 name='quantity'/>" +
" <templateRef name='t1'/>" +
" <decimal name='price'/>" +
"</template>";
IMessageTemplateLoader loader1 = new XmlMessageTemplateLoader();
IMessageTemplateLoader loader2 = new XmlMessageTemplateLoader {TemplateRegistry = loader1.TemplateRegistry};
loader1.Load(new MemoryStream(Encoding.ASCII.GetBytes(template1Xml)));
MessageTemplate[] templates = loader2.Load(new MemoryStream(Encoding.ASCII.GetBytes(template2Xml)));
Assert.AreEqual(4, templates[0].FieldCount);
AssertScalarField(templates[0], 1, FastType.U32, "quantity", Operator.None);
AssertScalarField(templates[0], 2, FastType.Ascii, "string", Operator.None);
AssertScalarField(templates[0], 3, FastType.Decimal, "price", Operator.None);
}
public void TestNullDocument()
{
var loader = new XmlMessageTemplateLoader {ErrorHandler = ErrorHandlerFields.Null};
Assert.AreEqual(0, loader.Load((Stream) null).Length);
}
public void TestLoadTemplateWithUnicodeString()
{
const string templateXml = "<templates xmlns='http://www.fixprotocol.org/ns/template-definition'" +
" ns='http://www.fixprotocol.org/ns/templates/sample'>" +
" <template name='SampleTemplate'>" +
" <string name='name' charset='unicode' presence='mandatory'><copy/></string>" +
" <string name='id' charset='unicode' presence='optional'><copy/></string>" +
" <string name='location' charset='ascii' presence='mandatory'><copy/></string>" +
" <string name='id2' charset='ascii' presence='optional'><copy/></string>" +
" </template>" + "</templates>";
IMessageTemplateLoader loader = new XmlMessageTemplateLoader();
MessageTemplate[] templates = loader.Load(new MemoryStream(
Encoding.ASCII.GetBytes(templateXml)));
MessageTemplate messageTemplate = templates[0];
Scalar name = messageTemplate.GetScalar("name");
Scalar id = messageTemplate.GetScalar("id");
Scalar location = messageTemplate.GetScalar("location");
Scalar id2 = messageTemplate.GetScalar("id2");
Assert.False(name.IsOptional);
Assert.True(id.IsOptional);
Assert.False(location.IsOptional);
Assert.True(id2.IsOptional);
Assert.AreEqual(TypeCodec.Unicode, name.TypeCodec);
Assert.AreEqual(TypeCodec.NullableUnicode, id.TypeCodec);
Assert.AreEqual(TypeCodec.Ascii, location.TypeCodec);
Assert.AreEqual(TypeCodec.NullableAscii, id2.TypeCodec);
}
public void TestLoadTemplateWithKey()
{
const string templateXml = "<templates xmlns='http://www.fixprotocol.org/ns/template-definition'" +
" ns='http://www.fixprotocol.org/ns/templates/sample'>" +
" <template name='SampleTemplate'>" +
" <uInt32 name='value'><copy key='integer'/></uInt32>" +
" </template>" +
"</templates>";
IMessageTemplateLoader loader = new XmlMessageTemplateLoader();
MessageTemplate[] templates = loader.Load(new MemoryStream(
Encoding.ASCII.GetBytes(templateXml)));
MessageTemplate messageTemplate = templates[0];
Scalar scalar = messageTemplate.GetScalar("value");
Assert.AreEqual(new QName("integer"), scalar.Key);
}
public void TestLoadTemplateThatContainsGroups()
{
const string templateXml = "<templates xmlns='http://www.fixprotocol.org/ns/template-definition'" +
" ns='http://www.fixprotocol.org/ns/templates/sample'>" +
" <template name='SampleTemplate'>" +
" <group name='guy'><string name='First Name'/><string name='Last Name'/></group>" +
" </template>" + "</templates>";
IMessageTemplateLoader loader = new XmlMessageTemplateLoader();
MessageTemplate[] templates = loader.Load(new MemoryStream(
Encoding.ASCII.GetBytes(templateXml)));
MessageTemplate messageTemplate = templates[0];
Assert.AreEqual("SampleTemplate", messageTemplate.Name);
Assert.AreEqual(2, messageTemplate.FieldCount);
AssertGroup(messageTemplate, 1, "guy");
}
public void TestLoadTemplateThatContainsDecimalWithTwinOperators()
{
const string templateXml = "<templates xmlns='http://www.fixprotocol.org/ns/template-definition'" +
" ns='http://www.fixprotocol.org/ns/templates/sample'>" +
" <template name='SampleTemplate'>" +
" <decimal name='bid'><mantissa><delta/></mantissa><exponent><copy value='-2'/></exponent></decimal>" +
" <decimal name='ask'><mantissa><delta/></mantissa></decimal>" +
" <decimal name='high'><exponent><copy/></exponent></decimal>" +
" <decimal name='low'><mantissa><delta value='10'/></mantissa><exponent><copy value='-2'/></exponent></decimal>" +
" <decimal name='open'><copy/></decimal>" +
" <decimal name='close'><copy/></decimal>" +
" </template>" +
"</templates>";
IMessageTemplateLoader loader = new XmlMessageTemplateLoader();
MessageTemplate[] templates = loader.Load(new MemoryStream(Encoding.ASCII.GetBytes(templateXml)));
MessageTemplate messageTemplate = templates[0];
Assert.AreEqual("SampleTemplate", messageTemplate.Name);
Assert.AreEqual(7, messageTemplate.FieldCount);
AssertComposedScalarField(messageTemplate, 1, FastType.Decimal, "bid", Operator.Copy, Int(-2),
Operator.Delta, ScalarValue.Undefined);
AssertComposedScalarField(messageTemplate, 2, FastType.Decimal, "ask", Operator.None, ScalarValue.Undefined,
Operator.Delta, ScalarValue.Undefined);
AssertComposedScalarField(messageTemplate, 3, FastType.Decimal, "high", Operator.Copy, ScalarValue.Undefined,
Operator.None, ScalarValue.Undefined);
AssertComposedScalarField(messageTemplate, 4, FastType.Decimal, "low", Operator.Copy, Int(-2),
Operator.Delta, Int(10));
AssertScalarField(messageTemplate, 5, FastType.Decimal, "open", Operator.Copy);
AssertScalarField(messageTemplate, 6, FastType.Decimal, "close", Operator.Copy);
}
protected static MessageTemplate Template(String templateXml)
{
MessageTemplate[] templates = new XmlMessageTemplateLoader().Load
(new MemoryStream(Encoding.ASCII.GetBytes(templateXml)));
return templates[0];
}