/// <summary>
/// Creates the brokerage under test
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
var securities = new SecurityManager(new TimeKeeper(DateTime.UtcNow, TimeZones.Kolkata))
{
{ Symbol, CreateSecurity(Symbol) }
};
var transactions = new SecurityTransactionManager(null, securities);
transactions.SetOrderProcessor(new FakeOrderProcessor());
var algorithm = new Mock <IAlgorithm>();
algorithm.Setup(a => a.Transactions).Returns(transactions);
algorithm.Setup(a => a.BrokerageModel).Returns(new ZerodhaBrokerageModel());
algorithm.Setup(a => a.Portfolio).Returns(new SecurityPortfolioManager(securities, transactions));
var accessToken = Config.Get("zerodha-access-token");
var apiKey = Config.Get("zerodha-api-key");
var tradingSegment = Config.Get("zerodha-trading-segment");
var productType = Config.Get("zerodha-product-type");
var zerodha = new ZerodhaBrokerage(tradingSegment, productType, apiKey, accessToken, algorithm.Object, algorithm.Object.Portfolio, new AggregationManager());
return(zerodha);
}
public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, bool throwsException)
{
TestDelegate test = () =>
{
var accessToken = Config.Get("zerodha-access-token");
var apiKey = Config.Get("zerodha-api-key");
var tradingSegment = Config.Get("zerodha-trading-segment");
var productType = Config.Get("zerodha-product-type");
var brokerage = new ZerodhaBrokerage(tradingSegment, productType, apiKey, accessToken, null, null, null);
var now = DateTime.UtcNow;
var request = new HistoryRequest(now.Add(-period),
now,
typeof(QuoteBar),
symbol,
resolution,
SecurityExchangeHours.AlwaysOpen(TimeZones.Kolkata),
TimeZones.Kolkata,
Resolution.Minute,
false,
false,
DataNormalizationMode.Adjusted,
TickType.Quote)
{
};
var history = brokerage.GetHistory(request);
foreach (var slice in history)
{
Log.Trace("{0}: {1} - {2} / {3}", slice.Time, slice.Symbol, slice.Price, slice.IsFillForward);
}
Log.Trace("Base currency: " + brokerage.AccountBaseCurrency);
};
if (throwsException)
{
Assert.Throws <ArgumentException>(test);
}
else
{
Assert.DoesNotThrow(test);
}
}