private void GetHistoryHelper(HistoryRequest request, Resolution resolution)
{
var brokerage = new TradierBrokerage(null, null, null, null, _useSandbox, _accountId, _accessToken);
var requests = new[] { request };
var history = brokerage.GetHistory(requests, TimeZones.Utc);
foreach (var slice in history)
{
if (resolution == Resolution.Tick)
{
foreach (var tick in slice.Ticks[request.Symbol])
{
Log.Trace("{0}: {1} - {2} / {3}", tick.Time, tick.Symbol, tick.BidPrice, tick.AskPrice);
}
}
else
{
var bar = slice.Bars[request.Symbol];
Log.Trace("{0}: {1} - O={2}, H={3}, L={4}, C={5}, V={6}", bar.Time, bar.Symbol, bar.Open, bar.High, bar.Low, bar.Close, bar.Volume);
}
}
Log.Trace("Data points retrieved: " + brokerage.DataPointCount);
}
public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, bool throwsException)
{
TestDelegate test = () =>
{
var useSandbox = Config.GetBool("tradier-use-sandbox");
var accountId = Config.Get("tradier-account-id");
var accessToken = Config.Get("tradier-access-token");
var brokerage = new TradierBrokerage(null, null, null, useSandbox, accountId, accessToken);
var now = DateTime.UtcNow;
var requests = new[]
{
new HistoryRequest(now.Add(-period),
now,
typeof(QuoteBar),
symbol,
resolution,
SecurityExchangeHours.AlwaysOpen(TimeZones.EasternStandard),
TimeZones.EasternStandard,
Resolution.Minute,
false,
false,
DataNormalizationMode.Adjusted,
TickType.Quote)
};
var history = brokerage.GetHistory(requests, TimeZones.Utc);
foreach (var slice in history)
{
if (resolution == Resolution.Tick)
{
foreach (var tick in slice.Ticks[symbol])
{
Log.Trace("{0}: {1} - {2} / {3}", tick.Time, tick.Symbol, tick.BidPrice, tick.AskPrice);
}
}
else
{
var bar = slice.Bars[symbol];
Log.Trace("{0}: {1} - O={2}, H={3}, L={4}, C={5}, V={6}", bar.Time, bar.Symbol, bar.Open, bar.High, bar.Low, bar.Close, bar.Volume);
}
}
Log.Trace("Data points retrieved: " + brokerage.DataPointCount);
};
if (throwsException)
{
Assert.Throws <ArgumentException>(test);
}
else
{
Assert.DoesNotThrow(test);
}
}
public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, bool throwsException)
{
TestDelegate test = () =>
{
var accessToken = Config.Get("tradier-access-token");
var brokerage = new TradierBrokerage(null, null, "");
brokerage.SetTokens(0, accessToken, "", DateTime.Now, Time.OneDay);
var now = DateTime.UtcNow;
var requests = new[]
{
new HistoryRequest
{
Symbol = symbol,
Resolution = resolution,
StartTimeUtc = now.Add(-period),
EndTimeUtc = now
}
};
var history = brokerage.GetHistory(requests, TimeZones.Utc);
foreach (var slice in history)
{
if (resolution == Resolution.Tick)
{
foreach (var tick in slice.Ticks[symbol])
{
Log.Trace("{0}: {1} - {2} / {3}", tick.Time, tick.Symbol, tick.BidPrice, tick.AskPrice);
}
}
else
{
var bar = slice.Bars[symbol];
Log.Trace("{0}: {1} - O={2}, H={3}, L={4}, C={5}, V={6}", bar.Time, bar.Symbol, bar.Open, bar.High, bar.Low, bar.Close, bar.Volume);
}
}
Log.Trace("Data points retrieved: " + brokerage.DataPointCount);
};
if (throwsException)
{
Assert.Throws <ArgumentException>(test);
}
else
{
Assert.DoesNotThrow(test);
}
}
