public void CanRunSingleYesterdayCycleBatch()
{
IViewExecutionOptions req = ExecutionOptions.GetSingleCycle(DateTimeOffset.Now - TimeSpan.FromDays(1), new LiveMarketDataSpecification());
var runToCompletion = RunToCompletion(req);
Assert.Equal(1, runToCompletion.Item1.Count());
Assert.Equal(1, runToCompletion.Item2.Count());
AssertApproximatelyEqual(req.ExecutionSequence.Next.ValuationTime, runToCompletion.Item2.Single().FullResult.ValuationTime);
}
public void CanCombineSnapshots()
{
ViewDefinition vd = Context.ViewProcessor.ViewDefinitionRepository.GetViewDefinition(@"Demo Equity Option Test View");
var snapshotManager = Context.MarketDataSnapshotManager;
Tuple <ManageableMarketDataSnapshot, ManageableMarketDataSnapshot> snaps;
using (var proc = snapshotManager.CreateFromViewDefinition(vd.Name))
{
var snapshot = proc.Snapshot;
snaps = Halve(snapshot);
snaps.Item1.Name = TestUtils.GetUniqueName();
snaps.Item2.Name = TestUtils.GetUniqueName();
Context.MarketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, snaps.Item1));
Context.MarketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, snaps.Item2));
}
try
{
var snapOptions = ExecutionOptions.GetSingleCycle(new CombinedMarketDataSpecification(new UserMarketDataSpecification(snaps.Item2.UniqueId), new UserMarketDataSpecification(snaps.Item1.UniqueId)));
var withSnapshot = GetFirstResult(snapOptions, vd.Name);
var options = ExecutionOptions.SingleCycle;
IViewComputationResultModel withoutSnapshot = GetFirstResult(options, vd.Name);
var withoutCount = CountResults(withoutSnapshot);
var withCount = CountResults(withSnapshot);
if (withoutCount != withCount)
{
var withSpecs = new HashSet <ValueSpecification>(withSnapshot.AllResults.Select(r => r.ComputedValue.Specification));
var withoutSpecs = new HashSet <ValueSpecification>(withoutSnapshot.AllResults.Select(r => r.ComputedValue.Specification));
withoutSpecs.SymmetricExceptWith(withSpecs);
Assert.True(false, string.Format("Running snapshot of {0} only had {1}, live had {2}", vd.Name, withCount, withoutCount));
}
Assert.Equal(withoutCount, withCount);
}
finally
{
Context.MarketDataSnapshotMaster.Remove(snaps.Item1.UniqueId);
Context.MarketDataSnapshotMaster.Remove(snaps.Item2.UniqueId);
}
}
