public void Should_Resample_Bars_From_Ticks()
{
// Arrange
var ticks = TickMessage.ParseFromFile(TestData.TestData.GetFileName(TestDataType.Ticks, DataDirection.Oldest)).ToList();
var intervals = IntervalMessage.ParseFromFile(TestData.TestData.GetFileName(TestDataType.Intervals_1s, DataDirection.Oldest)).ToList();
// Act
var bars = ticks.ToHistoricalBars(TimeSpan.FromSeconds(1), DataDirection.Oldest).ToList().ToList();
// Assert
Assert.IsNotEmpty(intervals);
Assert.AreEqual(intervals.Count, bars.Count);
for (var i = 0; i < intervals.Count; i++)
{
var interval = intervals[i];
var bar = bars[i];
// TODO: create comparable
if (interval.Timestamp == bar.Timestamp &&
interval.Open == bar.Open &&
interval.High == bar.High &&
interval.Low == bar.Low &&
interval.Close == bar.Close &&
interval.PeriodVolume == bar.PeriodVolume &&
interval.TotalVolume == bar.TotalVolume)
{
continue;
}
throw new Exception();
}
}
private static (IntervalMessage, FakeClock) GetTestMessage()
{
var fakeClock = new FakeClock();
var intervalMessage = new IntervalMessage(_delayInMinutes, "Hello there!", fakeClock);
return(intervalMessage, fakeClock);
}
public void Null_GivenNoWeightedItem()
{
var item = new IntervalMessage();
var weightedItem = MyRandom.ChooseRandomWeightedItem(new[] { item });
weightedItem.Should().BeNull();
}
public void SingleItem_GivenOneWeightedItem()
{
var item = new IntervalMessage("foo", 354);
var weightedItem = MyRandom.ChooseRandomWeightedItem(new[] { item });
weightedItem.Should().Be(item);
}
public async Task AddIntervalMessage(int userId, string message)
{
var user = await _dbContext.Users.FindAsync(userId);
var newIntervalMessage = new IntervalMessage(message);
user.IntervalMessages.Add(newIntervalMessage);
}
public void Should_TryParse_Return_False_When_Invalid_Data_Overflow()
{
// Act
var parsed = IntervalMessage.TryParse($"2018-06-29 16:12:40,185.2500,185.2600,185.2700,185.2800,0,0,{long.MaxValue},", out _);
// Assert
Assert.IsFalse(parsed);
}
public void AddAutomatedMessageToManagedMessages()
{
var messagingSystem = new AutomatedMessagingSystem();
var automatedMessage = new IntervalMessage(1, "Welcome! If you are enjoying the content, please follow DevChatter for more!");
messagingSystem.Publish(automatedMessage);
Assert.Contains(automatedMessage, messagingSystem.ManagedMessages);
}
public void Should_Parse_IntervalMessage_Invariant(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
// Act
var intervalMessageFromValues = IntervalMessage.Parse(_message);
// Assert
Assert.AreEqual(intervalMessageFromValues, _expectedMessage);
}
public AutomatedMessage(IntervalMessage intervalMessage,
IList <BufferedMessageSender> chatClients, IRepository repository,
IClock clock)
{
_intervalMessage = intervalMessage;
IntervalTimeSpan = TimeSpan.FromMinutes(intervalMessage.DelayInMinutes);
_clock = clock;
_chatClients = chatClients;
_nextRunTime = intervalMessage.LastSent.AddMinutes(IntervalInMinutes);
_repository = repository;
}
public void Should_TryParse_Return_True(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
// Act
var parsed = IntervalMessage.TryParse(_message, out var intervalMessage);
// Assert
Assert.IsTrue(parsed);
Assert.AreEqual(intervalMessage, _expectedMessage);
}
public void Should_Parse_IntervalMessage_Culture_Independent(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var message = $"2018-06-29 16:12:40,185.2500,185.2600,185.2700,185.2800,{long.MaxValue},100,0,";
// Act
var intervalMessage = new IntervalMessage(new DateTime(2018, 06, 29, 16, 12, 40), 185.25, 185.26, 185.27, 185.28, long.MaxValue, 100, 0);
var intervalMessageFromValues = IntervalMessage.Parse(message);
// Assert
Assert.AreEqual(intervalMessage, intervalMessageFromValues);
}
public void Should_Csv_IntervalMessage_With_RequestId_Invariant(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var intervalMessage = new IntervalMessage(new DateTime(2020, 01, 01, 9, 30, 00), 1.01, 1.02, 1.03, 1.04, 1000, 1, 10, "TEST123");
// Act
var csv = intervalMessage.ToCsv();
// Arrange
var expectedCsv = "TEST123,2020-01-01 09:30:00,1.01,1.02,1.03,1.04,1000,1,10";
Assert.AreEqual(csv, expectedCsv);
}
public void SingleItem_GivenMultipleItemsOnlyOneWeighted()
{
var item = new IntervalMessage("foo", 2);
var weightedItems = new List <IntervalMessage>
{
item,
new IntervalMessage("bar", 0),
new IntervalMessage("fiz", 0),
};
var weightedItem = MyRandom.ChooseRandomWeightedItem(weightedItems);
weightedItem.Should().Be(item);
}
/// <summary>
/// Stream IQFeed IntervalMessage from disk to Lean TradeBar
/// </summary>
/// <param name="filename"></param>
/// <param name="request"></param>
/// <returns>Converted TradeBar</returns>
private IEnumerable <BaseData> GetDataFromIntervalMessages(string filename, HistoryRequest request)
{
var dataTimeZone = _marketHoursDatabase.GetDataTimeZone(request.Symbol.ID.Market, request.Symbol, request.Symbol.SecurityType);
foreach (var interval in IntervalMessage.ParseFromFile(filename))
{
var iStartTime = interval.Timestamp;
iStartTime = iStartTime.ConvertTo(TimeZones.NewYork, dataTimeZone);
yield return(new TradeBar(
iStartTime,
request.Symbol,
(decimal)interval.Open,
(decimal)interval.High,
(decimal)interval.Low,
(decimal)interval.Close,
interval.PeriodVolume
));
}
File.Delete(filename);
}
public void Should_Return_InvalidData_Exception()
{
// Arrange
var request = "request";
var intervalMessage = new IntervalMessage(new DateTime(2000, 01, 01, 9, 30, 00), 1, 1, 1, 1, 1, 1, 0);
var invalidMessages = new List <InvalidMessage <IntervalMessage> >()
{
new InvalidMessage <IntervalMessage>(intervalMessage, intervalMessage.ToCsv())
};
var messages = new List <IntervalMessage>()
{
intervalMessage
};
// Act
var exception = _exceptionFactory.CreateNew(request, invalidMessages, messages);
// Assert
var expectedException = new InvalidDataIQFeedException <IntervalMessage>(request, invalidMessages, messages);
Assert.AreEqual(exception, expectedException);
}
public AutomatedMessage(IntervalMessage intervalMessage,
IList <BufferedMessageSender> chatClients, IRepository repository)
: this(intervalMessage, chatClients, repository, new SystemClock())
{
}
public IntervalMessageTests()
{
_message = $"2018-06-29 16:12:40,185.2500,185.2600,185.2700,185.2800,{long.MaxValue},100,0,";
_expectedMessage = new IntervalMessage(new DateTime(2018, 06, 29, 16, 12, 40), 185.25, 185.26, 185.27, 185.28, long.MaxValue, 100, 0);
}
