public void ExoticCoverage()
{
Executing.This(() => TeaFile <int> .Create((string)null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Create((string)null, "contento", null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Create((string)null, "a", null, true)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Create((Stream)null, "a", null, true)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Create((Stream)null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Create((Stream)null, "contento", null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenRead((Stream)null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenRead((Stream)null, ItemDescriptionElements.None)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenRead((string)null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenRead((string)null, ItemDescriptionElements.None)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenWrite((Stream)null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenWrite((Stream)null, ItemDescriptionElements.None)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenWrite((string)null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .OpenWrite((string)null, ItemDescriptionElements.None)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Append(null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Append(null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile <int> .Append(null, ItemDescriptionElements.None)).Should().Throw <ArgumentNullException>();
var stream = new MemoryStream();
using (var tf = TeaFile <int> .Create(stream))
{
tf.Write(Enumerable.Range(100, 7));
}
stream.Position = 0;
using (var tf = TeaFile <int> .OpenRead(stream))
{
tf.Items.GetEnumerator().Should().Not.Be.Null();
}
}
public void ZeroTeaFile()
{
var filename = Path.GetFullPath("TeaFileTest_ZeroTeaFile.tea");
using (var ms = new FileStream(filename, FileMode.Create))
{
var w = new BinaryWriter(ms);
w.Write(HeaderManager.Signature); // sig
w.Write((long)32); // itemstart
w.Write((long)0); // itemendmarker
w.Write((long)0); // sectioncount
}
var fi = new FileInfo(filename);
fi.Length.Should().Be(32);
using (var tf = TeaFile.OpenRead(filename))
{
((IItemReader)tf).CanRead.Should().Be.False();
tf.Name.Should().Be(filename);
Executing.This(() => tf.Items.ToString()).Should().Throw <InvalidOperationException>();
Executing.This(() => tf.Read()).Should().Throw <InvalidOperationException>();
Executing.This(() => tf.GetFieldValue(0, null)).Should().Throw <ArgumentNullException>();
Executing.This(() => tf.GetEventTime(null)).Should().Throw <InvalidOperationException>();
tf.Description.Should().Not.Be.Null();
// in summary, a TeaFile that opens a TeaFile without description cannot do much. Being able to open it
// gives the information that the file has no description. Moreover, a TeaFile might hold no item description
// but for instance a content description which would be readable although no access to the items is available.
}
}
public void OpenWrite()
{
var filename = "TeaFileTTest_OpenWrite.tea";
using (var tf = TeaFile <int> .Create(filename))
{
tf.Count.Should().Be(0);
tf.Write(Enumerable.Range(1, 10));
tf.Count.Should().Be(10);
}
using (var tf = TeaFile <int> .OpenRead(filename))
{
tf.Items.ForEach(Console.WriteLine);
}
using (var tf = TeaFile <int> .OpenWrite(filename))
{
tf.Count.Should().Be(10);
tf.Write(Enumerable.Range(1, 5));
tf.Count.Should().Be(10);
tf.Write(Enumerable.Range(1, 5));
tf.Count.Should().Be(10);
tf.Write(Enumerable.Range(1, 5));
tf.Count.Should().Be(15);
}
Console.WriteLine("..................");
using (var tf = TeaFile <int> .OpenRead(filename))
{
tf.Items.ForEach(Console.WriteLine);
}
}
public void GetEnumeratorTest()
{
var filename = "ItemCollectionTest_GetEnumeratorTest.tea";
using (var tf = TeaFile <int> .Create(filename))
{
tf.Write(Enumerable.Range(2, 4));
}
using (var tf = TeaFile.OpenRead(filename))
{
var e = tf.Items.GetEnumerator(0);
e.MoveNext().Should().Be.True();
e.Current.Values[0].Should().Be(2);
e.MoveNext().Should().Be.True();
e.Current.Values[0].Should().Be(3);
e.MoveNext().Should().Be.True();
e.Current.Values[0].Should().Be(4);
e.MoveNext().Should().Be.True();
e.Current.Values[0].Should().Be(5);
e.MoveNext().Should().Be.False();
e = tf.Items.GetEnumerator(2);
e.MoveNext().Should().Be.True();
e.Current.Values[0].Should().Be(4);
e.MoveNext().Should().Be.True();
e.Current.Values[0].Should().Be(5);
e.MoveNext().Should().Be.False();
}
}
public void OpenWriteStream()
{
Stream stream = new MemoryStream();
using (var tf = TeaFile <int> .Create(stream))
{
tf.Write(Enumerable.Range(1, 10));
}
stream.Position = 0;
using (var tf = TeaFile <int> .OpenWrite(stream))
{
tf.Write(Enumerable.Range(70, 5));
}
stream.Position = 0;
using (var tf = TeaFile <int> .OpenRead(stream))
{
tf.Count.Should().Be(10);
tf.Read().Should().Be(70);
tf.Read().Should().Be(71);
tf.Read().Should().Be(72);
tf.Read().Should().Be(73);
tf.Read().Should().Be(74);
tf.Read().Should().Be(6);
tf.Read().Should().Be(7);
tf.Read().Should().Be(8);
tf.Read().Should().Be(9);
tf.Read().Should().Be(10);
}
}
public void CreateZeroTeaFile()
{
var ms = new MemoryStream();
var tf = TeaFile <Event <OHLCV> > .Create(ms, null, null, false);
tf.Dispose();
ms.Length.Should().Be(32);
ms.Position = 0;
var r = new BinaryReader(ms);
var bom = r.ReadInt64();
bom.Should().Be(0x0d0e0a0402080500);
var itemstart = r.ReadInt64();
itemstart.Should().Be(32);
var eof = r.ReadInt64();
eof.Should().Be(0);
var sectionCount = r.ReadInt64();
sectionCount.Should().Be(0);
ms.Position = 0;
var tf2 = TeaFile.OpenRead(ms);
var d = tf2.Description;
d.ItemDescription.Should().Be.Null();
d.ContentDescription.Should().Be.Null();
d.NameValues.Should().Be.Null();
}
public void DiscDriveFailureDuringCreate()
{
var stream = new TestStream();
stream.FailAfterPosition = 17;
Executing.This(() => TeaFile <int> .Create(stream)).Should().Throw <IOException>();
}
public void ZeroTeaFilesEvilBrother()
{
var filename = Path.GetFullPath("TeaFileTest_ZeroTeaFilesEvilBrother.tea");
using (var ms = new FileStream(filename, FileMode.Create))
{
var w = new BinaryWriter(ms);
w.Write(HeaderManager.Signature); // sig
w.Write((long)32); // itemstart
w.Write((long)32); // itemendmarker <- zero tea file's evil brother has a marker with 32
w.Write((long)0); // sectioncount
}
var fi = new FileInfo(filename);
fi.Length.Should().Be(32);
using (var tf = TeaFile.OpenRead(filename))
{
((IItemReader)tf).CanRead.Should().Be.False();
tf.Name.Should().Be(filename);
tf.Description.Should().Not.Be.Null();
Executing.This(() => tf.Items.ToString()).Should().Throw <InvalidOperationException>();
Executing.This(() => tf.Read()).Should().Throw <InvalidOperationException>();
}
}
public void FilePositionAfterWritingItems()
{
var stream = new MemoryStream();
using (var tf = TeaFile <int> .Create(stream))
{
tf.ItemAreaSize.Should().Be(0);
stream.Position.Should().Be(stream.Length);
stream.Position.Should().Be(tf.ItemAreaStart);
tf.ItemAreaStart.Should().Be(80);
tf.Write(11);
tf.ItemAreaStart.Should().Be(80);
tf.ItemAreaEnd.Should().Be(84);
tf.ItemAreaSize.Should().Be(4);
tf.Count.Should().Be(1);
stream.Position.Should().Be(84);
stream.Position.Should().Be(84);
tf.Write(7);
tf.ItemAreaStart.Should().Be(80);
tf.ItemAreaEnd.Should().Be(88);
tf.ItemAreaSize.Should().Be(8);
tf.Count.Should().Be(2);
stream.Position.Should().Be(88);
stream.Position.Should().Be(88);
}
}
public void TimeValuesAreCorrect()
{
Time.Scale = Timescale.Net;
const string filename = "TeaFileTest_TimeValuesAreCorrect.tea";
using (var tf = TeaFile <OHLCV3> .Create(filename))
{
tf.Write(new OHLCV3 {
High = 71, Low = 20, Open = 33, Close = 21, Time = new DateTime(2000, 7, 6)
});
tf.Write(new OHLCV3 {
High = 72, Low = 20, Open = 34, Close = 22, Time = new DateTime(2000, 7, 11)
});
}
using (var tf = TeaFile.OpenRead(filename))
{
tf.Items.Count.Should().Be(2);
var timeField = tf.Description.ItemDescription.GetFieldByName("Time");
var item = tf.Read();
var time = tf.GetFieldValue(item, timeField);
time.Should().Be(new Time(2000, 7, 6));
item = tf.Read();
time = tf.GetFieldValue(item, timeField);
time.Should().Be(new Time(2000, 7, 11));
}
}
public void ZeroTeaFilesGoodBrother()
{
var filename = Path.GetFullPath(MethodBase.GetCurrentMethod() + ".tea");
using (var ms = new FileStream(filename, FileMode.Create))
{
var w = new BinaryWriter(ms);
w.Write(HeaderManager.Signature); // sig
w.Write((long)32); // itemstart
w.Write((long)32); // itemendmarker <- zero tea file's evil brother has a marker with 32
w.Write((long)0); // sectioncount
10.Times(() => w.Write(0L)); // increase file length, now the preallocation makes sense, and evil brother becomes a good one
}
var fi = new FileInfo(filename);
fi.Length.Should().Be(32 + 10 * 8);
using (var tf = TeaFile.OpenRead(filename))
{
((IItemReader)tf).CanRead.Should().Be.False();
tf.Name.Should().Be(filename);
tf.Description.Should().Not.Be.Null(); // the description should never be null
Executing.This(() => tf.Items.ToString()).Should().Throw <InvalidOperationException>();
Executing.This(() => tf.Read()).Should().Throw <InvalidOperationException>();
}
}
static TeaFile <T> Append(Stream stream, bool ownsStream, Stream headerReadStream, ItemDescriptionElements elementsToValidate = ItemDescriptionElements.All)
{
var tf = new TeaFile <T>();
try
{
TeaFileDescription description;
tf.core = new TeaFileCore(stream, ownsStream);
// A file opened for appending, cannot be read. Therefore we create a second file, read it and assign its description to the current TeaFile<> instance.
using (var tfheader = OpenRead(headerReadStream, false, elementsToValidate)) // we pass headerStream ownership to tfheader, so it will be closed after header reaeding.
{
description = tfheader.Description;
if (!tfheader.core.CanAppend)
{
throw new IOException("Cannot append to file because it has preallocated space between the end of the item area and the end of the file.");
}
tf.core.Assign(tfheader.ItemAreaStart, tfheader.core.ItemAreaEndMarker);
}
// if the stream is a filestream that was opened in FileMode.Append, this call is redundant.
// this line is here for the allowed case were the stream and headerstream point to the same stream.
tf.SetFilePointerToEnd();
tf.core.Description = description;
tf.buffer = new SafeBuffer <T>(stream);
return(tf);
}
catch (Exception)
{
tf.Dispose();
throw;
}
}
static TeaFile <T> OpenRead(Stream stream, bool ownsStream, ItemDescriptionElements elementsToValidate)
{
var tf = new TeaFile <T>();
try
{
tf.core = new TeaFileCore(stream, ownsStream);
tf.buffer = new SafeBuffer <T>(stream);
tf.core.ReadHeader();
// reflecting the current type incurs some cost, so we do it only if we are asked to consider
// current item layout to check it against to layout described in the file
ItemDescription accessorDescription = null;
if (elementsToValidate != ItemDescriptionElements.None)
{
accessorDescription = ItemDescription.FromAnalysis <T>();
}
tf.core.IsAccessibleWith(accessorDescription, elementsToValidate);
return(tf);
}
catch (Exception)
{
tf.Dispose();
throw;
}
}
/// <summary>
/// Creates a TeaFile, using the specified stream as the underlying storage media.
/// </summary>
/// <param name="stream">The stream.</param>
/// <param name="ownsStream">If true, the instance returned owns the stream, such that disposing the returned instance also disposes <paramref name="stream"/>.</param>
/// <param name="contentDescription">The content description.</param>
/// <param name="nameValues">The name values.</param>
/// <param name="includeItemDescription">if set to <c>true</c> [include item description].</param>
/// <returns></returns>
/// <remarks>
/// Instead of creating a new <see cref="FileStream"/>, this method takes the <see cref="Stream"/> passed. This provides
/// more control over the stream, like setting specific <see cref="FileShare"/> attributes. It also allows usage of
/// alternative storage medias like <see cref="MemoryStream"/>.
/// </remarks>
public static TeaFile <T> Create(Stream stream, bool ownsStream, string contentDescription = null, NameValueCollection nameValues = null, bool includeItemDescription = true)
{
if (stream == null)
{
throw new ArgumentNullException("stream");
}
var tf = new TeaFile <T>();
try
{
tf.core = new TeaFileCore(stream, ownsStream);
tf.buffer = new SafeBuffer <T>(stream);
if (includeItemDescription)
{
tf.Description.ItemDescription = ItemDescription.FromAnalysis <T>();
}
tf.Description.ContentDescription = contentDescription;
tf.Description.NameValues = nameValues;
tf.Description.Timescale = Time.Scale; // The
tf.core.WriteHeader();
tf.Flush();
return(tf);
}
catch (Exception)
{
tf.Dispose();
throw;
}
}
public void ItemsT_Enumerating_Returns_Correct_Values()
{
using (TeaFile <OHLCV> f = TeaFile <OHLCV> .Create(Guid.NewGuid() + "lab1.tea"))
{
var firstValue = new OHLCV {
Open = 111
};
var someValue = new OHLCV {
Open = 222
};
var lastValue = new OHLCV {
Open = 333
};
List <OHLCV> values = new List <OHLCV>();
values.Add(firstValue);
values.Add(someValue);
values.Add(lastValue);
int i = 0;
foreach (OHLCV ohlcv in f.Items)
{
Assert.AreEqual(values[i], ohlcv);
}
}
}
public void ItemsT_property_returns_value()
{
using (TeaFile <OHLCV> f = TeaFile <OHLCV> .Create(Guid.NewGuid() + "lab1.tea"))
{
var items = f.Items;
Assert.IsNotNull(items);
}
}
public void ItemsT_property_has_count_0()
{
using (TeaFile <OHLCV> f = TeaFile <OHLCV> .Create(Guid.NewGuid() + "lab1.tea"))
{
var items = f.Items;
Assert.AreEqual(0, items.Count);
}
}
public void OpeningFileWithWrongSignatureThrowsFileFormatException()
{
const string filename = "TeaFileTest_OpeningFileWithWrongSignatureThrowsFileFormatException.tea";
File.WriteAllBytes(filename, BitConverter.GetBytes(1700L)); // wrong signature value
Executing.This(() => TeaFile.OpenRead(filename)).Should().Throw <FileFormatException>()
.Exception.Message.Should().Contain("Signature");
}
public void OpeningEmptyFileThrowsFileFormatException()
{
const string filename = "TeaFileTest_OpeningEmptyFileThrowsException.tea";
File.WriteAllBytes(filename, new byte[0]);
var ex = Executing.This(() => TeaFile.OpenRead(filename)).Should().Throw <FileFormatException>().Exception;
Console.WriteLine(ex.Message);
}
public void TeaFileDoesNotDisposeExternalStream()
{
var stream = new TestStream();
using (var tf = TeaFile <int> .Create(stream))
{
}
stream.WasDisposed.Should().Be.False();
}
public void OpeningFileWithCorrrectSignatureThrowsExceptionWithoutSignatureMessage()
{
var filename = Path.GetTempFileName();
File.WriteAllBytes(filename, BitConverter.GetBytes(0x0d0e0a0402080500));
var ex = Executing.This(() => TeaFile.OpenRead(filename)).Should().Throw <FileFormatException>().Exception;
ex.Message.Should().Not.Contain("Signature");
Console.WriteLine(ex.Message);
}
public void IsTimeSeriesTrue()
{
var stream = new MemoryStream();
using (var tf = TeaFile <Event <int> > .Create(stream))
{
var d = tf.Description;
d.ItemDescription.HasEventTime.Should().Be.True();
}
}
public void AccessorRawMemoryMappingTest()
{
var filename = "TeaFileTTest_AccessorRawMemoryMappingTest.tea";
using (TeaFile <Tick> .Create(filename))
{
// an empty file holding the description is enough for this test
}
Executing.This(() => TeaFile <OHLCV> .OpenRawMemoryMapping(filename)).Should().Throw <TypeMismatchException>();
}
public void TestStreamTest()
{
TestStream stream;
using (stream = new TestStream())
using (var tf = TeaFile <int> .Create(stream))
{
}
stream.WasDisposed.Should().Be.True();
}
public void OpenReadOfNonExistentFile()
{
const string filename = "TeaFileTTest_OpenReadOfNonExistentFile.tea";
Executing.This(() => TeaFile <int> .OpenRead(filename)).Should().Throw();
GC.Collect();
GC.WaitForPendingFinalizers();
GC.Collect();
}
public void ItemsT_Enumerating_No_Enumeration_On_Empty_Collection()
{
using (TeaFile <OHLCV> f = TeaFile <OHLCV> .Create(Guid.NewGuid() + "lab1.tea"))
{
foreach (OHLCV ohlcv in f.Items)
{
Assert.Fail("no values are available, so no iteration should occur");
}
}
}
public void Flush()
{
var filename = "TeaFileTTest_Flush.tea";
var tf = TeaFile <int> .Create(filename);
tf.Write(Enumerable.Range(1, 10));
tf.Flush(); // we can easily test only that the call does not except
tf.Close();
Executing.This(tf.Flush).Should().Throw(); // and that it fails after closing the stream
}
public void ItemsT_property_has_count_4()
{
using (TeaFile <OHLCV> f = TeaFile <OHLCV> .Create(Guid.NewGuid() + "lab1.tea"))
{
4.Times(() => f.Write(new OHLCV {
Open = 111
}));
var items = f.Items;
Assert.AreEqual(4, items.Count);
}
}
public void ExoticCoverage()
{
Executing.This(() => TeaFile.OpenRead((string)null)).Should().Throw <ArgumentNullException>();
Executing.This(() => TeaFile.OpenRead((Stream)null)).Should().Throw <ArgumentNullException>();
var stream = TestUtils.GetTeaFileEventInt7Values();
var tf = TeaFile.OpenRead(stream);
Executing.This(() => tf.GetFieldValue(null, null)).Should().Throw <ArgumentNullException>();
Item item = new Item(2);
Executing.This(() => tf.GetFieldValue(item, null)).Should().Throw <ArgumentNullException>();
}
public void TimeScaleIsSetInDescriptionOfCreatedFile()
{
var filename = "TeaFileTTest_TimeScaleIsSetInDescriptionOfCreatedFile.tea";
File.Delete(filename);
using (var tf = TeaFile <Tick> .Create(filename))
{
tf.Description.Timescale.HasValue.Should().Be.True();
tf.Description.Timescale.Value.Epoch.Should().Be(Time.Scale.Epoch);
tf.Description.Timescale.Value.TicksPerDay.Should().Be(Time.Scale.TicksPerDay);
}
}
static void WriteDailyTicks(TeaFile<Tick> tf, Time day, bool isGoodDay)
{
Time t = day.AddHours(9); // start trading session at 09:00
Time end = day.AddHours(17.5); // end trading session at 17:30
while (t < end)
{
// on a good day, we write many ticks, on a bad day however only 1 percent as much
if (isGoodDay || DrawRandom(1))
{
double p = r.NextDouble() * 100000.0;
tf.Write(new Tick {Time = t, Price = p, Volume = 10});
}
t = t.AddSeconds(15 + r.Next(0, 20));
}
}
static TeaFile OpenRead(Stream stream, bool ownsStream)
{
var tf = new TeaFile();
try
{
tf.core = new TeaFileCore(stream, ownsStream);
tf.core.ReadHeader();
// protect against empty Item structs
if (tf.Description.ItemDescription != null)
{
if (!tf.Description.ItemDescription.Fields.Any())
{
throw new ItemException("Cannot read this file because the item has no fields according to its item description in the file.");
}
}
tf.reader = new BinaryReader(tf.core.Stream);
if (tf.Description.ItemDescription != null)
{
// A field might occupy equal or more bytes than the size of its type due to padding bytes
// inserted between the fields or between items in the ItemArray. The paddingBytes array
// holds the number of bytes that will be read after reading a field in order to set the
// file pointer to the next field.
tf.fieldSpacings = tf.GetFieldSpacings();
}
return tf;
}
catch
{
tf.Dispose(); // since we will not hand out the disposable TeaFile instance,
// we must close the filestream if header reading failed!
throw;
}
}