public void EmailReportSentOnNoData()
{
var settings = new UpdateJobSettings(errors: true, timeout: 5, toEmail: "*****@*****.**", fromEmail: "*****@*****.**");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
Instrument inst = new Instrument()
{
ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock
};
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny <MyDBContext>(), It.IsAny <Instrument>(), It.IsAny <Func <Instrument, bool> >()))
.Returns(new List <Instrument>()
{
inst
});
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny <int>()))
.Returns(new List <StoredDataInfo>()
{
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = DateTime.Now.AddDays(-2)
}
});
HistoricalDataRequest req = null;
_brokerMock
.Setup(x => x.RequestHistoricalData(It.IsAny <HistoricalDataRequest>()))
.Callback <HistoricalDataRequest>(y => req = y);
Task.Run(() => job.Execute(_contextMock.Object));
Thread.Sleep(2000);
_brokerMock.Raise(x => x.HistoricalDataArrived += null, new HistoricalDataEventArgs(req, new List <OHLCBar>()));
Thread.Sleep(2000);
_mailMock.Verify(x =>
x.Send(
It.IsAny <string>(),
It.Is <string>(y => y == "*****@*****.**"),
It.IsAny <string>(),
It.Is <string>(y => y.Contains("downloaded 0 bars"))));
}
public void NoEmailReportSentIfEmailIsEmpty()
{
var settings = new UpdateJobSettings(errors: true, timeout: 1, toEmail: "");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
_brokerMock
.Setup(x => x.RequestHistoricalData(It.IsAny <HistoricalDataRequest>()))
.Throws(new Exception("TestException123"));
Instrument inst = new Instrument()
{
ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock
};
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny <MyDBContext>(), It.IsAny <Instrument>(), It.IsAny <Func <Instrument, bool> >()))
.Returns(new List <Instrument>()
{
inst
});
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny <int>()))
.Returns(new List <StoredDataInfo>()
{
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = DateTime.Now.AddDays(-2)
}
});
job.Execute(_contextMock.Object);
_mailMock.Verify(x =>
x.Send(
It.IsAny <string>(),
It.IsAny <string>(),
It.IsAny <string>(),
It.IsAny <string>()),
Times.Never);
}
public void EmailReportSentOnUnfulfilledRequests()
{
var settings = new UpdateJobSettings(errors: true, timeout: 1, toEmail: "*****@*****.**", fromEmail: "*****@*****.**");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
Instrument inst = new Instrument()
{
ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock
};
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny <MyDBContext>(), It.IsAny <Instrument>(), It.IsAny <Func <Instrument, bool> >()))
.Returns(new List <Instrument>()
{
inst
});
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny <int>()))
.Returns(new List <StoredDataInfo>()
{
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = DateTime.Now.AddDays(-2)
}
});
job.Execute(_contextMock.Object);
_mailMock.Verify(x =>
x.Send(
It.IsAny <string>(),
It.Is <string>(y => y == "*****@*****.**"),
It.IsAny <string>(),
It.Is <string>(y => y.Contains("could not be fulfilled"))));
}
public void EmailReportSentOnAbnormalData()
{
var settings = new UpdateJobSettings(errors: true, timeout: 5, toEmail: "*****@*****.**", fromEmail: "*****@*****.**");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
Instrument inst = new Instrument()
{
ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock
};
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny <MyDBContext>(), It.IsAny <Instrument>(), It.IsAny <Func <Instrument, bool> >()))
.Returns(new List <Instrument>()
{
inst
});
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny <int>()))
.Returns(new List <StoredDataInfo>()
{
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = DateTime.Now.AddDays(-2)
}
});
HistoricalDataRequest req = null;
_brokerMock
.Setup(x => x.RequestHistoricalData(It.IsAny <HistoricalDataRequest>()))
.Callback <HistoricalDataRequest>(y =>
{
req = y;
//Return data with an obvious "break"
var data = new List <OHLCBar>
{
new OHLCBar()
{
Open = 1m, High = 1.5m, Low = 0.9m, Close = 1.1m, DT = req.StartingDate.AddDays(-1)
},
new OHLCBar()
{
Open = 2m, High = 3.5m, Low = 1.9m, Close = 2.1m, DT = req.StartingDate
},
};
_localStorageMock
.Setup(x => x.GetData(It.IsAny <Instrument>(), It.IsAny <DateTime>(), It.IsAny <DateTime>(), It.IsAny <BarSize>()))
.Returns(data);
});
Task.Run(() => job.Execute(_contextMock.Object));
Thread.Sleep(2000);
_brokerMock.Raise(x => x.HistoricalDataArrived += null, new HistoricalDataEventArgs(req, new List <OHLCBar>()));
Thread.Sleep(100);
_mailMock.Verify(x =>
x.Send(
It.IsAny <string>(),
It.Is <string>(y => y == "*****@*****.**"),
It.IsAny <string>(),
It.Is <string>(y => y.Contains("Possible dirty data detected"))));
}
public void MissingDataReportedInErrors()
{
var settings = new UpdateJobSettings(errors: true, timeout: 5, toEmail: "*****@*****.**", fromEmail: "*****@*****.**");
var job = new DataUpdateJob(_brokerMock.Object, _mailMock.Object, settings, _localStorageMock.Object, _instrumentManagerMock.Object);
Instrument inst = new Instrument()
{
ID = 1, Symbol = "SPY", Currency = "USD", Type = InstrumentType.Stock
};
_instrumentManagerMock
.Setup(x => x.FindInstruments(It.IsAny <Expression <Func <Instrument, bool> > >()))
.ReturnsAsync(new List <Instrument>()
{
inst
});
_localStorageMock
.Setup(x => x.GetStorageInfo(It.IsAny <int>()))
.Returns(new List <StoredDataInfo>()
{
new StoredDataInfo()
{
Frequency = BarSize.OneDay,
InstrumentID = inst.ID.Value,
LatestDate = new DateTime(2017, 6, 29)
}
});
HistoricalDataRequest req = null;
_brokerMock
.Setup(x => x.RequestHistoricalData(It.IsAny <HistoricalDataRequest>()))
.Callback <HistoricalDataRequest>(y =>
{
req = y;
//from 6/30 to 7/5: weekend and 4th july should be missing, the monday of 7/3 should be reported as missing
var data = new List <OHLCBar>
{
new OHLCBar()
{
Open = 1m, High = 1.5m, Low = 0.9m, Close = 1.1m, DT = new DateTime(2017, 6, 30)
},
new OHLCBar()
{
Open = 2m, High = 3.5m, Low = 1.9m, Close = 2.1m, DT = new DateTime(2017, 7, 5)
},
};
_localStorageMock
.Setup(x => x.GetData(It.IsAny <Instrument>(), It.IsAny <DateTime>(), It.IsAny <DateTime>(), It.IsAny <BarSize>()))
.Returns(data);
});
Task.Run(() => job.Execute(_contextMock.Object));
Thread.Sleep(2000);
_brokerMock.Raise(x => x.HistoricalDataArrived += null, new HistoricalDataEventArgs(req, new List <OHLCBar>()));
Thread.Sleep(100);
_mailMock.Verify(x =>
x.Send(
It.IsAny <string>(),
It.Is <string>(y => y == "*****@*****.**"),
It.IsAny <string>(),
It.Is <string>(y => y.Contains("missing data"))), Times.Once);
}
