public void testCanWriteBinaryFiles() { var dates = O.list( date("2005/11/10"), date("2005/11/14"), date("2005/11/15") ); var pnls = O.list(1.0, 0.0, -1.0); var positions = O.list(0.0, 2.0, 3.0); CurveFiles.writeOne(PATH, dates, pnls, positions); AreEqual(File.ReadAllBytes(@"..\..\..\..\R\src\STO\inst\testdata\SimpleCurves\ABC_1_daily_mkt1\run_1.bin"), File.ReadAllBytes(PATH)); }
public void writeSTOFiles(string marketName, bool doMetricFiles) { if (arguments.parameters.isSTO()) { var path = arguments.curveDir(marketName); LogC.info("write sto curve file on " + path); CurveFiles.writeOne(path, dates_, pnl_, positions_); if (doMetricFiles) { MetricFiles.writeOne(arguments.systemId(), marketName, arguments.parameters.runNumber(), metrics()); } } else if (arguments.parameters.isCloudSTO()) { CurveFiles.writeToS3(arguments.systemId(), marketName, arguments.parameters.runNumber(), dates_, pnl_, positions_); } }
public void testCanWriteCurveFileToS3() { var dates = O.list( date("2005/11/10"), date("2005/11/14"), date("2005/11/15") ); var pnls = O.list(1.0, 0.0, -1.0); var positions = O.list(0.0, 2.0, 3.0); var id = 5203; new MetaBucket("quantys-5203").create(); var marketName = "RE.TEST.TY.1C"; var runNumber = 1; CurveFiles.writeToS3(id, marketName, runNumber, dates, pnls, positions); CurveFiles.readFromS3(id, marketName, runNumber, PATH); AreEqual(File.ReadAllBytes(@"..\..\..\..\R\src\STO\inst\testdata\SimpleCurves\ABC_1_daily_mkt1\run_1.bin"), File.ReadAllBytes(PATH)); }
public void writeCurveFile(Collectible collectible, LiveSystem liveSystem, QDirectory directory) { CurveFiles.writeOne(directory.file(liveSystem.fileName(collectible.name) + ".bin").path(), dates_, pnl_, positions_); }
public void testCanWriteOneAndGetCorrectRowCountBack() { CurveFiles.writeOne(PATH, 7); AreEqual(3 * 7 * 8, new QFile(PATH).size()); }