public void EnsureStrikeParsing()
{
{
var message = new ContractDataMessage
{
RequestId = ConnectionHelper.RequestId,
Symbol = "MSFT",
SecurityType = "OPT",
Strike = 0.0
};
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(null, contract.Strike);
}
{
var message = new ContractDataMessage
{
RequestId = ConnectionHelper.RequestId,
Symbol = "MSFT",
SecurityType = "OPT",
Strike = 0.01
};
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(message.Strike, contract.Strike);
}
}
private void OnContractDataMessage(ContractDataMessage message)
{
this.result.Add(Contract.FromContractDataMessage(message));
this.resultsToRetireve--;
if (this.resultsToRetireve == 0)
{
this.Finish();
}
}
public void EnsurePutCallStringParsing()
{
{
var message = new ContractDataMessage
{
RequestId = ConnectionHelper.RequestId,
Symbol = "MSFT",
SecurityType = "OPT",
Right = "P"
};
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(false, contract.Call);
}
{
var message = new ContractDataMessage
{
RequestId = ConnectionHelper.RequestId,
Symbol = "MSFT",
SecurityType = "OPT",
Right = "C"
};
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(true, contract.Call);
}
{
var message = new ContractDataMessage
{
RequestId = ConnectionHelper.RequestId,
Symbol = "MSFT",
SecurityType = "OPT",
};
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(null, contract.Call);
}
}
public void EnsureExpirationParsing()
{
var message = new ContractDataMessage
{
RequestId = ConnectionHelper.RequestId,
Symbol = "MSFT",
SecurityType = "OPT",
};
{
message.ContractMonth = "201401";
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(new DateTime(2014, 1, 1), contract.AdditionalContractInfo.ContractMonth);
}
{
message.ContractMonth = "";
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(null, contract.AdditionalContractInfo.ContractMonth);
}
{
message.ContractMonth = "201436";
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(null, contract.AdditionalContractInfo.ContractMonth);
}
{
message.ContractMonth = "20140A";
var contract = Contract.FromContractDataMessage(message);
Assert.AreEqual(null, contract.AdditionalContractInfo.ContractMonth);
}
}