예제 #1
0
        public void ToXMLWithGroupsTest()
        {
            var dd = new QuickFix.DataDictionary.DataDictionary();

            dd.Load(Path.Combine(TestContext.CurrentContext.TestDirectory, "spec", "fix", "FIX44.xml"));

            string[] msgFields =
            {
                // header
                "8=FIX.4.4",              "9=638",          "35=8",             "34=360",          "49=BLPTSOX",                  "52=20130321-15:21:23", "56=THINKTSOX",         "57=6804469",                "128=ZERO",
                // non-group body fields
                "6=122.255",              "11=61101189",    "14=1990000",       "15=GBP",          "17=VCON:20130321:50018:5:12", "22=4",                 "31=122.255",           "32=1990000",
                "37=116",                 "38=1990000",     "39=2",             "48=GB0032452392", "54=1",                        "55=[N/A]",             "60=20130321-15:21:23", "64=20130322",               "75=20130321",
                "106=UK TSY 4 1/4% 2036", "118=2436321.85", "150=F",            "151=0",           "157=15",                      "159=3447.35",          "192=0",                "198=3739:20130321:50018:5",
                "223=0.0425",             "228=1",          "236=0.0291371041", "238=0",           "381=2432874.5",               "423=1",                "470=GB",               "541=20360307",
                // NoPartyIDs
                "453=6",
                "448=VCON",               "447=D",          "452=1",            "802=1",           "523=14",                      "803=4",
                "448=TFOLIO:6804469",     "447=D",          "452=12",
                "448=TFOLIO",             "447=D",          "452=11",
                "448=THINKFOLIO LTD",     "447=D",          "452=13",
                "448=SXT",                "447=D",          "452=16",
                "448=TFOLIO:6804469",     "447=D",          "452=36",
                "10=152"
            };
            string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;

            QuickFix.FIX44.ExecutionReport msg = new QuickFix.FIX44.ExecutionReport();
            msg.FromString(msgStr, true, dd, dd, null); // <-- null factory!

            var expectedArr = new List <string>();

            expectedArr.Add("<message>");
            expectedArr.Add("<header>");
            expectedArr.Add(@"<field number=""8""><![CDATA[FIX.4.4]]></field><field number=""9""><![CDATA[638]]></field><field number=""34""><![CDATA[360]]></field><field number=""35""><![CDATA[8]]></field><field number=""49""><![CDATA[BLPTSOX]]></field><field number=""52""><![CDATA[20130321-15:21:23]]></field><field number=""56""><![CDATA[THINKTSOX]]></field><field number=""57""><![CDATA[6804469]]></field><field number=""128""><![CDATA[ZERO]]></field>");
            expectedArr.Add("</header>");
            expectedArr.Add("<body>");
            expectedArr.Add(@"<field number=""6""><![CDATA[122.255]]></field><field number=""11""><![CDATA[61101189]]></field><field number=""14""><![CDATA[1990000]]></field><field number=""15""><![CDATA[GBP]]></field><field number=""17""><![CDATA[VCON:20130321:50018:5:12]]></field><field number=""22""><![CDATA[4]]></field><field number=""31""><![CDATA[122.255]]></field><field number=""32""><![CDATA[1990000]]></field><field number=""37""><![CDATA[116]]></field><field number=""38""><![CDATA[1990000]]></field><field number=""39""><![CDATA[2]]></field><field number=""48""><![CDATA[GB0032452392]]></field><field number=""54""><![CDATA[1]]></field><field number=""55""><![CDATA[[N/A]]]></field><field number=""60""><![CDATA[20130321-15:21:23]]></field><field number=""64""><![CDATA[20130322]]></field><field number=""75""><![CDATA[20130321]]></field><field number=""106""><![CDATA[UK TSY 4 1/4% 2036]]></field><field number=""118""><![CDATA[2436321.85]]></field><field number=""150""><![CDATA[F]]></field><field number=""151""><![CDATA[0]]></field><field number=""157""><![CDATA[15]]></field><field number=""159""><![CDATA[3447.35]]></field><field number=""192""><![CDATA[0]]></field><field number=""198""><![CDATA[3739:20130321:50018:5]]></field><field number=""223""><![CDATA[0.0425]]></field><field number=""228""><![CDATA[1]]></field><field number=""236""><![CDATA[0.0291371041]]></field><field number=""238""><![CDATA[0]]></field><field number=""381""><![CDATA[2432874.5]]></field><field number=""423""><![CDATA[1]]></field><field number=""453""><![CDATA[6]]></field><field number=""470""><![CDATA[GB]]></field><field number=""541""><![CDATA[20360307]]></field><group><field number=""447""><![CDATA[D]]></field><field number=""448""><![CDATA[VCON]]></field><field number=""452""><![CDATA[1]]></field><field number=""802""><![CDATA[1]]></field><group><field number=""523""><![CDATA[14]]></field><field number=""803""><![CDATA[4]]></field></group></group><group><field number=""447""><![CDATA[D]]></field><field number=""448""><![CDATA[TFOLIO:6804469]]></field><field number=""452""><![CDATA[12]]></field></group><group><field number=""447""><![CDATA[D]]></field><field number=""448""><![CDATA[TFOLIO]]></field><field number=""452""><![CDATA[11]]></field></group><group><field number=""447""><![CDATA[D]]></field><field number=""448""><![CDATA[THINKFOLIO LTD]]></field><field number=""452""><![CDATA[13]]></field></group><group><field number=""447""><![CDATA[D]]></field><field number=""448""><![CDATA[SXT]]></field><field number=""452""><![CDATA[16]]></field></group><group><field number=""447""><![CDATA[D]]></field><field number=""448""><![CDATA[TFOLIO:6804469]]></field><field number=""452""><![CDATA[36]]></field></group>");
            expectedArr.Add("</body>");
            expectedArr.Add("<trailer>");
            expectedArr.Add(@"<field number=""10""><![CDATA[152]]></field>");
            expectedArr.Add("</trailer>");
            expectedArr.Add("</message>");
            expectedArr.Add("");
            var expected = string.Join(Environment.NewLine, expectedArr);

            Assert.AreEqual(expected, msg.ToXML());
        }