public void Should_Parse_TickMessageProtocol62_Culture_Independent(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
// Act
var tickMessageParsed = TickMessage.Parse(_messageProtocol62);
// Assert
Assert.AreEqual(tickMessageParsed, _expectedMessageProtocol62);
}
public void Should_Convert_Csv_To_Original_MessageProtocol60(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var tickMessage1 = TickMessage.Parse(_messageProtocol60);
// Act
var tickMessage1Csv = tickMessage1.ToCsv();
var tickMessage2 = TickMessage.Parse(tickMessage1Csv);
// Assert
Assert.AreEqual(tickMessage2, tickMessage1);
}
public void Should_Parse_TickMessage_Culture_Independent(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var message = "2018-04-17 17:51:22.123456,96.0700,1061909,0,0.0000,0.0000,4145784264,O,19,143A";
// Act
var tickMessageParsed = TickMessage.Parse(message);
var timestamp = DateTime.ParseExact("2018-04-17 17:51:22.123456", TickMessage.TickDateTimeFormat, CultureInfo.InvariantCulture);
var tickMessage = new TickMessage <double>(timestamp, 96.07d, 1061909, 0, 0.0d, 0.0d, 4145784264, 'O', 19, "143A");
// Assert
Assert.AreEqual(tickMessageParsed, tickMessage);
}
public IEnumerable <IHistoricalMessage> Parse()
{
ZipFile zipFile;
using (var unzipped = Compression.Unzip(_zipPath, _zipEntry, out zipFile))
{
if (unzipped == null)
{
yield break;
}
string line;
while ((line = unzipped.ReadLine()) != null)
{
yield return(TickMessage.Parse(line));
}
}
zipFile.Dispose();
}
private IEnumerable <HistoricalData> GetData(MarketRequest request, string filename)
{
switch (request.DataType)
{
case DataType.Tick:
return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(TickMessage.Parse(line).Timestamp, line), filename));
case DataType.Daily:
return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line), filename));
default:
throw new NotSupportedException();
}
}