public void RepositoryHandlesConcurrencyConflictsOnUpdate()
{
var logger = new LogToMemory();
DateTime baseTime = new DateTime(2017, 03, 01, 0, 0, 0, DateTimeKind.Utc);
// Clear table and insert entity
var storage = CreateStorage <CandleTableEntity>(logger, clear: true);
var candle = new FeedCandle()
{
DateTime = baseTime, Open = 0, Close = 0, High = 0, Low = 0
};
new CandleHistoryRepository(storage).InsertOrMergeAsync(candle, PriceType.Ask, TimeInterval.Hour).Wait();
// Run multiple update tasks simultaneously
var tasks = new List <Task>();
for (int t = 1; t < 11; t++)
{
tasks.Add(Task.Run(() =>
{
var repo = new CandleHistoryRepository(CreateStorage <CandleTableEntity>(logger, clear: false));
var candlet = new FeedCandle()
{
DateTime = baseTime.AddHours(t), Open = t, Close = t, High = t, Low = t
};
repo.InsertOrMergeAsync(candlet, PriceType.Ask, TimeInterval.Hour).Wait();
}));
}
Task.WhenAll(tasks).Wait();
}
public void PriceValuesAreMerged()
{
DateTime dt = new DateTime(2017, 1, 1);
// Case 1: Update values are taken
//
var target = new FeedCandle()
{
Open = 2, Close = 3, High = 4, Low = 1, IsBuy = true, DateTime = dt
};
var update = new FeedCandle()
{
Open = 3, Close = 2, High = 5, Low = 0.1, IsBuy = true, DateTime = dt
};
IFeedCandle merged = target.MergeWith(update);
Assert.Equal(update.Open, merged.Open);
Assert.Equal(update.Close, merged.Close);
Assert.Equal(update.High, merged.High);
Assert.Equal(update.Low, merged.Low);
Assert.True(merged.IsBuy);
Assert.Equal(merged.DateTime, dt);
// Case 2: Target values are preserved
//
update = new FeedCandle()
{
Open = 3, Close = 2, High = 3, Low = 2, IsBuy = true, DateTime = dt
};
merged = target.MergeWith(update);
Assert.Equal(target.High, merged.High);
Assert.Equal(target.Low, merged.Low);
}
public void MergingCandlesWithDiffTimeIsUnsupported()
{
var target = new FeedCandle()
{
Open = 2, Close = 3, High = 4, Low = 1, IsBuy = true, DateTime = new DateTime(2017, 1, 1)
};
var update = new FeedCandle()
{
Open = 3, Close = 2, High = 5, Low = 0.1, IsBuy = true, DateTime = new DateTime(2017, 1, 2)
};
Assert.Throws(typeof(InvalidOperationException), () => target.MergeWith(update));
}
private static void GenerateAndStoreCandles(CandleHistoryRepository repo, string asset, DateTime baseTime, TimeInterval interval)
{
List <IFeedCandle> candles = new List <IFeedCandle>(3600 * 3);
for (int second = 0; second < 3600 * 3; second++)
{
var candle = new FeedCandle()
{
DateTime = baseTime.AddSeconds(second),
IsBuy = true,
Open = second,
Close = second + 1,
High = second + 1,
Low = second
};
candles.Add(candle);
}
repo.InsertOrMergeAsync(candles, asset, interval).Wait();
}