/// <summary>
/// <p>Looks up the security data for the specified security ID details. The returned
/// <c>SecurityData</c> contains the company name and an array of cross referenced IDs. </p>
/// </summary>
///
/// <exception cref="ArgumentNullException">if the argument is null</exception>
/// <exception cref="ServiceNotAvailableException">if the lookup service is not available</exception>
/// <exception cref="SecurityLookupException">if any error occurs when looking up the security data</exception>
/// <param name='securityIdDetails'>the security id details used to lookup security data.</param>
///
/// <returns>the security data</returns>
public SecurityData Lookup(SecurityIdDetails securityIdDetails)
{
if (securityIdDetails.Id == "A")
{
// security id A references B & C
return(new SecurityData("A", "company1", new string[] { "B", "C" }));
}
else if (securityIdDetails.Id == "B")
{
// security id B references D
return(new SecurityData("B", "company1", new string[] { "D" }));
}
else if (securityIdDetails.Id == "C")
{
// security id C has no direct references.
return(new SecurityData("C", "company1"));
}
else if (securityIdDetails.Id == "D")
{
// security id D references B
return(new SecurityData("D", "company1", new string[] { "B" }));
}
else
{
// never go here.
return(null);
}
}
public void DefaultSecurityIdParser_CUSIP_Number2()
{
SecurityIdDetails details = test.Parse("931142103");
// get the property to test the method.
Assert.AreEqual("931142103", details.Id, "The Id property should be set to '931142103'.");
Assert.AreEqual(SecurityIdType.CUSIP, details.Type, "The Type property should be set to 'CUSIP'.");
}
public void DefaultSecurityIdParser_CUSIP_Letters2()
{
SecurityIdDetails details = test.Parse("G4770P115");
// get the property to test the method.
Assert.AreEqual("G4770P115", details.Id, "The Id property should be set to 'G4770P115'.");
Assert.AreEqual(SecurityIdType.CUSIP, details.Type, "The Type property should be set to 'CUSIP'.");
}
public void DefaultSecurityIdParser_CUSIP_Letters1_LowerCase()
{
SecurityIdDetails details = test.Parse("j0176k103");
// get the property to test the method.
Assert.AreEqual("J0176K103", details.Id, "The Id property should be set to 'J0176K103'.");
Assert.AreEqual(SecurityIdType.CUSIP, details.Type, "The Type property should be set to 'CUSIP'.");
}
public void DefaultSecurityIdParser_SEDOL_Number()
{
SecurityIdDetails details = test.Parse("0263494");
// get the property to test the method.
Assert.AreEqual("0263494", details.Id, "The Id property should be set to '0263494'.");
Assert.AreEqual(SecurityIdType.SEDOL, details.Type, "The Type property should be set to 'SEDOL'.");
}
public void DefaultSecurityIdParser_ISIN_Number()
{
SecurityIdDetails details = test.Parse("US0378331005");
// get the property to test the method.
Assert.AreEqual("US0378331005", details.Id, "The Id property should be set to 'US0378331005'.");
Assert.AreEqual(SecurityIdType.ISIN, details.Type, "The Type property should be set to 'ISIN'.");
}
public void TestParseTickerAccuracy1()
{
SecurityIdDetails sid = dsip.Parse("A");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets.Length, 1,
"FinancialMarkets array must contain only 1 entry.");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets[0],
FinancialMarket.NYSE, "Wrong parsing of NYSE symbol.");
}
public void FinancialSecurityManager_Ctor2()
{
Assert.IsNotNull(test, "The ctor should work well.");
SecurityIdDetails details = test.Parse("037833100");
// get the property to test the method.
Assert.AreEqual("037833100", details.Id, "The Id property should be set to '037833100'.");
Assert.AreEqual(SecurityIdType.CUSIP, details.Type, "The Type property should be set to 'CUSIP'.");
}
public void TestParseTickerAccuracy2()
{
SecurityIdDetails sid = dsip.Parse("AB");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets.Length, 2,
"FinancialMarkets array must contain 2 entries.");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets[0],
FinancialMarket.NYSE, "Wrong parsing of NYSE symbol.");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets[1],
FinancialMarket.AMEX, "Wrong parsing of AMEX symbol.");
}
public void FinancialSecurityManager_Ctor1()
{
test = new FinancialSecurityManager(lookupServices, combiner, true, false, cache);
Assert.IsNotNull(test, "The ctor should work well.");
SecurityIdDetails details = test.Parse("037833100");
// get the property to test the method.
Assert.AreEqual("037833100", details.Id, "The Id property should be set to '037833100'.");
Assert.AreEqual(SecurityIdType.CUSIP, details.Type, "The Type property should be set to 'CUSIP'.");
}
public void BenchmarkParsePerformance()
{
IList <string> keys = new List <string>(securityIds.Keys);
Start();
for (int i = 0; i < ITERATION; i++)
{
string key = keys[i % keys.Count];
SecurityIdDetails detail = parser.Parse(key);
Assert.IsNotNull(detail, "the Parse() is wrong.");
Assert.AreEqual(detail.Type, securityIds[key], "the Parse() is wrong.");
}
Stop("Run DefaultSecurityIdParser.Parse() ");
}
public void BuildFinancialSecurityManager_FullConfig()
{
IConfiguration config = AccuracyTestsTestHelper.GetConfigObject();
FinancialSecurityManager manager = FinancialSecurityManagerBuilder.BuildFinancialSecurityManager(config);
Assert.IsNotNull(manager, "The ctor should work well.");
// 1 get the idParser to test the builder.
ISecurityIdParser idParser = (ISecurityIdParser)AccuracyTestsTestHelper.getPrivateField(manager, "securityIdParser");
// this idParser should be DefaultSecurityIdParser.
SecurityIdDetails details = idParser.Parse("J0176K103");
// get the property to test the method.
Assert.AreEqual("J0176K103", details.Id, "The Id property should be set to 'J0176K103'.");
Assert.AreEqual(SecurityIdType.CUSIP, details.Type, "The Type property should be set to 'CUSIP'.");
// 2 get the lookupServices to test the builder.
IDictionary <string, ISecurityLookupService> lookupServices = (IDictionary <string, ISecurityLookupService>)
AccuracyTestsTestHelper.getPrivateField(manager, "securityLookupServices");
Assert.AreEqual(2, lookupServices.Count, "Should have 2 element");
Assert.IsTrue(lookupServices.ContainsKey(SecurityIdType.CUSIP), "Should have this lookupService name");
Assert.IsTrue(lookupServices.ContainsKey(SecurityIdType.ISIN), "Should have this lookupService name");
// 3 get the recursive to test the builder.
bool recursive = (bool)AccuracyTestsTestHelper.getPrivateField(manager, "recursiveLookup");
Assert.IsFalse(recursive, "Should set to false");
// 4 get the recursive to test the builder.
bool reference = (bool)AccuracyTestsTestHelper.getPrivateField(manager, "referenceLookup");
Assert.IsTrue(reference, "Should set to true");
// 5 get the combiner to test the builder.
ISecurityDataCombiner combiner = (ISecurityDataCombiner)
AccuracyTestsTestHelper.getPrivateField(manager, "securityDataCombiner");
SecurityData data1 = new SecurityData("1", "TopCoder", new string[] { "1", "2", "3" });
SecurityData data2 = new SecurityData("2", "IBM", new string[] { "4", "2", "3" });
SecurityData result = combiner.Combine(data1, data2);
// get the property to test the method.
Assert.AreEqual("1", result.Id, "The Id property should be set to '1'.");
Assert.AreEqual("TopCoder", result.CompanyName, "The CompanyName property should be set to 'TopCoder'.");
}
public void TestParseTickerAccuracy3()
{
SecurityIdDetails sid = dsip.Parse("ABCDX");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets.Length, 2,
"FinancialMarkets array must contain 2 entries.");
//A valid NYSE symbol
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets[0],
FinancialMarket.NYSE, "Wrong parsing of NYSE symbol.");
//A valid NASDAQ symbol with special code as Mutual Fund
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets[1],
FinancialMarket.NASDAQ, "Wrong parsing of NASDAQ symbol.");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).SpecialCode,
"Mutual fund", "Wrong parsing of NASDAQ symbol.");
}
public void TestParseTickerAccuracy4()
{
SecurityIdDetails sid = dsip.Parse("ABC.X");
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets.Length, 2,
"FinancialMarkets array must contain 2 entries.");
//A valid NYSE symbol
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets[0],
FinancialMarket.NYSE, "Wrong parsing of NYSE symbol.");
//A valid AMEX symbol
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).FinancialMarkets[1],
FinancialMarket.AMEX, "Wrong parsing of AMEX symbol.");
//Special code must be Mutual fund
Assert.AreEqual((sid as SymbolTickerSecurityIdDetails).SpecialCode,
"Mutual fund", "Wrong parsing of special code.");
}
/// <summary>
/// Mocks the lookup behavior. Returns data according to the Id of securityIdDetails.
/// </summary>
/// <param name="securityIdDetails">The securityId details</param>
/// <returns>Returns data according to the Id of securityIdDetails.</returns>
public SecurityData Lookup(SecurityIdDetails securityIdDetails)
{
if (securityIdDetails.Id == "A")
{
// security id A references B & C
return(new SecurityData("A", "company1", new string[] { "B", "C" }));
}
else if (securityIdDetails.Id == "B")
{
// security id B references D
return(new SecurityData("B", "company1", new string[] { "D" }));
}
else if (securityIdDetails.Id == "C")
{
// security id C has no direct references.
return(new SecurityData("C", "company1"));
}
else if (securityIdDetails.Id == "D")
{
// security id D references B
return(new SecurityData("D", "company1", new string[] { "B" }));
}
else if (securityIdDetails.Id == "X")
{
// security id X references Y and X
return(new SecurityData("X", "company1", new string[] { "Y", "X" }));
}
else if (securityIdDetails.Id == "Y")
{
// security id Y references X
return(new SecurityData("Y", "company1", new string[] { "X" }));
}
else if (securityIdDetails.Id == "ZZZ")
{
throw new ServiceNotAvailableException("Service is down.");
}
throw new SecurityLookupException("No such company found");
}
/// <summary>
/// Implements a basic lookup function.
/// </summary>
/// <param name="securityIdDetails">The security id details.</param>
/// <returns>Security data that matches the details.</returns>
public SecurityData Lookup(SecurityIdDetails securityIdDetails)
{
if (securityIdDetails.Id.Equals("A"))
{
// security id A references B & C
return(new SecurityData("A", "companyA", new string[] { "B", "C" }));
}
else if (securityIdDetails.Id.Equals("B"))
{
// security id B references D
return(new SecurityData("B", "companyB", new string[] { "D" }));
}
else if (securityIdDetails.Id.Equals("C"))
{
// security id C has no direct references.
return(new SecurityData("C", "companyC"));
}
else if (securityIdDetails.Id.Equals("D"))
{
// security id D references B
return(new SecurityData("D", "companyD", new string[] { "B" }));
}
return(null);
}
/// <summary>
/// <para>Lookup the security data by the given security id details.
/// The returned SecurityData contains the company name for now and an array of cross referenced ids.
/// </para>
/// </summary>
///
/// <param name="securityIdDetails">the security id details used to lookup security data.</param>
/// <returns>the security data to return.</returns>
/// <exception cref="ArgumentNullException">if the argument is null.</exception>
/// <exception cref="ServiceNotAvailableException">if the lookup service is not available.</exception>
/// <exception cref="SecurityLookupException">if any error occurs when looking up the security data.</exception>
public SecurityData Lookup(SecurityIdDetails securityIdDetails)
{
if (securityIdDetails.Id == "A")
{
// security id A references B & C
return(new SecurityData("A", "company1", new string[] { "B", "C" }));
}
else if (securityIdDetails.Id == "B")
{
// security id B references D
return(new SecurityData("B", "company1", new string[] { "D" }));
}
else if (securityIdDetails.Id == "C")
{
// security id C has no direct references.
return(new SecurityData("C", "company1"));
}
else if (securityIdDetails.Id == "D")
{
// security id D references B
return(new SecurityData("D", "company1", new string[] { "B" }));
}
throw new SecurityLookupException("Error occurs");
}
public void TestLookup_invalid_securityIdDetails()
{
SecurityIdDetails detail = new SecurityIdDetails("id", "type");
SecurityData result = instance.Lookup(detail);
}
public void TearDown()
{
test = null;
}
public void SetUp()
{
test = new SecurityIdDetails("123", "type");
}
public void TestParseSedolAccuracy1()
{
SecurityIdDetails sid = dsip.Parse("B1F3M59");
Assert.AreEqual(sid.Type, SecurityIdType.SEDOL, "Wrong parsing of SEDOL.");
}
public void TestParseIsinAccuracy3()
{
SecurityIdDetails sid = dsip.Parse("US459056DG91");
Assert.AreEqual(sid.Type, SecurityIdType.ISIN, "Wrong parsing of ISIN.");
}
public void TestParseIsinAccuracy2()
{
SecurityIdDetails sid = dsip.Parse("us3838831051");
Assert.AreEqual(sid.Type, SecurityIdType.ISIN, "Wrong parsing of ISIN.");
}
public void TestParseCusipAccuracy3()
{
SecurityIdDetails sid = dsip.Parse("g4770p115");
Assert.AreEqual(sid.Type, SecurityIdType.CUSIP, "Wrong parsing of CUSIP.");
}
