public void TimeSectionValuesRoundTrip()
{
var ms = new MemoryStream();
var fio = new FileIO(ms);
var fw = new FormattedWriter(fio);
var wc = new WriteContext(fw);
wc.Description = new TeaFileDescription();
wc.Description.ItemDescription = ItemDescription.FromAnalysis <Event <C> >();
Time.Scale = Timescale.FromEpoch(33, 77);
wc.Description.Timescale = Time.Scale;
ISectionFormatter f = new TimeSectionFormatter();
f.Write(wc);
ms.Position = 0;
var fr = new FormattedReader(fio);
var rc = new ReadContext(fr);
rc.Description.Should().Not.Be.Null();
rc.Description.ItemDescription = wc.Description.ItemDescription;
f.Read(rc);
rc.Description.Timescale.Value.Epoch.Should().Be(33);
rc.Description.Timescale.Value.TicksPerDay.Should().Be(77);
Executing.This(() => f.Read(rc)).Should().Throw <EndOfStreamException>();
}
public void EventTimeAttributeRoundTrip()
{
Time.Scale = Timescale.Net;
var ms = new MemoryStream();
var fio = new FileIO(ms);
var fw = new FormattedWriter(fio);
var wc = new WriteContext(fw);
wc.Description = new TeaFileDescription();
wc.Description.ItemDescription = ItemDescription.FromAnalysis <Event <C> >();
wc.Description.Timescale = Time.Scale;
ISectionFormatter f = new TimeSectionFormatter();
f.Write(wc);
ms.Position = 0;
var fr = new FormattedReader(fio);
var rc = new ReadContext(fr);
rc.Description.Should().Not.Be.Null();
rc.Description.ItemDescription = wc.Description.ItemDescription;
rc.Description.ItemDescription.Fields.ForEach(ff => ff.IsEventTime = ff.IsTime = false); // reset flags
f.Read(rc);
rc.Description.ItemDescription.Fields.Count(ff => ff.IsTime).Should().Be(1);
rc.Description.ItemDescription.Fields.Count(ff => ff.IsEventTime).Should().Be(1);
rc.Description.Timescale.Value.Epoch.Should().Be(0);
rc.Description.Timescale.Value.TicksPerDay.Should().Be(TimeSpan.TicksPerDay);
}
public void FirstTimeFieldIsAutomaticallyEventTime()
{
var ms = new MemoryStream();
var fio = new FileIO(ms);
var fw = new FormattedWriter(fio);
var wc = new WriteContext(fw);
wc.Description = new TeaFileDescription();
wc.Description.ItemDescription = ItemDescription.FromAnalysis <C2>();
wc.Description.Timescale = Time.Scale;
ISectionFormatter f = new TimeSectionFormatter();
f.Write(wc);
ms.Position = 0;
var fr = new FormattedReader(fio);
var rc = new ReadContext(fr);
rc.Description.Should().Not.Be.Null();
rc.Description.ItemDescription = ItemDescription.FromAnalysis <C2>();
f.Read(rc);
var fields = rc.Description.ItemDescription.Fields;
fields[0].IsEventTime.Should().Be.True();
fields[1].IsEventTime.Should().Be.False();
}
public void TimeSectionRoundTrip()
{
var ms = new MemoryStream();
var fio = new FileIO(ms);
var fw = new FormattedWriter(fio);
var wc = new WriteContext(fw);
wc.Description = new TeaFileDescription();
wc.Description.ItemDescription = ItemDescription.FromAnalysis <Event <C> >();
wc.Description.Timescale = Time.Scale;
ISectionFormatter f = new TimeSectionFormatter();
f.Write(wc);
ms.Position = 0;
ms.Length.Should().Be(24); // epoch(8) ticksperday(8) fieldcount(4) + timefieldoffset(4) = 24
var fr = new FormattedReader(fio);
var rc = new ReadContext(fr);
rc.Description.Should().Not.Be.Null();
rc.Description.ItemDescription = wc.Description.ItemDescription; // this makes the test a bit weaker, but we need some item description here
f.Read(rc);
rc.Description.Should().Not.Be.Null();
rc.Description.Timescale.HasValue.Should().Be.True();
}
public void ItemSectionRoundTrip()
{
var ms = new MemoryStream();
var fio = new FileIO(ms);
var fw = new FormattedWriter(fio);
var wc = new WriteContext(fw);
wc.Description = new TeaFileDescription();
var writeID =
wc.Description.ItemDescription = ItemDescription.FromAnalysis <Event <OHLCV> >();
ISectionFormatter f = new ItemSectionFormatter();
f.Write(wc);
ms.Position = 0;
var fr = new FormattedReader(fio);
var rc = new ReadContext(fr);
rc.Description.Should().Not.Be.Null();
f.Read(rc);
rc.Description.Should().Not.Be.Null();
var id = rc.Description.ItemDescription;
id.ItemTypeName.Should().Be(typeof(Event <OHLCV>).GetLanguageName());
id.ItemSize.Should().Be(wc.Description.ItemDescription.ItemSize);
id.Fields.Select(ff => ff.Name).Should().Have.SameValuesAs("Time", "Open", "High", "Low", "Close", "Volume");
id.Fields.Select(ff => ff.Index).Should().Have.SameValuesAs(0, 1, 2, 3, 4, 5);
id.Fields.Select(ff => ff.FieldType).Should().Have.SameValuesAs(FieldType.Int64, FieldType.Double, FieldType.Double, FieldType.Double, FieldType.Double);
id.Fields.Select(ff => ff.Offset).Should().Have.SameValuesAs(writeID.Fields.Select(ff => ff.Offset));
ms.Position.Should().Be(ms.Length); // very important, all bytes must have been read
}
public void TimeSectionRoundTripFieldIsNotInItemDescriptionError()
{
var ms = new MemoryStream();
var fio = new FileIO(ms);
var fw = new FormattedWriter(fio);
var wc = new WriteContext(fw);
wc.Description = new TeaFileDescription();
wc.Description.ItemDescription = ItemDescription.FromAnalysis <Event <C> >();
wc.Description.Timescale = Time.Scale;
ISectionFormatter f = new TimeSectionFormatter();
f.Write(wc);
ms.Position = 0;
var fr = new FormattedReader(fio);
var rc = new ReadContext(fr);
rc.Description.Should().Not.Be.Null();
rc.Description.ItemDescription = ItemDescription.FromAnalysis <C2>();
Executing.This(() => f.Read(rc)).Should().Throw <FileFormatException>();
}