public async Task SetupSubscriberToStopOnFailedConnection()
{
// Setup
var heartbeat = TimeSpan.FromMilliseconds(500);
var waitTime = TimeSpan.FromMilliseconds(1000);
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var socket = new DerivedWebSocketSubscriber(messenger.Object, log, heartbeat)
{
ConnectCallback = (token) => Task.FromException(new AuthenticationException())
};
// Execute
socket.Start();
await Task.Delay(waitTime); // wait for possible heartbeat recharge
socket.Dispose();
// Check
// 1 call Connect/Stop. No retries.
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
messenger.Verify(m => m.GetResponseAsync(It.IsAny <CancellationToken>()), Times.Never);
messenger.Verify(m => m.StopAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
}
public void RepositoryHandlesConcurrencyConflictsOnUpdate()
{
var logger = new LogToMemory();
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
// Clear table and insert entity
var storage = CreateStorage <CandleTableEntity>(logger, clear: true);
var candle = new FeedCandle()
{
DateTime = baseTime, Open = 0, Close = 0, High = 0, Low = 0
};
new CandleHistoryRepository(storage).InsertOrMergeAsync(candle, PriceType.Ask, TimeInterval.Hour).Wait();
// Run multiple update tasks simultaneously
var tasks = new List <Task>();
for (int t = 1; t < 11; t++)
{
tasks.Add(Task.Run(() =>
{
var repo = new CandleHistoryRepository(CreateStorage <CandleTableEntity>(logger, clear: false));
var candlet = new FeedCandle()
{
DateTime = baseTime.AddHours(t), Open = t, Close = t, High = t, Low = t
};
repo.InsertOrMergeAsync(candlet, PriceType.Ask, TimeInterval.Hour).Wait();
}));
}
Task.WhenAll(tasks).Wait();
}
public async Task SetupSubscriberToContinueOnFailedConnection()
{
// Setup
var count = 0;
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var socket = new DerivedWebSocketSubscriber(messenger.Object, log)
{
ConnectCallback = (token) =>
{
var failure = count++ == 0;
if (failure)
{
throw new InvalidOperationException();
}
return(Task.CompletedTask);
}
};
// Execute
//
socket.Start();
await Task.Delay(ReconnectionTime.Add(TimeSpan.FromMilliseconds(100))); // wait for connection retry
socket.Dispose();
// Check
//
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.AtLeast(2));
messenger.Verify(m => m.GetResponseAsync(It.IsAny <CancellationToken>()), Times.AtLeastOnce);
}
public async Task SubscriberHandlesExceptionsOnResponse()
{
// Setup
//
var count = 0;
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
messenger
.Setup(m => m.GetResponseAsync(It.IsAny <CancellationToken>()))
.Callback(() =>
{
if (count++ == 0)
{
throw new TimeoutException();
}
}).Returns(Task.FromResult(""));
var socket = new WebSocketSubscriber(messenger.Object, log);
// Execute
socket.Start();
await Task.Delay(ReconnectionTime.Add(TimeSpan.FromMilliseconds(500))); // wait for connection retry
socket.Stop();
socket.Dispose();
// Check
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.Exactly(2));
messenger.Verify(m => m.GetResponseAsync(It.IsAny <CancellationToken>()), Times.AtLeast(2));
// Expecting logged exception
Assert.True(log.ContainsErrors());
}
public async Task SubscriberHandlesExceptionsOnHandle()
{
// Setup
var count = 0;
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var socket = new WebSocketSubscriber(messenger.Object, log);
socket.Subscribe(s =>
{
if (count++ == 0)
{
throw new InvalidOperationException();
}
return(Task.FromResult(0));
});
// Execute
socket.Start();
await Task.Delay(100);
socket.Stop();
socket.Dispose();
// Check
messenger.Verify(m => m.GetResponseAsync(It.IsAny <CancellationToken>()), Times.AtLeast(2));
Assert.True(count > 1); // Expecting messages to continue
// Expecting logged exception
Assert.True(log.ContainsErrors());
}
public async Task SubscriberCanBeRestartedMultipleTimes()
{
// Setup
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var income = new List <string>();
var socket = new WebSocketSubscriber(messenger.Object, log);
socket.Subscribe(s => { income.Add(s); return(Task.FromResult(0)); });
// Execute
for (var i = 0; i < 10; i++)
{
messenger
.Setup(m => m.GetResponseAsync(It.IsAny <CancellationToken>()))
.Returns(Task.FromResult(i.ToString()));
socket.Start();
await Task.Delay(50);
socket.Stop();
}
socket.Dispose();
// Check
// Should receive all 'i': from 1 to 10
Assert.Equal(45, income.GroupBy(i => i).Select(g => Int32.Parse(g.Key)).Sum());
// Expecting no exceptions and no errors
Assert.True(log.NoErrors());
}
public async Task HeartbeatDoesNotRestartAfterStop()
{
// Setup
var heartbeat = TimeSpan.FromMilliseconds(500);
var waitTime = TimeSpan.FromMilliseconds(1000);
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var socket = new WebSocketSubscriber(messenger.Object, log, heartbeat);
// Execute
socket.Start();
await Task.Delay(TimeSpan.FromMilliseconds(50)); // give time to charge heartbeat
socket.Stop();
await Task.Delay(waitTime); // wait for possible heartbeat recharge
socket.Dispose();
// Check
// 1 call Connect/Stop
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
messenger.Verify(m => m.StopAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
// Expecting no exceptions and no errors
Assert.True(log.NoErrors());
}
public void CandleCanTake100Characters()
{
var interval = TimeInterval.Sec;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 3600) // 1 hour
select new FeedCandle()
{
DateTime = baseTime.AddSeconds(i),
IsBuy = true,
Open = 1234567890.123456,
Close = 1234567890.123456,
High = 1234567890.123456,
Low = 1234567890.123456
};
new CandleHistoryRepository(storage).InsertOrMergeAsync(candlesIn, PriceType.Ask, interval).Wait();
// Select all candles
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Ask, interval,
@from: baseTime,
to: baseTime.AddHours(1)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(3600, queriedCandles.Count());
}
public void SetupSubscriberToContinueOnFailedHandle()
{
// Setup
var count = 0;
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var _lock = new ManualResetEvent(false);
var socket = new DerivedWebSocketSubscriber(messenger.Object, log)
{
HandleCallback = (token) =>
{
if (++count < 2)
{
throw new InvalidOperationException();
}
_lock.Set();
return(Task.CompletedTask);
}
};
// Execute
socket.Start();
_lock.WaitOne();
socket.Dispose();
// Check
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.Exactly(2));
messenger.Verify(m => m.GetResponseAsync(It.IsAny <CancellationToken>()), Times.AtLeast(2));
messenger.Verify(m => m.StopAsync(It.IsAny <CancellationToken>()), Times.Exactly(2));
}
public void ProducerShouldBeStartedAutomatically()
{
// Produce messages
// Stop producer
// Produce another 3 messages
// Check that all messages are consumed
//
var log = new LogToMemory();
var pc = new ProducerConsumerStub("component", log);
pc.ProduceMessage("message 1");
pc.ProduceMessage("message 2");
pc.ProduceMessage("message 3");
Task.Delay(100).Wait();
pc.Stop();
pc.ProduceMessage("message 4");
pc.ProduceMessage("message 5");
pc.ProduceMessage("message 6");
Task.Delay(100).Wait();
pc.Stop();
Assert.Equal(6, pc.Consumed.Count);
pc.Dispose();
}
public void SetupSubscriberToStopOnFailedHandle()
{
// Setup
var heartbeat = Timeout.InfiniteTimeSpan;
var lk = new ManualResetEventSlim(false);
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var socket = new DerivedWebSocketSubscriber(messenger.Object, log, heartbeat)
{
HandleCallback = (token) =>
{
lk.Set();
return(Task.FromException(new AuthenticationException()));
}
};
// Execute
socket.Start();
Thread.Sleep(10000);
socket.Dispose();
// Check
// 1 call Connect/Stop. No retries.
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
messenger.Verify(m => m.GetResponseAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
messenger.Verify(m => m.StopAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
}
public async Task MethodsStartStopAreIdempotent()
{
// Setup
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var income = new List <string>();
var socket = new WebSocketSubscriber(messenger.Object, log);
socket.Subscribe(s => { income.Add(s); return(Task.FromResult(0)); });
// Execute
socket.Start();
socket.Start();
socket.Start();
await Task.Delay(50);
socket.Stop();
socket.Stop();
socket.Stop();
socket.Dispose();
socket.Dispose();
socket.Dispose();
// Check
// Should receive all 'i': from 1 to 10
Assert.True(income.Count > 0);
// Expecting no exceptions and no errors
Assert.True(log.NoErrors());
}
public void WriteReadMinutes()
{
var asset = "EURUSD";
var interval = TimeInterval.Minute;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
var repo = new CandleHistoryRepository(storage);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 60 * 24 * 3) // 3 days
select new FeedCandle()
{
DateTime = baseTime.AddMinutes(i), IsBuy = true, Open = i, Close = i, High = i, Low = i
};
repo.InsertOrMergeAsync(candlesIn, asset, interval).Wait();
// Select for 1 hour
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: baseTime.AddHours(1),
to: baseTime.AddHours(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(60, queriedCandles.Count());
Assert.True(queriedCandles.First().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1), IsBuy = true, Open = 60, Close = 60, High = 60, Low = 60
}));
Assert.True(queriedCandles.Last().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1).AddMinutes(59), IsBuy = true, Open = 119, Close = 119, High = 119, Low = 119
}));
// Select for 1 day
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: baseTime.AddDays(1),
to: baseTime.AddDays(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(60 * 24 * 1, queriedCandles.Count());
// Read/write 1 candle
new CandleHistoryRepository(storage).InsertOrMergeAsync(
new FeedCandle()
{
DateTime = baseTime.AddHours(1), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 99
}, asset, interval).Wait();
var candle = new CandleHistoryRepository(storage).GetCandleAsync(asset, interval, true, baseTime.AddHours(1)).Result;
Assert.True(candle.IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 60
}));
}
public void WriteReadHours()
{
var interval = TimeInterval.Hour;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
var repo = new CandleHistoryRepository(storage);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 24 * 31 * 3) // 3 months
select new FeedCandle()
{
DateTime = baseTime.AddHours(i), Open = i, Close = i, High = i, Low = i
};
repo.InsertOrMergeAsync(candlesIn, PriceType.Bid, interval).Wait();
// Select for 1 day
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Bid, interval,
@from: baseTime.AddDays(1),
to: baseTime.AddDays(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(24, queriedCandles.Count());
Assert.True(queriedCandles.First().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddDays(1), IsBuy = true, Open = 24, Close = 24, High = 24, Low = 24
}));
Assert.True(queriedCandles.Last().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddDays(1).AddHours(23), IsBuy = true, Open = 47, Close = 47, High = 47, Low = 47
}));
// Select for 1 month
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Bid, interval,
@from: baseTime.AddMonths(1),
to: baseTime.AddMonths(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(24 * 30, queriedCandles.Count());
// Read/write 1 candle
new CandleHistoryRepository(storage).InsertOrMergeAsync(
new FeedCandle()
{
DateTime = baseTime.AddDays(1), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 99
}, PriceType.Bid, interval).Wait();
var candle = new CandleHistoryRepository(storage).GetCandleAsync(PriceType.Bid, interval, baseTime.AddDays(1)).Result;
Assert.True(candle.IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddDays(1), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 24
}));
}
public void WriteReadWeeks()
{
var asset = "EURUSD";
var interval = TimeInterval.Week;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
DateTime baseTime = new DateTime(2016, 12, 26, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 54 * 3) // > 3 years
select new FeedCandle()
{
DateTime = baseTime.AddDays(7 * i), IsBuy = true, Open = i, Close = i, High = i, Low = i
};
new CandleHistoryRepository(storage).InsertOrMergeAsync(candlesIn, asset, interval).Wait();
// Select for 1 month
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: baseTime,
to: baseTime.AddDays(28)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(4, queriedCandles.Count());
Assert.True(queriedCandles.First().IsEqual(
new FeedCandle()
{
DateTime = baseTime, IsBuy = true, Open = 0, Close = 0, High = 0, Low = 0
}));
Assert.True(queriedCandles.Last().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddDays(21), IsBuy = true, Open = 3, Close = 3, High = 3, Low = 3
}));
// Select for 1 year
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: new DateTime(2017, 12, 25),
to: new DateTime(2017, 12, 25).AddDays(364)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(52, queriedCandles.Count());
// Read/write 1 candle
new CandleHistoryRepository(storage).InsertOrMergeAsync(
new FeedCandle()
{
DateTime = baseTime.AddDays(21), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 99
}, asset, interval).Wait();
var candle = new CandleHistoryRepository(storage).GetCandleAsync(asset, interval, true, baseTime.AddDays(21)).Result;
Assert.True(candle.IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddDays(21), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 3
}));
}
public void WriteRead30Minutes()
{
var interval = TimeInterval.Min30;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
var repo = new CandleHistoryRepository(storage);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 2 * 24 * 3) // 3 days
select new FeedCandle()
{
DateTime = baseTime.AddMinutes(30 * i), Open = i, Close = i, High = i, Low = i
};
repo.InsertOrMergeAsync(candlesIn, PriceType.Mid, interval).Wait();
// Select for 1 hour
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Mid, interval,
@from: baseTime.AddHours(1),
to: baseTime.AddHours(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(2, queriedCandles.Count());
Assert.True(queriedCandles.First().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1), Open = 2, Close = 2, High = 2, Low = 2
}));
Assert.True(queriedCandles.Last().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1).AddMinutes(30), Open = 3, Close = 3, High = 3, Low = 3
}));
// Select for 1 day
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Mid, interval,
@from: baseTime.AddDays(1),
to: baseTime.AddDays(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(2 * 24, queriedCandles.Count());
// Read/write 1 candle
new CandleHistoryRepository(storage).InsertOrMergeAsync(
new FeedCandle()
{
DateTime = baseTime.AddHours(1), Open = 99, Close = 99, High = 99, Low = 99
}, PriceType.Mid, interval).Wait();
var candle = new CandleHistoryRepository(storage).GetCandleAsync(PriceType.Mid, interval, baseTime.AddHours(1)).Result;
Assert.True(candle.IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1), Open = 99, Close = 99, High = 99, Low = 2
}));
}
public void WriteReadDays()
{
var asset = "EURUSD";
var interval = TimeInterval.Day;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 31 * 12 * 3) // > 3 years
select new FeedCandle()
{
DateTime = baseTime.AddDays(i), IsBuy = true, Open = i, Close = i, High = i, Low = i
};
new CandleHistoryRepository(storage).InsertOrMergeAsync(candlesIn, asset, interval).Wait();
// Select for 1 month
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: baseTime.AddMonths(1),
to: baseTime.AddMonths(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(30, queriedCandles.Count());
Assert.True(queriedCandles.First().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddMonths(1), IsBuy = true, Open = 31, Close = 31, High = 31, Low = 31
}));
Assert.True(queriedCandles.Last().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddMonths(1).AddDays(29), IsBuy = true, Open = 60, Close = 60, High = 60, Low = 60
}));
// Select for 1 year
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: baseTime.AddYears(1),
to: baseTime.AddYears(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(365, queriedCandles.Count());
// Read/write 1 candle
new CandleHistoryRepository(storage).InsertOrMergeAsync(
new FeedCandle()
{
DateTime = baseTime.AddMonths(1), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 99
}, asset, interval).Wait();
var candle = new CandleHistoryRepository(storage).GetCandleAsync(asset, interval, true, baseTime.AddMonths(1)).Result;
Assert.True(candle.IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddMonths(1), IsBuy = true, Open = 99, Close = 99, High = 99, Low = 31
}));
}
public static List <LogEntity> ToTypedList(this LogToMemory log)
{
var headers = log.TableData.Headers.ToList();
return(log.TableData.Data
.Select(i => new LogEntity()
{
DateTime = i[headers.IndexOf("Date Time")],
Level = i[headers.IndexOf("Level")],
Component = i[headers.IndexOf("Component")],
Process = i[headers.IndexOf("Process")],
Context = i[headers.IndexOf("Context")],
Type = i[headers.IndexOf("Type")],
Msg = i[headers.IndexOf("Msg")]
})
.ToList());
}
public async Task StopCallInterruptsGetResponse()
{
// Setup
var waitTime = TimeSpan.FromMilliseconds(100);
var controlTime = TimeSpan.FromMilliseconds(300);
var executionTime = TimeSpan.FromSeconds(10);
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
messenger
.Setup(m => m.GetResponseAsync(It.IsAny <CancellationToken>()))
.Returns <CancellationToken>(async token =>
{
await Task.Delay(executionTime, token); // Emulate long connection
return("");
});
var socket = new WebSocketSubscriber(messenger.Object, log);
// Execute
var watch = new Stopwatch();
watch.Start();
socket.Start();
await Task.Delay(waitTime); // wait connection
socket.Stop();
socket.Dispose();
watch.Stop();
// Check
// Connection must be interrupted
Assert.True(watch.Elapsed < controlTime);
// 1 call Connect/Stop
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
messenger.Verify(m => m.StopAsync(It.IsAny <CancellationToken>()), Times.Exactly(1));
// Expecting no exceptions and no errors
Assert.True(log.NoErrors());
}
public void WriteReadMonths()
{
var asset = "EURUSD";
var interval = TimeInterval.Month;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
var repo = new CandleHistoryRepository(storage);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 12 * 3) // 3 years
select new FeedCandle()
{
DateTime = baseTime.AddMonths(i), IsBuy = true, Open = i, Close = i, High = i, Low = i
};
repo.InsertOrMergeAsync(candlesIn, asset, interval).Wait();
// Select for 1 year
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: baseTime.AddYears(1),
to: baseTime.AddYears(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(12, queriedCandles.Count());
Assert.True(queriedCandles.First().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddYears(1), IsBuy = true, Open = 12, Close = 12, High = 12, Low = 12
}));
Assert.True(queriedCandles.Last().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddYears(1).AddMonths(11), IsBuy = true, Open = 23, Close = 23, High = 23, Low = 23
}));
// Select for 1 month
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, interval, true,
from: baseTime,
to: baseTime.AddMonths(1)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(1, queriedCandles.Count());
}
public void WriteReadMultipleIntervals()
{
var asset = "EURUSD";
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
var repo = new CandleHistoryRepository(storage);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesMinutes = from i in Enumerable.Range(0, 60 * 24 * 3) // 3 days
select new FeedCandle()
{
DateTime = baseTime.AddMinutes(i), IsBuy = true, Open = i, Close = i, High = i, Low = i
};
var candlesHours = from i in Enumerable.Range(0, 24 * 31 * 3) // 3 months
select new FeedCandle()
{
DateTime = baseTime.AddHours(i), IsBuy = true, Open = i, Close = i, High = i, Low = i
};
repo.InsertOrMergeAsync(new Dictionary <TimeInterval, IEnumerable <IFeedCandle> >()
{
{ TimeInterval.Minute, candlesMinutes },
{ TimeInterval.Hour, candlesHours }
}, asset).Wait();
// Select minutes for 1 day
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, TimeInterval.Minute, true,
from: baseTime.AddDays(1),
to: baseTime.AddDays(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(60 * 24 * 1, queriedCandles.Count());
// Select hours for 1 month
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(asset, TimeInterval.Hour, true,
from: baseTime.AddMonths(1),
to: baseTime.AddMonths(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(24 * 30, queriedCandles.Count());
}
public async Task SimpleCycleExecutesCorrectly()
{
// Setup
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
var socket = new WebSocketSubscriber(messenger.Object, log);
// Execute
socket.Start();
await Task.Delay(TimeSpan.FromMilliseconds(100)); // wait cycle to perform
socket.Stop();
socket.Dispose();
// Check
// Expecting no exceptions and no errors
Assert.True(log.NoErrors());
}
public async Task SubscriberRestartsWhenNoMessagesReceived()
{
// Setup
var heartbeat = TimeSpan.FromSeconds(1);
var waitTime = TimeSpan.FromSeconds(1.5);
var executionTime = TimeSpan.FromSeconds(2);
var log = new LogToMemory();
var messenger = CreateDefaultMockMessenger();
messenger
.Setup(m => m.GetResponseAsync(It.IsAny <CancellationToken>()))
.Returns <CancellationToken>(async token =>
{
await Task.Delay(executionTime, token); return(""); // Emulate no messages for a long time
});
var socket = new WebSocketSubscriber(messenger.Object, log, heartbeat);
// Execute
socket.Start();
await Task.Delay(waitTime); // wait cycle and restart to perform
socket.Stop();
socket.Dispose();
// Check
// Heartbeat restart causes 2 times connect/stop
messenger.Verify(m => m.ConnectAsync(It.IsAny <CancellationToken>()), Times.Exactly(2));
messenger.Verify(m => m.StopAsync(It.IsAny <CancellationToken>()), Times.Exactly(2));
// Expecting no exceptions and no errors
Assert.True(log.NoErrors());
}
public void WriteReadSeconds()
{
var interval = TimeInterval.Sec;
var logger = new LogToMemory();
var storage = CreateStorage <CandleTableEntity>(logger);
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
var candlesIn = from i in Enumerable.Range(0, 3600 * 3) // 3 hours
select new FeedCandle()
{
DateTime = baseTime.AddSeconds(i), Open = i, Close = i, High = i, Low = i
};
new CandleHistoryRepository(storage).InsertOrMergeAsync(candlesIn, PriceType.Ask, interval).Wait();
// Select for 1 minute
var queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Ask, interval,
@from: baseTime.AddHours(1).AddMinutes(1),
to: baseTime.AddHours(1).AddMinutes(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(60, queriedCandles.Count());
Assert.True(queriedCandles.First().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1).AddMinutes(1), Open = 3660, Close = 3660, High = 3660, Low = 3660
}));
Assert.True(queriedCandles.Last().IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddHours(1).AddMinutes(1).AddSeconds(59), Open = 3719, Close = 3719, High = 3719, Low = 3719
}));
// Select for 1 hour
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Ask, interval,
@from: baseTime.AddHours(1),
to: baseTime.AddHours(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(3600, queriedCandles.Count());
// Select for 2 hours
queriedCandles = new CandleHistoryRepository(storage).GetCandlesAsync(PriceType.Ask, interval,
@from: baseTime,
to: baseTime.AddHours(2)).Result;
Assert.NotNull(queriedCandles);
Assert.Equal(7200, queriedCandles.Count());
// Read / write 1 candle
new CandleHistoryRepository(storage).InsertOrMergeAsync(
new FeedCandle()
{
DateTime = baseTime.AddMinutes(1), Open = 99, Close = 99, High = 99, Low = 99
}, PriceType.Ask, interval).Wait();
var candle = new CandleHistoryRepository(storage).GetCandleAsync(PriceType.Ask, interval, baseTime.AddMinutes(1)).Result;
Assert.True(candle.IsEqual(
new FeedCandle()
{
DateTime = baseTime.AddMinutes(1), Open = 99, Close = 99, High = 99, Low = 60
}));
}
public static bool NoErrors(this LogToMemory log)
{
return(log
.ToTypedList()
.All(e => e.Level == LogEntity.InfoLevel || e.Level == LogEntity.WarningLevel));
}
public static bool ContainsErrors(this LogToMemory log)
{
return(log
.ToTypedList()
.Any(e => e.Level == LogEntity.ErrorLevel));
}