public void PeekLocalQueueForStaleMessages()
{
//clear recent messages on queue from this machine
//peek stale messages
var controller = new BergController();
controller.OnResurrect();
}
private void StartButton_Click(object sender, EventArgs e)
{
if (StartButton.Text == "Start")
{
_bbgController = new BergController();
_bbgController.ApiController.MessageEvent += bbg_MessageEvent;
_bbgController.MessageEvent += bbg_MessageEvent;
_bbgController.Start();
}
else
{
_bbgController.Stop();
_bbgController.ApiController.MessageEvent -= bbg_MessageEvent;
_bbgController.MessageEvent -= bbg_MessageEvent;
_bbgController = null;
}
}
public void ProcessRequestForEquityIndexWeights()
{
//retrieve bdis
var sql = @"select top 1 * from BloombergDatarequestitem where bbfieldlist like '%mwei%' and bbticker = 'ibex index' and insertedwhen > getdate() - 5";
var requestItems = new Database().GetTickerItemsToProcess(sql);
var controller = new BergController();
//split into separate lists - one for datawarehouse, one for legacy api, one for bloomberg ad hoc
var requestItemsForBloombergApi = requestItems.FindAll(x => controller.IsForLegacyBloombergApi(x));
var requestItemsForBloombergAdHoc = requestItems.FindAll(x => controller.IsForBloombergAdHoc(x));
var requestItemsForDatawarehouse = requestItems.FindAll(x => !controller.IsForLegacyBloombergApi(x) && !controller.IsForBloombergAdHoc(x));
Assert.AreEqual(requestItems.Count, requestItemsForDatawarehouse.Count + requestItemsForBloombergApi.Count + requestItemsForBloombergAdHoc.Count);
Assert.AreEqual(1, requestItemsForDatawarehouse.Count);
//get errors
new TestBloombergDatawarehouse().ProcessDataRequests(requestItemsForDatawarehouse);
}
public void GetDataWarehouseRequestItemsFromLiveAndProcessThemInDev()
{
//retrieve bdis
var sqlFile = @"sqls\GetBloombergDataRequestItems.sql";
var controller = new BergController();
var sql = File.ReadAllText(sqlFile);
var requestItems = new Database().GetTickerItemsToProcess(sql);
//split into separate lists - one for datawarehouse, one for legacy api, one for bloomberg ad hoc
var requestItemsForBloombergApi = requestItems.FindAll(x => controller.IsForLegacyBloombergApi(x));
var requestItemsForBloombergAdHoc = requestItems.FindAll(x => controller.IsForBloombergAdHoc(x));
var requestItemsForDatawarehouse = requestItems.FindAll(x => !controller.IsForLegacyBloombergApi(x) && !controller.IsForBloombergAdHoc(x));
Assert.AreEqual(requestItems.Count, requestItemsForDatawarehouse.Count + requestItemsForBloombergApi.Count + requestItemsForBloombergAdHoc.Count);
//get errors
new TestBloombergDatawarehouse().ProcessDataRequests(requestItemsForDatawarehouse);
}
public void Setup()
{
//local test copy of remote q
StringBuilder varname1 = new StringBuilder();
varname1.Append("IF ( EXISTS (SELECT * \n");
varname1.Append(" FROM INFORMATION_SCHEMA.TABLES \n");
varname1.Append(" WHERE TABLE_NAME = 'BloombergAdHocTest') ) \n");
varname1.Append(" BEGIN \n");
varname1.Append(" DROP TABLE [BloombergAdHocTest] \n");
varname1.Append(" END");
Utils.DbController.ExecuteNonQuery(varname1.ToString());
StringBuilder varname11 = new StringBuilder();
varname11.Append("CREATE TABLE [dbo].[BloombergAdHocTest] \n");
varname11.Append(" ( \n");
varname11.Append(" [BloombergAdHocId] [INT] NOT NULL, \n");
varname11.Append(" [FieldsToPull] [VARCHAR](8000) NULL, \n");
varname11.Append(" [SecurityIdentifier] [VARCHAR](50) NULL, \n");
varname11.Append(" [ReturnData] [VARCHAR](8000) NULL, \n");
varname11.Append(" [LastUpdateDatetime] [DATETIME] NULL, \n");
varname11.Append(" [LastUpdateUser] [VARCHAR](50) NULL, \n");
varname11.Append(" [Status] [TINYINT] NULL, \n");
varname11.Append(" [BloombergRequestId] [VARCHAR](50) NULL \n");
varname11.Append(" ) \n");
varname11.Append("ON [PRIMARY]");
Utils.DbController.ExecuteNonQuery(varname11.ToString());
// remote messages - completed, in progress
StringBuilder varname12 = new StringBuilder();
varname12.Append("INSERT INTO [dbo].[BloombergAdHocTest] \n");
varname12.Append(" ([BloombergAdHocId] \n");
varname12.Append(" ,[FieldsToPull] \n");
varname12.Append(" ,[SecurityIdentifier] \n");
varname12.Append(" ,[ReturnData] \n");
varname12.Append(" ,[LastUpdateDatetime] \n");
varname12.Append(" ,[LastUpdateUser] \n");
varname12.Append(" ,[Status] \n");
varname12.Append(" ,[BloombergRequestId]) \n");
varname12.Append(" VALUES \n");
varname12.Append(" (263239 \n");
varname12.Append(" ,'PX_ASK,PX_BID,LAST_TRADEABLE_DT,DL_ASSET_CLASS' \n");
varname12.Append(" ,'EDM7 COMB Comdty' \n");
varname12.Append(" ,'99.830000|99.825000|03/13/2017|18|' \n");
varname12.Append(" ,dateadd(MINUTE,-15,dateadd(hour,-5,getdate())) \n");
varname12.Append(" ,'' \n");
varname12.Append(" ,2 \n");
varname12.Append(" ,'6d66eca6-c37f-4332-bd9a-e46918e4bcb1')");
varname12.Append("INSERT INTO [dbo].[BloombergAdHocTest] \n");
varname12.Append(" ([BloombergAdHocId] \n");
varname12.Append(" ,[FieldsToPull] \n");
varname12.Append(" ,[SecurityIdentifier] \n");
varname12.Append(" ,[ReturnData] \n");
varname12.Append(" ,[LastUpdateDatetime] \n");
varname12.Append(" ,[LastUpdateUser] \n");
varname12.Append(" ,[Status] \n");
varname12.Append(" ,[BloombergRequestId]) \n");
varname12.Append(" VALUES \n");
varname12.Append(" (263239 \n");
varname12.Append(" ,'PX_ASK,PX_BID,LAST_TRADEABLE_DT,DL_ASSET_CLASS' \n");
varname12.Append(" ,'EDM8 COMB Comdty' \n");
varname12.Append(" ,'99.830000|99.825000|03/13/2017|18|' \n");
varname12.Append(" ,dateadd(MINUTE,-15,dateadd(hour,-5,getdate())) \n");
varname12.Append(" ,'' \n");
varname12.Append(" ,1 \n");
varname12.Append(" ,'6d66eca6-c37f-4332-bd9a-e46918e4bcb1')");
Utils.DbController.ExecuteNonQuery(varname12.ToString());
//local stale messages 3 messages - they will be foudn to be done , in progress and lost
Utils.DbController.ExecuteNonQuery("delete BloombergDataRequestItem where processedby=host_name() and insertedwhen > getdate()-5");
StringBuilder sb = new StringBuilder();
sb.Append("INSERT INTO [dbo].[BloombergDataRequestItem] \n");
sb.Append(" ([RequestType] \n");
sb.Append(" ,[BBTicker] \n");
sb.Append(" ,[BBFieldList] \n");
sb.Append(" ,[DateFrom] \n");
sb.Append(" ,[DateTo] \n");
sb.Append(" ,[Periodicity] \n");
sb.Append(" ,[InsertedWhen] \n");
sb.Append(" ,[ProcessedWhen] \n");
sb.Append(" ,[Processed] \n");
sb.Append(" ,[Error] \n");
sb.Append(" ,[UserID] \n");
sb.Append(" ,[Reference] \n");
sb.Append(" ,[ProcessedBy] \n");
sb.Append(" ,[RequestSetID] \n");
sb.Append(" ,[TargetServer]) \n");
sb.Append(" VALUES \n");
sb.Append(" ('Reference' \n");
sb.Append(" ,'EDM7 COMB Comdty' \n");
sb.Append(" ,'PX_ASK,PX_BID,LAST_TRADEABLE_DT' \n");
sb.Append(" ,null \n");
sb.Append(" ,null \n");
sb.Append(" ,null \n");
sb.Append(" ,dateadd(minute,-30,getdate()) \n");
sb.Append(" ,null \n");
sb.Append(" ,1 \n");
sb.Append(" ,null \n");
sb.Append(" ,'ZeroCouponGenerator - done' \n");
sb.Append(" ,1234 \n");
sb.Append(" ,HOST_NAME() \n");
sb.Append(" ,null \n");
sb.Append(" ,null)");
sb.Append("INSERT INTO [dbo].[BloombergDataRequestItem] \n");
sb.Append(" ([RequestType] \n");
sb.Append(" ,[BBTicker] \n");
sb.Append(" ,[BBFieldList] \n");
sb.Append(" ,[DateFrom] \n");
sb.Append(" ,[DateTo] \n");
sb.Append(" ,[Periodicity] \n");
sb.Append(" ,[InsertedWhen] \n");
sb.Append(" ,[ProcessedWhen] \n");
sb.Append(" ,[Processed] \n");
sb.Append(" ,[Error] \n");
sb.Append(" ,[UserID] \n");
sb.Append(" ,[Reference] \n");
sb.Append(" ,[ProcessedBy] \n");
sb.Append(" ,[RequestSetID] \n");
sb.Append(" ,[TargetServer]) \n");
sb.Append(" VALUES \n");
sb.Append(" ('Reference' \n");
sb.Append(" ,'EDM8 COMB Comdty' \n");
sb.Append(" ,'PX_ASK,PX_BID,LAST_TRADEABLE_DT' \n");
sb.Append(" ,null \n");
sb.Append(" ,null \n");
sb.Append(" ,null \n");
sb.Append(" ,dateadd(minute,-30,getdate()) \n");
sb.Append(" ,null \n");
sb.Append(" ,1 \n");
sb.Append(" ,null \n");
sb.Append(" ,'ZeroCouponGenerator - in progress' \n");
sb.Append(" ,1234 \n");
sb.Append(" ,HOST_NAME() \n");
sb.Append(" ,null \n");
sb.Append(" ,null)");
sb.Append("INSERT INTO [dbo].[BloombergDataRequestItem] \n");
sb.Append(" ([RequestType] \n");
sb.Append(" ,[BBTicker] \n");
sb.Append(" ,[BBFieldList] \n");
sb.Append(" ,[DateFrom] \n");
sb.Append(" ,[DateTo] \n");
sb.Append(" ,[Periodicity] \n");
sb.Append(" ,[InsertedWhen] \n");
sb.Append(" ,[ProcessedWhen] \n");
sb.Append(" ,[Processed] \n");
sb.Append(" ,[Error] \n");
sb.Append(" ,[UserID] \n");
sb.Append(" ,[Reference] \n");
sb.Append(" ,[ProcessedBy] \n");
sb.Append(" ,[RequestSetID] \n");
sb.Append(" ,[TargetServer]) \n");
sb.Append(" VALUES \n");
sb.Append(" ('Reference' \n");
sb.Append(" ,'EDM9 COMB Comdty' \n");
sb.Append(" ,'PX_ASK,PX_BID,LAST_TRADEABLE_DT' \n");
sb.Append(" ,null \n");
sb.Append(" ,null \n");
sb.Append(" ,null \n");
sb.Append(" ,dateadd(minute,-30,getdate()) \n");
sb.Append(" ,null \n");
sb.Append(" ,1 \n");
sb.Append(" ,null \n");
sb.Append(" ,'ZeroCouponGenerator - lost' \n");
sb.Append(" ,1234 \n");
sb.Append(" ,HOST_NAME() \n");
sb.Append(" ,null \n");
sb.Append(" ,null)");
Utils.DbController.ExecuteNonQuery(sb.ToString());
//peek stale messages
var controller = new BergController();
var localStales = controller.PeekStaleMessagesFromLocalQueue();
Assert.AreEqual(3, localStales.Count());
}
public void RequestItemRoutingTests()
{
var controller = new BergController();
var requestItem = new RequestItem
{
BBFieldList = "PX_LAST",
RequestType = BloombergDataInstrument.eRequestType.IntraDayBar,
UserId = "IntradayPrices"
};
Assert.IsTrue(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "PX_LAST",
RequestType = BloombergDataInstrument.eRequestType.IntraDayTick,
UserId = "IntradayFx"
};
Assert.IsTrue(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "PX_LAST",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "PX_LAST,OPT_DELTA_SOMETHING",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "SW_VAL_PREMIUM....",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "nSW_VAL_PREMIUM....",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "RTG_....",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "RTG....",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "kjhjkh jkhCALENDAR_NON_SETTLEMENT_DATEskjhjkh",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
requestItem = new RequestItem
{
BBFieldList = "kjhjkh jkhCALENDAR_NON_SETTLEMENT_DATESkjhjkh",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = ""
};
Assert.IsFalse(controller.IsForLegacyBloombergApi(requestItem));
//adhoc test
requestItem = new RequestItem
{
BBFieldList = "kjhjkh jkhCALENDAR_NON_SETTLEMENT_DATESkjhjkh",
RequestType = BloombergDataInstrument.eRequestType.Reference,
UserId = "StaticDataImport"
};
Assert.IsTrue(controller.IsForBloombergAdHoc(requestItem));
}
