public List <IEnumerable <TimeSerieRow.Versioned> > DataRequestVersioned(int id, string provider, LocalDate start, LocalDate end)
{
var _cfg = _config(provider);
LocalDateTime s = new LocalDateTime(start.Year, start.Month, start.Day, 0, 0);
LocalDateTime e = new LocalDateTime(end.Year, end.Month, end.Day, 0, 0);
List <IEnumerable <TimeSerieRow.Versioned> > versionList = new List <IEnumerable <TimeSerieRow.Versioned> >();
QueryService qs = new QueryService(_cfg);
var versions = MetadataRequestVersioned(id.ToString(), provider, s, e); // Get all versions for date range.
Console.WriteLine("Requesting versioned data...");
foreach (var v in versions)
{
try
{
var query = qs.CreateVersioned()
.ForMarketData(id)
.InAbsoluteDateRange(v.RangeStart, v.RangeEnd)
.InGranularity(Granularity.Day)
.ForVersion(v.Version.Value)
.ExecuteAsync().ConfigureAwait(true).GetAwaiter().GetResult();
versionList.Add(query);
}
catch (Exception ex)
{
Console.WriteLine(ex.InnerException);
}
}
return(versionList);
}
public void VerWithMultipleMarketDataWindowMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001, 100000002, 100000003 })
.InGranularity(Granularity.Day)
.InRelativePeriod(Period.FromDays(5))
.ForMUV()
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P5D"
.SetQueryParam("id", new int[] { 100000001, 100000002, 100000003 }))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerWithMultipleMarketDataWindowVersion()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001, 100000002, 100000003 })
.InGranularity(Granularity.Day)
.ForVersion(new LocalDateTime(2018, 07, 19, 12, 0))
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/Version/2018-07-19T12:00:00/Day/RollingMonth"
.SetQueryParam("id", new int[] { 100000001, 100000002, 100000003 }))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerWithMultipleMarketDataWindowLastOfMonths()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001, 100000002, 100000003 })
.InGranularity(Granularity.Day)
.ForLastOfMonths(new LocalDate(2018, 5, 22), new LocalDate(2018, 7, 23))
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/LastOfMonths/2018-05-22/2018-07-23/Day/P2W/P20D"
.SetQueryParam("id", new int[] { 100000001, 100000002, 100000003 }))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerInPeriodRelativePeriodRangeLastOfMonths()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForLastOfMonths(Period.FromMonths(-4))
.InRelativePeriodRange(Period.FromMonths(-2), Period.FromDays(5))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/LastOfMonths/P-4M/Day/P-2M/P5D"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerInAbsoluteDateRangeMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForMUV()
.InAbsoluteDateRange(new LocalDate(2018, 7, 22), new LocalDate(2018, 7, 23))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/2018-07-22/2018-07-23"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerInRelativePeriodRangeExtractionWindowMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))
.ForMUV()
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P2W/P20D"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerInRelativeIntervalMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForMUV()
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/RollingMonth"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerInRelativePeriodExtractionWindowVersion()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForVersion(new LocalDateTime(2018, 07, 19, 12, 0))
.InRelativePeriod(Period.FromDays(5))
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/Version/2018-07-19T12:00:00/Day/P5D"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerInDateRangeRelativeIntervalLastOfDays()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForLastOfDays(new LocalDate(2018, 5, 22), new LocalDate(2018, 7, 23))
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/LastOfDays/2018-05-22/2018-07-23/Day/RollingMonth"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerWithTimeZoneLastOfDays()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var act = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForLastOfDays(Period.FromMonths(-1), Period.FromDays(20))
.InAbsoluteDateRange(new LocalDate(2017, 1, 1), new LocalDate(2018, 1, 10))
.InTimezone("UTC")
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/LastOfDays/P-1M/P20D/Day/2017-01-01/2018-01-10"
.SetQueryParam("id", 100000001)
.SetQueryParam("tz", "UTC"))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerWithTimeZoneVersion()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var act = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForVersion(new LocalDateTime(2018, 07, 19, 12, 0))
.InAbsoluteDateRange(new LocalDate(2017, 1, 1), new LocalDate(2018, 1, 10))
.InTimezone("UTC")
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/Version/2018-07-19T12:00:00/Day/2017-01-01/2018-01-10"
.SetQueryParam("id", 100000001)
.SetQueryParam("tz", "UTC"))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
public void VerInPeriodRelativeIntervalLastOfMonthsWithHeaders()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForLastOfMonths(Period.FromMonths(-4))
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/LastOfMonths/P-4M/Day/RollingMonth"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
.WithHeader("Accept", "application/x.msgpacklz4; q=1.0")
.WithHeader("Accept", "application/x-msgpack; q=0.75")
.WithHeader("Accept", "application/json; q=0.5")
.Times(1);
}
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);
var ver = qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForLastOfMonths(Period.FromMonths(-4))
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;
httpTest.ShouldHaveCalled($"{_cfg.BaseAddress}query/v1.0/vts/LastOfMonths/P-4M/Day/RollingMonth"
.SetQueryParam("id", 100000001))
.WithVerb(HttpMethod.Get)
//.WithHeader
.Times(1);
}
}