public void QuoteStore_GetMissingQuote()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(1)
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
var actQuote = quoteStore.Get(expDate.AddHours(1));
Assert.AreEqual(null, actQuote);
}
public void QuoteStore_GetExistsQuote()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc)
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(1)
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
var actQuote = quoteStore.Get(expDate);
Assert.AreEqual(expQuote.Ask, actQuote.Ask);
Assert.AreEqual(expQuote.Bid, actQuote.Bid);
Assert.AreEqual(expQuote.Symbol, actQuote.Symbol);
}
public void QuoteStore_GetQuoteWithNullTime()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
var actQuote = quoteStore.Get(Convert.ToDateTime(null));
Assert.AreEqual(expQuote2.Ask, actQuote.Ask);
Assert.AreEqual(expQuote2.Bid, actQuote.Bid);
Assert.AreEqual(expQuote2.Symbol, actQuote.Symbol);
}
public void QuoteStore_SaveQuotesToFileAndLoadQuotesFromSavedFile()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(1)
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
quoteStore.SaveToFile(AppDomain.CurrentDomain.BaseDirectory + @"\QuoteStore.xml");
var quoteStoreFromFile = new QuoteStore();
quoteStoreFromFile.LoadFromFile(AppDomain.CurrentDomain.BaseDirectory + @"\QuoteStore.xml");
var actQuote = quoteStoreFromFile.Get(expDate);
Assert.AreEqual(expQuote.Ask, actQuote.Ask);
Assert.AreEqual(expQuote.Bid, actQuote.Bid);
Assert.AreEqual(expQuote.Symbol, actQuote.Symbol);
}
public void QuoteStore_RemoveQuote()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expDate2 = expDate.AddMinutes(2);
var expDate3 = expDate.AddMinutes(3);
var expDate4 = expDate.AddMinutes(5);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate2
};
var expQuote3 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33929,
Bid = 1.33912,
Time = expDate3
};
var expQuote4 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33927,
Bid = 1.33910,
Time = expDate4
};
var quoteStore4Elements = new QuoteStore();
quoteStore4Elements.Add(expQuote);
quoteStore4Elements.Add(expQuote2);
quoteStore4Elements.Add(expQuote3);
quoteStore4Elements.Add(expQuote4);
quoteStore4Elements.Remove(expDate.AddMinutes(2), expDate.AddMinutes(3));
Assert.AreEqual(expQuote, quoteStore4Elements.Get(expDate));
Assert.AreEqual(null, quoteStore4Elements.Get(expDate2));
Assert.AreEqual(null, quoteStore4Elements.Get(expDate3));
Assert.AreEqual(expQuote4, quoteStore4Elements.Get(expDate4));
}
public void QuoteStore_MT_RemoveQuotesWhenManyWritesInQuotes()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var quoteStore = new QuoteStore();
var tasks = new Task[100];
for (int i = 0; i < 100; i++)
{
int i1 = i;
tasks[i] = Task.Factory.StartNew(() =>
{
for (int j = 0; j < 10; j++)
{
quoteStore.Add(new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(i1*10 + j)
});
Thread.Sleep(10); //hack
}
quoteStore.Remove(expDate.AddSeconds(10), expDate.AddSeconds(13));
});
}
Task.WaitAll(tasks);
Assert.AreEqual(expDate.AddSeconds(9), quoteStore.Get(expDate.AddSeconds(9)).Time);
Assert.AreEqual(null, quoteStore.Get(expDate.AddSeconds(10)));
Assert.AreEqual(null, quoteStore.Get(expDate.AddSeconds(11)));
Assert.AreEqual(null, quoteStore.Get(expDate.AddSeconds(12)));
Assert.AreEqual(null, quoteStore.Get(expDate.AddSeconds(13)));
Assert.AreEqual(expDate.AddSeconds(14), quoteStore.Get(expDate.AddSeconds(14)).Time);
}
public void QuoteStore_MT_ReadRangeOfQuotesWhenManyWritesInQuotes()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var quoteStore = new QuoteStore();
for (int i = 0; i < 1000; i+=10)
{
int i1 = i;
new Thread(() =>
{
for (int j = 0; j < 10; j++)
{
quoteStore.Add(new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(i1 + j)
});
Thread.Sleep(1);
}
}).Start();
}
var actQuote = quoteStore.GetRange(expDate.AddSeconds(10), expDate.AddSeconds(50));
int k = 0;
foreach (var quote in actQuote)
{
Debug.Print("Step " + k + " " + quote.Time.ToString(CultureInfo.InvariantCulture));
k += 1;
}
}
public void QuoteStore_MT_ReadQuotesWhenManyWritesInQuotes()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var quoteStore = new QuoteStore();
for (int i = 0; i < 1000; i+=10)
{
int i1 = i;
new Thread(() =>
{
for (int j = 0; j < 10; j++)
{
quoteStore.Add(new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate.AddSeconds(i1 + j)
});
Thread.Sleep(5);
}
}).Start();
}
for (int i = 0; i < 1000; i++)
{
var actQuote = quoteStore.Get(expDate.AddSeconds(i));
if (actQuote != null)
Debug.Print("Step " + i + " " + actQuote.Time.ToString(CultureInfo.InvariantCulture));
}
}
public void QuoteStore_GetRangeOfQoutes()
{
var expDate = new DateTime(2013, 08, 07, 22, 35, 00, DateTimeKind.Utc);
var expDate2 = expDate.AddMinutes(2);
var expDate3 = expDate.AddMinutes(3);
var expDate4 = expDate.AddMinutes(5);
var expQuote = new Quote
{
Symbol = "EURUSD",
Ask = 1.33924,
Bid = 1.33907,
Time = expDate
};
var expQuote2 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33925,
Bid = 1.33908,
Time = expDate2
};
var expQuote3 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33929,
Bid = 1.33912,
Time = expDate3
};
var expQuote4 = new Quote
{
Symbol = "EURUSD",
Ask = 1.33927,
Bid = 1.33910,
Time = expDate4
};
var quoteStore = new QuoteStore();
quoteStore.Add(expQuote);
quoteStore.Add(expQuote2);
quoteStore.Add(expQuote3);
quoteStore.Add(expQuote4);
var actQuotes = quoteStore.GetRange(expDate2, expDate3).ToList();
Assert.AreEqual(false, actQuotes.Exists(p => p.Time == expDate));
Assert.AreEqual(true, actQuotes.Exists(p => p.Time == expDate2));
Assert.AreEqual(true, actQuotes.Exists(p => p.Time == expDate3));
Assert.AreEqual(false, actQuotes.Exists(p => p.Time == expDate4));
}