public void testIsNewSession_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime local = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Local);
DateTime utc = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Utc);
DateTime none = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Unspecified);
Assert.Throws <ArgumentException>(delegate { sched.IsNewSession(local, utc); });
Assert.Throws <ArgumentException>(delegate { sched.IsNewSession(utc, local); });
Assert.Throws <ArgumentException>(delegate { sched.IsNewSession(none, utc); });
Assert.Throws <ArgumentException>(delegate { sched.IsNewSession(utc, none); });
}
public void testIsNewSession_Daily()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Time zone during Daylight savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 during dst
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 02, DateTimeKind.Utc)));
}
public void testIsNewSession_Daily()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 10, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 10, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Settings file is specified in a zone (est, -5)
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "04:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "11:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-5
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 12, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 12, 18, 16, 00, 02, DateTimeKind.Utc)));
// ==========
// Time zone during Daylight savings
settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "05:30:00"); // 09:30:00 utc
settings.SetString(QuickFix.SessionSettings.END_TIME, "12:00:00"); // 16:00:00 utc
settings.SetString(QuickFix.SessionSettings.TIME_ZONE, EASTERN_STANDARD_TIME_ZONE_ID); //-4 during dst
sched = new QuickFix.SessionSchedule(settings);
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 58, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 15, 59, 59, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc)));
Assert.True(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 00, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc)));
Assert.False(sched.IsNewSession(
new DateTime(2012, 06, 18, 16, 00, 01, DateTimeKind.Utc),
new DateTime(2012, 06, 18, 16, 00, 02, DateTimeKind.Utc)));
}
public void testIsNewSession_takesUtcOnly()
{
QuickFix.Dictionary settings = new QuickFix.Dictionary();
settings.SetString(QuickFix.SessionSettings.START_TIME, "09:30:00");
settings.SetString(QuickFix.SessionSettings.END_TIME, "16:00:00");
QuickFix.SessionSchedule sched = new QuickFix.SessionSchedule(settings);
DateTime local = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Local);
DateTime utc = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Utc);
DateTime none = new DateTime(2001, 1, 1, 1, 1, 1, DateTimeKind.Unspecified);
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(local, utc); });
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(utc, local); });
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(none, utc); });
Assert.Throws<ArgumentException>(delegate { sched.IsNewSession(utc, none); });
}
