public void ShouldIncludesNodaTimeRange()
{
var batchdr = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0),
DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
// start == batchdr.Start && end == batchdr.Start
var dr1 = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0));
Assert.True(batchdr.Includes(dr1));
// start == batchdr.Start && end == batchdr.End
var dr2 = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
Assert.True(batchdr.Includes(dr2));
// start == batchdr.End && end == batchdr.End
var dr3 = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59), DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
Assert.True(batchdr.Includes(dr3));
// start > batchdr.Start && end < batchdr.End
var dr4 = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 1, 59, 59), DateTimeExtensions.CreateNodaTime(2019, 2, 15, 23, 59, 59));
Assert.True(batchdr.Includes(dr4));
// start > batchdr.Start && end > batchdr.End
var dr5 = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 1, 59, 59), DateTimeExtensions.CreateNodaTime(2019, 2, 17, 23, 59, 59));
Assert.False(batchdr.Includes(dr5));
// start < batchdr.Start && end < batchdr.End
var dr6 = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 9, 1, 59, 59), DateTimeExtensions.CreateNodaTime(2019, 2, 15, 23, 59, 59));
Assert.False(batchdr.Includes(dr6));
// start < batchdr.Start && end > batchdr.End
var dr7 = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 9, 1, 59, 59), DateTimeExtensions.CreateNodaTime(2019, 2, 17, 23, 59, 59));
Assert.False(batchdr.Includes(dr7));
}
public void ShouldReturnPrettyString()
{
var batchdr = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
string str = batchdr.ToString();
Assert.Equal("Start: 2019-02-10 00:00:00 End: 2019-02-16 23:59:59", str);
}
public void ShouldIncludesNodaTime()
{
var batchdr = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0),
DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
// start
bool included = batchdr.Includes(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0));
Assert.True(included);
// > start && < end
bool included1 = batchdr.Includes(DateTimeExtensions.CreateNodaTime(2019, 2, 13, 23, 22, 22));
Assert.True(included1);
// end
bool included2 = batchdr.Includes(DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
Assert.True(included2);
// < start
bool included3 = batchdr.Includes(DateTimeExtensions.CreateNodaTime(1, 2, 13, 23, 22, 22));
Assert.False(included3);
// > end
bool included4 = batchdr.Includes(DateTimeExtensions.CreateNodaTime(2019, 2, 17, 0, 0, 0));
Assert.False(included4);
}
private IRange <NodaTime.Instant> createLongRange()
{
return(new BatchDateRange(
DateTimeExtensions.CreateNodaTime(1, 1, 1, 1, 1, 1),
DateTimeExtensions.CreateNodaTime(3001, 1, 1, 1, 1, 1)
));
}
public void ShouldGetHistoricalPrices()
{
ExchangeSharpPoloniex poloniexApi = new ExchangeSharpPoloniex();
CandleEvent[] candleEvents = poloniexApi.GetHistoricalPrices("USDC_BTC", 300,
DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0),
DateTimeExtensions.CreateNodaTime(2019, 2, 10, 12, 04, 0));
// Uncomment in order to print all the symbols. You have to run the test with "Debug Test"
// and go to the View: "Debug Console".
// foreach (Event<Candle> candleEvent in candleEvents)
// {
// Debug.WriteLine(String.Format("{0} - {1}", candleEvent.Date, candleEvent.Value));
// }
// [GlobalDate: 15497565000000000] - 3628.599, 3628.599, 3628.599, 3628.599
var firstEvent = candleEvents[0];
Assert.Equal(15497565000000000, firstEvent.Date);
//Assert.Equal(DateTimeExtensions.CreateNodaTime(2019,2,10,0,0,0).ToUnixTimeTicks(), firstEvent.Date);
var tuple = CheckCandlesEqual(new Candle(3628.599f, 3628.599f, 3628.599f, 3628.599f), firstEvent.Value);
Assert.True(tuple.Item1, tuple.Item2);
// [GlobalDate: 15497568000000000] - 3628.599, 3628.6, 3624.248, 3625.45
var secondEvent = candleEvents[1];
Assert.Equal(15497568000000000, secondEvent.Date);
//Assert.Equal(DateTimeExtensions.CreateNodaTime(2019,2,10,0,05,0).ToUnixTimeTicks(), secondEvent.Date);
var tuple2 = CheckCandlesEqual(new Candle(3628.599f, 3628.599f, 3628.599f, 3628.599f), secondEvent.Value);
Assert.True(tuple2.Item1, tuple2.Item2);
}
public void ShouldWriteWhenSeriesHasFirstItem_ShortDateRange()
{
CandleEvent[] candleEvents = new CandleEvent[] {
// date NOT included in date range, event will NOT be added
new CandleEvent(new Candle(11f, 34f, 12f, 15f), DateTimeExtensions.CreateNodaTime(1999, 12, 31, 0, 0, 0).ToUnixTimeTicks()),
// date NOT included in date range, event will NOT be added
new CandleEvent(new Candle(11f, 34f, 12f, 15f), DateTimeExtensions.CreateNodaTime(1999, 12, 31, 15, 0, 0).ToUnixTimeTicks()),
// date included in date range, event will be added (mock that it was already written to a file)
new CandleEvent(new Candle(33f, 34f, 12f, 15f), DateTimeExtensions.CreateNodaTime(2000, 1, 1, 0, 0, 0).ToUnixTimeTicks()),
// date included in date range, event will be added
new CandleEvent(new Candle(15f, 34f, 12f, 15f), DateTimeExtensions.CreateNodaTime(2000, 1, 1, 1, 0, 0).ToUnixTimeTicks()),
// date included in date range, event will be added
new CandleEvent(new Candle(15f, 66f, 12f, 15f), DateTimeExtensions.CreateNodaTime(2000, 1, 1, 1, 15, 0).ToUnixTimeTicks()),
// date included in date range, event will be added
new CandleEvent(new Candle(15f, 88f, 12f, 15f), DateTimeExtensions.CreateNodaTime(2000, 1, 1, 1, 54, 0).ToUnixTimeTicks()),
// date NOT included in date range, event will NOT be added
new CandleEvent(new Candle(99f, 99f, 12f, 15f), DateTimeExtensions.CreateNodaTime(2000, 1, 2, 1, 0, 0).ToUnixTimeTicks()),
};
string filePath = Path.Combine(Environment.CurrentDirectory, "test5.csv");
Cleanup(filePath);
// manually add 1st event
using (StreamWriter sw = new StreamWriter(filePath, true))
{
// write to the file
sw.WriteLine("2000-01-01T00:00:00,33,34,12,15");
}
var seriesWriter = new EventSavingService();
IRange <NodaTime.Instant> oneDayRange = new BatchDateRange(
DateTimeExtensions.CreateNodaTime(2000, 1, 1, 0, 0, 0),
DateTimeExtensions.CreateNodaTime(2000, 1, 1, 23, 59, 59)
);
int addedCandles = seriesWriter.Write(candleEvents, filePath, cts.Token, oneDayRange);
// writing should have added 4-1=3 events;
Assert.Equal(3, addedCandles);
Assert.True(File.Exists(filePath));
var fileContents = File.ReadAllText(filePath);
Assert.Contains("2000-01-01T00:00:00,33,34,12,15", fileContents);
Assert.Contains("2000-01-01T01:15:00,15,66,12,15", fileContents);
Assert.Contains("2000-01-01T01:54:00,15,88,12,15", fileContents);
Assert.DoesNotContain("99,99,12,15", fileContents);
// assert that there are 4 candle events written to file (file has 5 lines)
Assert.Equal(5, fileContents.SplitByNewLine().Length);
int addedCandles2 = seriesWriter.Write(candleEvents, filePath, cts.Token, oneDayRange);
// writing again should not have added any more events
Assert.Equal(0, addedCandles2);
// assert that there are 4 candle events written to file (file has 5 lines) (no changes)
Assert.Equal(5, fileContents.SplitByNewLine().Length);
Cleanup(filePath);
}
public void ShouldParseDateTime2()
{
string line = "1970-01-01T00:02:00";
string dateTimePattern = "yyyy-MM-ddTHH:mm:ss";
var service = new EventSavingService();
var parsedDT = service.ParseDateTime(line, dateTimePattern);
Assert.Equal(DateTimeExtensions.CreateNodaTime(1970, 1, 1, 0, 2, 0), parsedDT);
}
public void ShouldThrowExceptionWhenRangeIsTooShort()
{
var range = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 2, 23, 59, 59));
Action testCode = () => { range.Verify(); };
var ex = Record.Exception(testCode);
Assert.NotNull(ex);
Assert.IsType <ArgumentException>(ex);
Assert.Equal("Expected end datetime - start datetime to be 1 week - 1 hour, was: -168", ex.Message);
}
public void ShouldThrowExceptionWhenEndIsNotAt235959()
{
var range = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 58));
Action testCode = () => { range.Verify(); };
var ex = Record.Exception(testCode);
Assert.NotNull(ex);
Assert.IsType <ArgumentException>(ex);
Assert.Equal("Expected end dateTime to be HH:MM:SS 23:59:59, was: 23:59:58", ex.Message);
}
public void ShouldThrowExceptionWhenEndIsNotSaturday()
{
var range = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 15, 23, 59, 59));
Action testCode = () => { range.Verify(); };
var ex = Record.Exception(testCode);
Assert.NotNull(ex);
Assert.IsType <ArgumentException>(ex);
Assert.Equal("Expected end dateTime to be Saturday, was: Friday", ex.Message);
}
public void ShouldCreateNodaTime()
{
var nodaTime = DateTimeExtensions.CreateNodaTime(1970, 1, 1, 0, 0, 0);
Assert.Equal(new DateTime(1970, 1, 1, 0, 0, 0), nodaTime.ToDateTime());
var nodaTime1 = DateTimeExtensions.CreateNodaTime(2011, 1, 3, 0, 44, 0);
Assert.Equal(new DateTime(2011, 1, 3, 0, 44, 0), nodaTime1.ToDateTime());
}
public void ShouldThrowExceptionWhenStartIsNotMidnight()
{
var range = new BatchDateRange(
DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 1, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
Action testCode = () => { range.Verify(); };
var ex = Record.Exception(testCode);
Assert.NotNull(ex);
Assert.IsType <ArgumentException>(ex);
Assert.Equal("Expected start dateTime to be HH:MM:SS 00:00:00, was: 00:01:00", ex.Message);
}
public void ShouldReturnNextBatchDateRange()
{
var batchdr = new BatchDateRange(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
var next = batchdr.GetNext();
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 17, 0, 0, 0), next.Start);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 23, 23, 59, 59), next.End);
var next2 = next.GetNext();
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 24, 0, 0, 0), next2.Start);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 3, 2, 23, 59, 59), next2.End);
}
public void ShouldGetWiderBatchDateRange()
{
var range = new BatchDateRange(
DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0),
DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
var service = new BatchNumberService();
var widerRange = service.GetWiderBatchDateRange(range);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 9, 23, 45, 0), widerRange.Start);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 17, 0, 14, 59), widerRange.End);
}
public void ShouldReturnValidBatchNumberToBeDownloaded()
{
var service = new BatchNumberService();
int batchNumber = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2000, 2, 19, 1, 1, 1));
Assert.Equal(0, batchNumber);
// the first batch data range has not yet passed
int batchNumber0 = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59));
Assert.Equal(0, batchNumber0);
// batch1 == DateTimeExtensions.CreateNodaTime(2019,2,10,0,0,0), DateTimeExtensions.CreateNodaTime(2019,2,16,23,59,59), so dates that will
// result in getting this batch are: DateTimeExtensions.CreateNodaTime(2019,2,17,0,0,0) to DateTimeExtensions.CreateNodaTime(2019,2,23,23,59,59)
int batchNumber1a = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 2, 17, 0, 0, 0));
Assert.Equal(1, batchNumber1a);
int batchNumber1 = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 2, 19, 1, 1, 1));
Assert.Equal(1, batchNumber1);
int batchNumber2 = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 2, 23, 1, 1, 1));
Assert.Equal(1, batchNumber2);
int batchNumber2a = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 2, 23, 23, 59, 59));
Assert.Equal(1, batchNumber2a);
// batch2 == DateTimeExtensions.CreateNodaTime(2019,2,17,0,0,0), DateTimeExtensions.CreateNodaTime(2019,2,23,23,59,59)
// result in getting this batch are: DateTimeExtensions.CreateNodaTime(2019,2,24,0,0,0) to DateTimeExtensions.CreateNodaTime(2019,3,2,23,59,59)
int batchNumber3 = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 2, 24, 1, 1, 1));
Assert.Equal(2, batchNumber3);
int batchNumber4 = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 2, 25, 1, 1, 1));
Assert.Equal(2, batchNumber4);
int batchNumber5 = service.GetBatchNumberToBeDownloaded(DateTimeExtensions.CreateNodaTime(2019, 3, 4, 1, 1, 1));
Assert.Equal(3, batchNumber5);
}
public void ShouldReturnValidDataRange()
{
var service = new BatchNumberService();
var range = service.GetDataRange(1);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 10, 0, 0, 0), range.Start);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 16, 23, 59, 59), range.End);
var range1 = service.GetDataRange(2);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 17, 0, 0, 0), range1.Start);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 23, 23, 59, 59), range1.End);
var range2 = service.GetDataRange(3);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 2, 24, 0, 0, 0), range2.Start);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 3, 2, 23, 59, 59), range2.End);
var range12 = service.GetDataRange(12);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 4, 28, 0, 0, 0), range12.Start);
Assert.Equal(DateTimeExtensions.CreateNodaTime(2019, 5, 4, 23, 59, 59), range12.End);
}
public void ShouldInvokeExchangeWithCorrectDateRanges()
{
string seriesDir = Path.Combine(Environment.CurrentDirectory, "tests", "ShouldInvokeExchangeWithCorrectDateRanges");
Mock <IExchange> exchangeService = new Mock <IExchange>(MockBehavior.Loose);
var batchNumberService = new BatchNumberService();
var filePathService = new FilePathService();
CancellationTokenSource cts = new CancellationTokenSource();
Mock <IEventSavingService> savingService = new Mock <IEventSavingService>(MockBehavior.Loose);
var downloader = new SingleInstrumentDownloadService(exchangeService.Object,
batchNumberService, filePathService, savingService.Object);
var service = new HistoricalPricesDownloadService(downloader);
var instruments = new string[] { "BTC_USD", "ETC_USD" };
service.DownloadAndSave(instruments, 12, seriesDir, cts.Token);
exchangeService.Verify(
g => g.GetHistoricalPrices("BTC_USD", 300,
// batch12 start - 15 minutes
DateTimeExtensions.CreateNodaTime(2019, 4, 27, 23, 45, 0),
// batch12 end + 15 minutes
DateTimeExtensions.CreateNodaTime(2019, 5, 5, 0, 14, 59)
),
Times.Exactly(1)
);
exchangeService.Verify(
g => g.GetHistoricalPrices("ETC_USD", 300,
DateTimeExtensions.CreateNodaTime(2019, 4, 27, 23, 45, 0),
DateTimeExtensions.CreateNodaTime(2019, 5, 5, 0, 14, 59)
),
Times.Exactly(1)
);
exchangeService.VerifyNoOtherCalls();
Assert.False(File.Exists(Path.Combine(seriesDir, "12", "BTC_USD.csv")));
}