public void Should_Generate_ToString_Method_For_Partial_Fields()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// Act
var emptyInstance = Activator.CreateInstance(updateSummaryMessageType);
var parseMethod = updateSummaryMessageType.GetMethod("Parse", BindingFlags.Public | BindingFlags.Static);
var parsedInstance = parseMethod.Invoke(null, new object[] { "P,AAPL,188.3500,52500,03/30/2021,19:59:14.503633,2" });
// generate the expected string values
var expectedStringEmptyInstance = $"Symbol: <NULL>, MostRecentTrade: {default(double)}, MostRecentTradeSize: {default(int)}, " +
$"MostRecentTradeDate: {default(DateTime)}, " +
$"MostRecentTradeTime: {default(TimeSpan)}, " +
$"MostRecentTradeAggressor: {default(int)}";
var expectedStringParsedInstance = $"Symbol: AAPL, MostRecentTrade: 188.35, MostRecentTradeSize: 52500, " +
$"MostRecentTradeDate: {FieldParser.ParseDate("03/30/2021", FundamentalMessage.FundamentalDateTimeFormat)}, " +
$"MostRecentTradeTime: {FieldParser.ParseTime("19:59:14.503633", UpdateSummaryMessage.UpdateMessageTimeFormat)}, " +
$"MostRecentTradeAggressor: 2";
// Assert
Assert.IsNotNull(emptyInstance);
Assert.AreEqual(expectedStringEmptyInstance, emptyInstance.ToString());
Assert.IsNotNull(parsedInstance);
Assert.AreEqual(expectedStringParsedInstance, parsedInstance.ToString());
}
public void Should_Throw_ArgumentException_For_Single_Field()
{
Assert.Throws(typeof(ArgumentException), () => UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(new DynamicFieldset[]
{
DynamicFieldset.Symbol
}));
}
public void Should_Reuse_Generated_Type_For_Same_Partial_Fields()
{
// Arrange
var updateSummaryMessageType1 = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// same fields, same order
var updateSummaryMessageType2 = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(new DynamicFieldset[]
{
DynamicFieldset.Symbol,
DynamicFieldset.MostRecentTrade,
DynamicFieldset.MostRecentTradeSize,
DynamicFieldset.MostRecentTradeDate,
DynamicFieldset.MostRecentTradeTime,
DynamicFieldset.MostRecentTradeAggressor
});
// same fields, different order
var updateSummaryMessageType3 = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(new DynamicFieldset[]
{
DynamicFieldset.Symbol,
DynamicFieldset.MostRecentTrade,
DynamicFieldset.MostRecentTradeSize,
DynamicFieldset.MostRecentTradeAggressor,
DynamicFieldset.MostRecentTradeTime,
DynamicFieldset.MostRecentTradeDate,
});
// Assert
Assert.AreSame(updateSummaryMessageType1, updateSummaryMessageType2);
Assert.AreNotSame(updateSummaryMessageType1, updateSummaryMessageType3);
}
public void SetDynamicFields(params DynamicFieldset[] fieldNames)
{
if (_messageParser != null)
{
throw new InvalidOperationException($"It is NOT allowed to call {nameof(SetDynamicFields)} more than once!");
}
// generate a class definition on the fly that will only have the specified fields and create a parser for it
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(fieldNames);
// sanity check
if (!typeof(IUpdateSummaryDynamicMessage).IsAssignableFrom(updateSummaryMessageType))
{
throw new ArgumentException($"The specified type {updateSummaryMessageType.FullName} doesn't implement {nameof(IUpdateSummaryDynamicMessage)} interface!");
}
// get the static Parse function that takes a single string
var parseMethod = updateSummaryMessageType.GetMethod("Parse", new Type[] { typeof(string) });
if (parseMethod == null || !parseMethod.IsStatic)
{
throw new ArgumentException($"The specified type {updateSummaryMessageType.FullName} doesn't have a static Parse(string) method needed for parsing level 1 messages!");
}
// create the parser function
// Note: this is much faster than calling MethodInfo.Invoke!
// For more info see: https://blogs.msmvps.com/jonskeet/2008/08/09/making-reflection-fly-and-exploring-delegates/
_messageParser = (Func <string, IUpdateSummaryDynamicMessage>)Delegate.CreateDelegate(typeof(Func <string, IUpdateSummaryDynamicMessage>), null, parseMethod);
}
public void Should_Generate_GetHashCode_Method_For_Partial_Fields()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// Act
var emptyInstance = Activator.CreateInstance(updateSummaryMessageType);
var parseMethod = updateSummaryMessageType.GetMethod("Parse", BindingFlags.Public | BindingFlags.Static);
var parsedInstance = parseMethod.Invoke(null, new object[] { "P,AAPL,188.3500,52500,03/30/2021,19:59:14.503633,2" });
// calculate the expected hashes
var expectedHashCodeEmptyInstance = 17;
expectedHashCodeEmptyInstance = expectedHashCodeEmptyInstance * 29 + ((string)null).GetHashCodeOrDefault();
expectedHashCodeEmptyInstance = expectedHashCodeEmptyInstance * 29 + default(double).GetHashCode();
expectedHashCodeEmptyInstance = expectedHashCodeEmptyInstance * 29 + default(int).GetHashCode();
expectedHashCodeEmptyInstance = expectedHashCodeEmptyInstance * 29 + default(DateTime).GetHashCode();
expectedHashCodeEmptyInstance = expectedHashCodeEmptyInstance * 29 + default(TimeSpan).GetHashCode();
expectedHashCodeEmptyInstance = expectedHashCodeEmptyInstance * 29 + default(int).GetHashCode();
var expectedHashCodeParsedInstance = 17;
expectedHashCodeParsedInstance = expectedHashCodeParsedInstance * 29 + "AAPL".GetHashCode();
expectedHashCodeParsedInstance = expectedHashCodeParsedInstance * 29 + 188.35.GetHashCode();
expectedHashCodeParsedInstance = expectedHashCodeParsedInstance * 29 + 52500.GetHashCode();
expectedHashCodeParsedInstance = expectedHashCodeParsedInstance * 29 + FieldParser.ParseDate("03/30/2021", FundamentalMessage.FundamentalDateTimeFormat).GetHashCode();
expectedHashCodeParsedInstance = expectedHashCodeParsedInstance * 29 + FieldParser.ParseTime("19:59:14.503633", UpdateSummaryMessage.UpdateMessageTimeFormat).GetHashCode();
expectedHashCodeParsedInstance = expectedHashCodeParsedInstance * 29 + 2.GetHashCode();
// Assert
Assert.IsNotNull(emptyInstance);
Assert.AreEqual(expectedHashCodeEmptyInstance, emptyInstance.GetHashCode());
Assert.IsNotNull(parsedInstance);
Assert.AreEqual(expectedHashCodeParsedInstance, parsedInstance.GetHashCode());
}
public void Should_Throw_ArgumentException_When_Symbol_Is_Not_First_Field()
{
Assert.Throws(typeof(ArgumentException), () => UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(new DynamicFieldset[]
{
DynamicFieldset.MostRecentTrade,
DynamicFieldset.Symbol,
DynamicFieldset.MostRecentTradeSize,
DynamicFieldset.MostRecentTradeTime,
DynamicFieldset.MostRecentTradeDate,
}));
}
public void Should_Generate_IUpdateSummaryMessage_Implementiation_For_Partial_Fields()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// Act
var emptyInstance = Activator.CreateInstance(updateSummaryMessageType);
// Assert
Assert.IsNotNull(emptyInstance);
Assert.IsTrue(emptyInstance is IUpdateSummaryDynamicMessage);
}
public void Should_Generate_Valid_Object_For_All_FieldsSet()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(AllFields);
// Act
var emptyInstance1 = Activator.CreateInstance(updateSummaryMessageType);
var emptyInstance2 = Activator.CreateInstance(updateSummaryMessageType);
// Assert
// just smoke test all operations, make sure there are no failures
Assert.IsNotNull(emptyInstance1);
Assert.IsNotNull(emptyInstance2);
Assert.AreEqual(emptyInstance1, emptyInstance2);
emptyInstance1.GetHashCode();
Assert.IsNotNull(emptyInstance1.ToString());
}
public void Should_Generate_Equals_Method_For_Partial_Fields()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// Act
var emptyInstance1 = Activator.CreateInstance(updateSummaryMessageType) as IUpdateSummaryMessage;
var emptyInstance2 = Activator.CreateInstance(updateSummaryMessageType) as IUpdateSummaryMessage;
var parseMethod = updateSummaryMessageType.GetMethod("Parse", BindingFlags.Public | BindingFlags.Static);
var parsedInstance1 = parseMethod.Invoke(null, new object[] { "P,AAPL,188.3500,52500,03/30/2021,19:59:14.503633,1" });
var parsedInstance2 = parseMethod.Invoke(null, new object[] { "P,AAPL,188.3500,52500,03/30/2021,19:59:14.503633,1" });
var parsedInstance3 = parseMethod.Invoke(null, new object[] { "P,AAPL,200,52500,03/30/2021,19:59:14.503633,1" });
// Assert
Assert.AreEqual(emptyInstance1, emptyInstance2);
Assert.AreNotEqual(emptyInstance1, parsedInstance1);
Assert.AreEqual(parsedInstance1, parsedInstance2);
Assert.AreNotEqual(parsedInstance1, parsedInstance3);
}
public void Should_Generate_Default_Constructor_For_Partial_Fields()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// Act
var emptyInstance = Activator.CreateInstance(updateSummaryMessageType);
var typedEmptyInstance = emptyInstance as IUpdateSummaryDynamicMessage;
// Assert
Assert.IsNotNull(emptyInstance);
Assert.IsNotNull(typedEmptyInstance);
Assert.IsNull(typedEmptyInstance.Symbol);
Assert.AreEqual(default(double), typedEmptyInstance.MostRecentTrade);
Assert.AreEqual(default(int), typedEmptyInstance.MostRecentTradeSize);
Assert.AreEqual(default(DateTime), typedEmptyInstance.MostRecentTradeDate);
Assert.AreEqual(default(TimeSpan), typedEmptyInstance.MostRecentTradeTime);
Assert.AreEqual(default(int), typedEmptyInstance.MostRecentTradeAggressor);
}
public void Should_Generate_Parse_Method_For_Partial_Fields()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// Act
var parseMethod = updateSummaryMessageType.GetMethod("Parse", BindingFlags.Public | BindingFlags.Static);
var parsedInstance = parseMethod.Invoke(null, new object[] { "P,AAPL,188.3500,52500,03/30/2021,19:59:14.503633,3" });
var typedParsedInstance = parsedInstance as IUpdateSummaryDynamicMessage;
// Assert
Assert.IsNotNull(parsedInstance);
Assert.IsNotNull(typedParsedInstance);
Assert.AreEqual("AAPL", typedParsedInstance.Symbol);
Assert.AreEqual(188.35, typedParsedInstance.MostRecentTrade);
Assert.AreEqual(52500, typedParsedInstance.MostRecentTradeSize);
Assert.AreEqual(FieldParser.ParseDate("03/30/2021", FundamentalMessage.FundamentalDateTimeFormat), typedParsedInstance.MostRecentTradeDate);
Assert.AreEqual(FieldParser.ParseTime("19:59:14.503633", UpdateSummaryMessage.UpdateMessageTimeFormat), typedParsedInstance.MostRecentTradeTime);
Assert.AreEqual(3, typedParsedInstance.MostRecentTradeAggressor);
}
public void Should_Generate_Only_Specified_Properties_For_Partial_Fields()
{
// Arrange
var updateSummaryMessageType = UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(PartialFields);
// Act
var emptyInstance = Activator.CreateInstance(updateSummaryMessageType);
var typedEmptyInstance = emptyInstance as IUpdateSummaryDynamicMessage;
// Assert
Assert.IsNotNull(emptyInstance);
Assert.IsNotNull(typedEmptyInstance);
Assert.IsNull(typedEmptyInstance.Symbol);
Assert.AreEqual(default(double), typedEmptyInstance.MostRecentTrade);
Assert.AreEqual(default(int), typedEmptyInstance.MostRecentTradeSize);
Assert.AreEqual(default(DateTime), typedEmptyInstance.MostRecentTradeDate);
Assert.AreEqual(default(TimeSpan), typedEmptyInstance.MostRecentTradeTime);
Assert.AreEqual(default(int), typedEmptyInstance.MostRecentTradeAggressor);
Assert.Throws(typeof(NotImplementedException), () => typedEmptyInstance.Bid.ToString());
}
public void Should_Throw_ArgumentException_For_Empty_Fields()
{
Assert.Throws(typeof(ArgumentException), () => UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(new DynamicFieldset[0]));
}
public void Should_Throw_ArgumentNullException_When_FieldsSet_Is_Null()
{
Assert.Throws(typeof(ArgumentNullException), () => UpdateSummaryDynamicMessageTypesFactory.GenerateDynamicObjectType(null));
}