public void DataPushRequestIsForwardedToLocalStorage()
{
var instrument = new Instrument
{
ID = 1,
Symbol = "SPY",
Datasource = new Datasource {
ID = 1, Name = "MockSource"
}
};
var data = new List <OHLCBar>
{
new OHLCBar {
Open = 1, High = 2, Low = 3, Close = 4, DT = new DateTime(2013, 1, 1)
}
};
var req = new DataAdditionRequest(BarSize.OneDay, instrument, data);
_client.PushData(req);
// TODO: Think about delay amount
Thread.Sleep(50);
_historicalDataBrokerMock.Verify(
x => x.AddData(
It.Is <DataAdditionRequest>(
y =>
y.Frequency == BarSize.OneDay &&
y.Instrument.ID == 1 &&
y.Data.Count == 1)
),
Times.Once);
}
/// <summary>
/// Pushes data to local storage.
/// </summary>
public void PushData(DataAdditionRequest request)
{
if (request == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Request cannot be null."));
return;
}
if (request.Instrument?.ID == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Instrument must be set and have an ID."));
return;
}
if (!Connected)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not push historical data to local storage - not connected."));
return;
}
lock (_historicalDataSocketLock) {
if (_historicalDataSocket != null)
{
_historicalDataSocket.SendMoreFrame("HISTPUSH");
using (var ms = new MemoryStream()) {
_historicalDataSocket.SendFrame(MyUtils.ProtoBufSerialize(request, ms));
}
}
}
}
/// <summary>
/// Forwards a data addition request to local storage.
/// </summary>
public void AddData(DataAdditionRequest request)
{
if (request.Data.Count == 0)
{
Log(LogLevel.Info, string.Format("HDB: AddData called with zero bars, request: {0}", request));
return;
}
lock (_localStorageLock)
{
_dataStorage.AddData(request.Data, request.Instrument, request.Frequency, request.Overwrite);
}
}
/// <summary>
/// Pushes data to local storage.
/// </summary>
public void PushData(DataAdditionRequest request)
{
if (request.Instrument == null || request.Instrument.ID == null)
{
RaiseEvent(Error, null, new ErrorArgs(-1, "Instrument must be set and have an ID."));
return;
}
var ms = new MemoryStream();
lock (_dealerSocketLock)
{
_dealerSocket.SendMore("HISTPUSH");
_dealerSocket.Send(MyUtils.ProtoBufSerialize(request, ms));
}
}
public void DataAdditionRequestsAreForwardedToLocalStorage()
{
var data = new List <OHLCBar>
{
new OHLCBar {
Open = 1, High = 2, Low = 3, Close = 4, DT = new DateTime(2000, 1, 1)
}
};
var request = new DataAdditionRequest(BarSize.OneDay, _instrument, data, true);
_broker.AddData(request);
_localStorageMock.Verify(x => x.AddData(
It.Is <List <OHLCBar> >(b => b.Count == 1 && b[0].Close == 4),
It.Is <Instrument>(i => i.ID == 1 && i.Symbol == "SPY" && i.Datasource.Name == "MockSource"),
It.Is <BarSize>(z => z == BarSize.OneDay),
It.Is <bool>(k => k == true),
It.IsAny <bool>()), Times.Once);
}
/// <summary>
/// Pushes data to local storage.
/// </summary>
public void PushData(DataAdditionRequest request)
{
if (request == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Request cannot be null."));
return;
}
if (request.Instrument?.ID == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Instrument must be set and have an ID."));
return;
}
if (!ClientRunningAndIsConnected)
{
RaiseEvent(Error, this,
new ErrorArgs(-1, "Could not push historical data to local storage - not connected."));
return;
}
lock (historicalDataSocketLock)
{
if (historicalDataSocket != null)
{
historicalDataSocket.SendMoreFrame(BitConverter.GetBytes((byte)DataRequestMessageType.HistPush));
using (MemoryStream ms = new MemoryStream())
{
historicalDataSocket.SendFrame(MyUtils.ProtoBufSerialize(request, ms));
}
}
}
}
