public void MultipleOrdersShouldBeProcessedConsecutively()
{
LoggerStub logger = new LoggerStub();
// Assume that publisher execution takes some time (random number of seconds)
QuotePublisherStub publisher = new QuotePublisherStub(async(Quote q) => {
int duration = new Random().Next(1, 3);
await Task.Delay(TimeSpan.FromSeconds(duration));
});
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
// Produce multiple orders and wait for publishing
List <Task> tasks = new List <Task>(TASKS_COUNT);
for (int i = 0; i < TASKS_COUNT; i++)
{
var task = controller.ProcessOrderbook(CreateOrder("btc", true, Utils.ParseUtc("2017-01-01 10:10:12Z"),
new[] { new VolumePrice()
{
Volume = 1, Price = i
} }));
tasks.Add(task);
}
Task.WaitAll(tasks.ToArray());
// There should be the same number of events as the number of incoming orders.
// If orders were processed in different order, there would be less events
// as the price is constantly increasing.
Assert.Equal(TASKS_COUNT, publisher.Published.Count);
}
static void Main(string[] args)
{
var logger = new LoggerStub();
Helpers.LogCurrentMemoryUsage(logger);
var serviceClientFactory = new ServiceClientFactory(logger);
using (var testServiceClient = serviceClientFactory.CreateServiceClient <ITestService>(
"localhost"))
{
Console.WriteLine("Test service client created.");
// Warm up
const int warmUpCallsCount = 5000;
Enumerable
.Range(0, warmUpCallsCount)
.ParallelForEach(_ => SendRequestAndLogResult(testServiceClient.ServiceInstance, logger));
Console.WriteLine("Warmup done");
GC.Collect(2, GCCollectionMode.Forced);
// Thread.Sleep(TimeSpan.FromSeconds(5));
const int callsCount = 10000;
RunTests(() => TestAsyncOperations(testServiceClient.ServiceInstance, logger, callsCount), logger);
Console.WriteLine("All requests send.");
Console.ReadLine();
}
}
public void InvalidDateIsIgnored()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
DateTime unspecified = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Unspecified);
DateTime local = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Local);
controller.ProcessOrderbook(CreateOrder("btc", true, unspecified, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, local, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, DateTime.MinValue, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, DateTime.MaxValue, new VolumePrice[] { new VolumePrice()
{
Volume = 1, Price = 100
} })).Wait();
Assert.Equal(0, publisher.Published.Count);
}
public void InvalidDateIsIgnored()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryStub();
var controller = new CandleGenerationController(repo, logger, "test component", env);
DateTime unspecified = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Unspecified);
DateTime local = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Local);
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = unspecified
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = local
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = DateTime.MinValue
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "btcrub", IsBuy = true, Price = 1, Timestamp = DateTime.MaxValue
}).Wait();
Assert.Equal(0, repo.Stored.Count);
}
public static void Main(string[] args)
{
var logger = new LoggerStub();
// using (var logger = new ConsoleLoggerWrapper(new LoggerStub()))
// {
Helpers.LogCurrentMemoryUsage(logger);
// Console.ReadLine();
var messagePackSerializerFactory = new MessagePackSerializerFactory();
var rpcTcpServicePublisher = new RpcTcpServicePublisher(messagePackSerializerFactory, logger);
var defaultServiceTimeout = TimeSpan.FromMinutes(1);
var testService = new TestService(logger);
using (new DisposableCollectionHolder(
rpcTcpServicePublisher.PublishUnsecured <ITestService>(
testService,
defaultServiceTimeout)))
{
using (ServiceHostContainerFactory.Create <TestService, ITestService>())
{
Console.WriteLine("Services started. Press Enter to stop.");
Console.ReadLine();
Helpers.LogCurrentMemoryUsage(logger);
}
}
// }
Console.WriteLine("Services stopped.");
}
static void Main(string[] args)
{
var logger = new LoggerStub();
// using (var logger = new ConsoleLoggerWrapper(new LoggerStub()))
// {
Helpers.LogCurrentMemoryUsage(logger);
// Console.ReadLine();
var messagePackSerializerFactory = new MessagePackSerializerFactory();
using (var testServiceClient = ServiceClientFactory.CreateServiceClient <ITestService>(
"localhost",
logger,
messagePackSerializerFactory))
{
using (var wcfTestServiceClient = CommonWcfComponents.ServiceClient <ITestService> .Create())
{
Console.WriteLine("Test service client created.");
RunTest(wcfTestServiceClient.Service, logger);
Helpers.LogCurrentMemoryUsage(logger);
Console.WriteLine("All requests send.");
Console.ReadLine();
}
}
// }
}
public PaymentMethodServiceTests()
{
_repoMock = new MockContext <IPaymentMethodRepo>();
var repoMock = new PaymentMethodRepoMock(_repoMock);
var loggerStub = new LoggerStub <PaymentMethodService>();
_subject = new PaymentMethodService(repoMock, loggerStub);
}
public PaymentMethodsControllerTests()
{
_serviceMock = new MockContext <IPaymentMethodService>();
var repositoryMock = new PaymentMethodServiceMock(_serviceMock);
var loggerStub = new LoggerStub <PaymentMethodsController>();
_subject = new PaymentMethodsController(repositoryMock, loggerStub);
}
public ICustomStringLocalizer BuildCustomStringLocalizer()
{
ILogger loggerStub = new LoggerStub();
IStringLocalizer stringLocalizer = new JsonStringLocalizer(
"Resources", "TaskForModule5", loggerStub);
return(new CustomStringLocalizer(stringLocalizer));
}
public void NullIsIgnored()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
controller.ProcessOrderbook(null).Wait();
Assert.Equal(0, publisher.Published.Count);
}
public void NullIsIgnored()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryStub();
var controller = new CandleGenerationController(repo, logger, "test component", env);
controller.HandleQuote(null).Wait();
Assert.Equal(0, repo.Stored.Count);
}
public void QuoteIsUpdatedWhenDateIsEqualAndBestPrice()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
// BTCUSD / BUY, 1st order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 999
}, new VolumePrice()
{
Volume = 1, Price = 1000
}
})).Wait();
Assert.Equal(1, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), 1000.0));
// BTCUSD / BUY, 2nd order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 1001
}
})).Wait();
Assert.Equal(2, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), 1001.0));
// BTCRUB / SELL, 1st order
controller.ProcessOrderbook(CreateOrder("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 50
}, new VolumePrice()
{
Volume = 1, Price = 60
}
})).Wait();
Assert.Equal(3, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), 50));
// BTCRUB / SELL, 2nd order
controller.ProcessOrderbook(CreateOrder("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 40
}
})).Wait();
Assert.Equal(4, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcrub", false, Utils.ParseUtc("2017-01-02 10:10:10Z"), 40));
}
public void EmptyPricesIsIgnored()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
controller.ProcessOrderbook(CreateOrder("btc", true, Utils.ParseUtc("2017-01-01 10:10:12Z"), null)).Wait();
controller.ProcessOrderbook(CreateOrder("btc", true, Utils.ParseUtc("2017-01-01 10:10:12Z"), new VolumePrice[] { })).Wait();
Assert.Equal(0, publisher.Published.Count);
}
public void ItShouldSkipFindFirstMigrationIfVersionHigher()
{
var database = new DatabaseStub(3);
var logger = new LoggerStub();
var schema = new Schema(database, logger);
var migrator = new Migrator(schema, typeof(FirstMigration).Assembly, logger);
migrator.MigrateToLatest();
Assert.That(logger.Logs.Any(x => x.Contains(@"No Migrations Found")));
}
public void ItShouldApplyMigrationsSinceLastVersionAndUpdateSchemaTable()
{
var database = new DatabaseStub();
var logger = new LoggerStub();
var schema = new Schema(database, logger);
var migrator = new Migrator(schema, typeof(FirstMigration).Assembly, logger);
migrator.MigrateToLatest();
Assert.That(database.Statements.Any(x => x.Contains("FirstMigration")));
}
public void ItShouldNotApplyMigrationsSinceLastVersionWhenVersionBiggerThanMigration()
{
var database = new DatabaseStub(3);
var logger = new LoggerStub();
var schema = new Schema(database, logger);
var migrator = new Migrator(schema, typeof(FirstMigration).Assembly, logger);
migrator.MigrateToLatest();
Assert.That(database.Statements.Any(x => x.Contains("FirstMigration")), Is.False);
}
public void ItShouldInformIfNoMigrationsFoundInAssembly()
{
var database = new DatabaseStub();
var logger = new LoggerStub();
var schema = new Schema(database, logger);
var migrator = new Migrator(schema, typeof(Schema).Assembly, logger);
migrator.MigrateToLatest();
Assert.That(logger.Logs.Any(x => x.Contains(@"No Migrations Found")));
}
public void NoExceptionExpectedOnMultithread()
{
var logger = new LoggerStub();
var candlesRepo = new CandleHistoryRepositoryStub();
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = "btcusd", Accuracy = 5
}
});
var controller = new CandleGenerationController(candlesRepo, logger, "test component", env);
// Cancel after 1 sec
CancellationTokenSource tokenSource = new CancellationTokenSource(TimeSpan.FromSeconds(2));
CancellationToken token = tokenSource.Token;
int consumeCalledTimes = 0;
int tickCalledTimes = 0;
// Call Consume and Tick methods at the same time repeatedly and check that there was no exception.
Task producing = Task.Run(async() =>
{
while (!token.IsCancellationRequested)
{
await controller.HandleQuote(new Quote()
{
AssetPair = "btcusd",
IsBuy = true,
Price = 100,
Timestamp = DateTime.UtcNow
});
await Task.Delay(50);
Interlocked.Increment(ref consumeCalledTimes);
}
}, token);
Task timer = Task.Run(() =>
{
while (!token.IsCancellationRequested)
{
controller.Tick();
Interlocked.Increment(ref tickCalledTimes);
}
}, token);
Task.WaitAll(producing, timer);
Assert.True(consumeCalledTimes > 0);
Assert.True(tickCalledTimes > 0);
Assert.True(candlesRepo.Stored.Count > 0);
}
public void CheckMinutesGeneration()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryResolver((string asset, string tableName) =>
{
return(CreateStorage <CandleTableEntity>(asset, tableName, logger));
});
DateTime dt = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Utc);
const string asset1 = "btcusd";
// 1. Prepare incoming quotes
//
IEnumerable <Quote> quotes = new Quote[]
{
// Asset 1
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 1, Timestamp = dt
}, // Second 1 // Day 1
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 2, Timestamp = dt.AddMinutes(1)
},
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 3, Timestamp = dt.AddMinutes(2)
}, // Second 2
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 4, Timestamp = dt.AddMinutes(3)
}, // Second 2
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 5, Timestamp = dt.AddMinutes(4)
}, // Second 3
};
// 2. Process incoming quotes
//
ProcessAllQuotes(quotes, repo, logger);
// ... check for errors
Assert.Equal(0, logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info).Count());
// 3. Read candles with repository and check count of generated candles
//
CheckCountGenerated(repo, dt.AddDays(-1), dt.AddDays(1), new[] {
new { Asset = asset1, Interval = TimeInterval.Sec, PriceType = PriceType.Bid, CountExpected = 5 },
new { Asset = asset1, Interval = TimeInterval.Minute, PriceType = PriceType.Bid, CountExpected = 5 }
});
}
public void ItShouldNotUpdateSchemaVersionTo1IfMigrationNotApplicable()
{
var database = new DatabaseStub(3);
var logger = new LoggerStub();
var schema = new Schema(database, logger);
var migrator = new Migrator(schema, typeof(FirstMigration).Assembly, logger);
migrator.MigrateToLatest();
Assert.That(database.Statements.Any(x => x.Contains(@"INSERT INTO [dbo].[SchemaInfo]
([Version])
VALUES
(1)")), Is.False);
}
public TestServiceClient(string hostName, int port, ISerializerFactory serializerFactory)
{
var logger = new LoggerStub();
_serviceDescriptor = ServiceDescriptor.Of <ITestService>();
_serializerFactory = serializerFactory;
_tcpClient = new UnprotectedRpcTcpClient(
hostName,
port,
new StalePooledObjectsCleaner(logger),
new DateTimeProvider(),
_serializerFactory,
logger,
null);
}
public void EmptyAssetIsIgnored()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryStub();
var controller = new CandleGenerationController(repo, logger, "test component", env);
controller.HandleQuote(new Quote()
{
AssetPair = null, IsBuy = true, Price = 1, Timestamp = Utils.ParseUtc("2017-01-01 10:10:10Z")
}).Wait();
controller.HandleQuote(new Quote()
{
AssetPair = "", IsBuy = true, Price = 1, Timestamp = Utils.ParseUtc("2017-01-01 10:10:10Z")
}).Wait();
Assert.Equal(0, repo.Stored.Count);
}
public void GeneratedQuotesHaveUtcKind()
{
LoggerStub logger = new LoggerStub();
QuotePublisherStub publisher = new QuotePublisherStub();
QuoteFeedController controller = new QuoteFeedController(publisher, logger);
// BTCUSD / BUY, 1st order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 999
}, new VolumePrice()
{
Volume = 1, Price = 1000
}
})).Wait();
Assert.Equal(1, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:10Z"), 1000.0));
// BTCUSD / BUY, 2nd order
controller.ProcessOrderbook(CreateOrder("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:11Z"), new[] {
new VolumePrice()
{
Volume = 1, Price = 1001
}, new VolumePrice()
{
Volume = 1, Price = 999
}
})).Wait();
Assert.Equal(2, publisher.Published.Count);
publisher.Published.Last().Equals(CreateQuote("btcusd", true, Utils.ParseUtc("2017-01-01 10:10:11Z"), 1001.0));
/// Check Kind
foreach (var quote in publisher.Published)
{
Assert.Equal(0, quote.Timestamp.Kind.CompareTo(DateTimeKind.Utc));
}
}
public void ControllerHandlesRepositoryExceptions()
{
const string asset1 = "btcusd";
DateTime dt = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Utc);
var logger = new LoggerStub();
ClearTable(asset1, new string[] { "sec", "minute", "min30", "hour", "day", "week", "month" });
var repo = new CandleHistoryRepositoryResolver((string asset, string tableName) =>
{
return(CreateStorage <CandleTableEntity>(asset, tableName, logger, 2, clear: false));
});
// 2. Process incoming quotes
//
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = asset1, Accuracy = 3
}
});
var controller = new CandleGenerationController(repo, logger, "test component", env);
for (int i = 0; i < 5; i++)
{
var tasks = new List <Task>();
// pass a quote and signal controller to process quotes
var q = new Quote()
{
AssetPair = asset1, IsBuy = true, Price = i + 1, Timestamp = dt.AddMinutes(i)
};
var task = controller.HandleQuote(q);
tasks.Add(task);
Task.WaitAll(tasks.ToArray());
// ... signal controller to process quotes
controller.Tick();
int counter = 0;
while (counter < 60)
{
Task.Delay(1000).Wait(); // Wait while produce task is finished.
if (controller.QueueLength == 0)
{
break;
}
counter++;
}
}
Assert.Equal(0, controller.QueueLength);
controller.Stop();
// ... check for errors
//Assert.Equal(0, logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info).Count());
var logs = logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info);
// 3. Read candles with repository and check count of generated candles
//
IEnumerable <IFeedCandle> candles = repo.GetCandlesAsync(asset1, TimeInterval.Minute, PriceType.Bid, dt.AddDays(-1), dt.AddDays(1)).Result;
Assert.Equal(5, candles.Count());
candles = repo.GetCandlesAsync(asset1, TimeInterval.Sec, PriceType.Bid, dt.AddDays(-1), dt.AddDays(1)).Result;
Assert.Equal(5, candles.Count());
}
public void Setup()
{
this.MockLogger = LoggerStub.GetLogger();
this.CallService = new SafeCallService(this.MockLogger.Object);
}
public void QuotesSortedByAssetAndBuy()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryResolver((string asset, string tableName) =>
{
return(CreateStorage <CandleTableEntity>(asset, tableName, logger));
});
DateTime dt = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Utc);
const string asset1 = "btcusd";
const string asset2 = "btcrub";
// 1. Prepare incoming quotes
//
IEnumerable <Quote> quotes = new Quote[]
{
// Asset 1
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 101, Timestamp = dt
}, // Second 1 // Day 1
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 101, Timestamp = dt.AddMilliseconds(1)
},
new Quote()
{
AssetPair = asset1, IsBuy = true, Price = 100, Timestamp = dt.AddSeconds(2)
}, // Second 2
new Quote()
{
AssetPair = asset1, IsBuy = false, Price = 100, Timestamp = dt.AddSeconds(10)
}, // Second 3
// Asset 2
new Quote()
{
AssetPair = asset2, IsBuy = true, Price = 101, Timestamp = dt.AddDays(1)
}, // Second 1 // Day 2
new Quote()
{
AssetPair = asset2, IsBuy = true, Price = 101, Timestamp = dt.AddDays(1).AddMilliseconds(1)
},
new Quote()
{
AssetPair = asset2, IsBuy = true, Price = 100, Timestamp = dt.AddDays(1).AddSeconds(2)
}, // Second 2
new Quote()
{
AssetPair = asset2, IsBuy = false, Price = 100, Timestamp = dt.AddDays(1).AddSeconds(10)
}, // Second 3
};
// 2. Process incoming quotes
//
ProcessAllQuotes(quotes, repo, logger);
// ... check for errors
Assert.Equal(0, logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info).Count());
// 3. Read candles with repository and check count of generated candles
//
#region "Validation"
CheckCountGenerated(repo, dt.AddDays(-1), dt.AddDays(1), new[] {
new { Asset = asset1, Interval = TimeInterval.Sec, PriceType = PriceType.Bid, CountExpected = 2 },
new { Asset = asset1, Interval = TimeInterval.Minute, PriceType = PriceType.Bid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Min30, PriceType = PriceType.Bid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Hour, PriceType = PriceType.Bid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Day, PriceType = PriceType.Bid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Month, PriceType = PriceType.Bid, CountExpected = 1 }
});
CheckCountGenerated(repo, new DateTime(2016, 12, 26), dt.AddDays(1), new[] {
new { Asset = asset1, Interval = TimeInterval.Week, PriceType = PriceType.Bid, CountExpected = 1 }
});
CheckCountGenerated(repo, dt.AddDays(-1), dt.AddDays(1), new[] {
new { Asset = asset1, Interval = TimeInterval.Sec, PriceType = PriceType.Ask, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Minute, PriceType = PriceType.Ask, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Min30, PriceType = PriceType.Ask, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Hour, PriceType = PriceType.Ask, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Day, PriceType = PriceType.Ask, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Month, PriceType = PriceType.Ask, CountExpected = 1 }
});
CheckCountGenerated(repo, new DateTime(2016, 12, 26), dt.AddDays(1), new[] {
new { Asset = asset1, Interval = TimeInterval.Week, PriceType = PriceType.Ask, CountExpected = 1 }
});
CheckCountGenerated(repo, dt.AddDays(-1), dt.AddDays(1), new[] {
new { Asset = asset1, Interval = TimeInterval.Sec, PriceType = PriceType.Mid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Minute, PriceType = PriceType.Mid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Min30, PriceType = PriceType.Mid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Hour, PriceType = PriceType.Mid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Day, PriceType = PriceType.Mid, CountExpected = 1 },
new { Asset = asset1, Interval = TimeInterval.Month, PriceType = PriceType.Mid, CountExpected = 1 }
});
CheckCountGenerated(repo, new DateTime(2016, 12, 26), dt.AddDays(1), new[] {
new { Asset = asset1, Interval = TimeInterval.Week, PriceType = PriceType.Mid, CountExpected = 1 }
});
#endregion
}
public void CandlesAreInsertedAndMerged()
{
var logger = new LoggerStub();
var repo = new CandleHistoryRepositoryResolver((string ast, string tableName) =>
{
return(CreateStorage <CandleTableEntity>(ast, tableName, logger));
});
DateTime dt = new DateTime(2017, 1, 1, 0, 0, 0, DateTimeKind.Utc);
const string asset = "btcusd";
// 1. Prepare incoming quotes
//
IEnumerable <Quote> quotes = new Quote[]
{
new Quote()
{
AssetPair = asset, IsBuy = true, Price = 101, Timestamp = dt
}, // Second 1
};
// 2. Process incoming quotes
//
ProcessAllQuotes(quotes, repo, logger);
// ... check for no errors
Assert.Equal(0, logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info).Count());
// 3. Read candles with repository and check count of generated candles
//
CheckCountGenerated(repo, dt.AddDays(-1), dt.AddDays(1), new[] {
new { Asset = asset, Interval = TimeInterval.Sec, PriceType = PriceType.Bid, CountExpected = 1 }
});
// 4. Send more quotes that should generate two candles. One candle should be merged and one candle should be added.
//
IEnumerable <Quote> quotes2 = new Quote[]
{
new Quote()
{
AssetPair = asset, IsBuy = true, Price = 102, Timestamp = dt
}, // Second 1 (updated)
new Quote()
{
AssetPair = asset, IsBuy = true, Price = 103, Timestamp = dt.AddSeconds(1)
}, // Second 2
};
ProcessAllQuotes(quotes2, repo, logger);
// ... check for no errors
Assert.Equal(0, logger.Log.Where(rec => rec.Severity != LoggerStub.Severity.Info).Count());
// 5. Validate merging
//
var candles = repo.GetCandlesAsync(asset, TimeInterval.Sec, PriceType.Bid, dt.AddDays(-1), dt.AddDays(1)).Result.ToArray();
Assert.Equal(2, candles.Length);
// ! Low value is from the first quote
Assert.True(candles[0].IsEqual(new FeedCandle()
{
Open = 102, Close = 102, High = 102, Low = 101, IsBuy = true, DateTime = dt
}));
Assert.True(candles[1].IsEqual(new FeedCandle()
{
Open = 103, Close = 103, High = 103, Low = 103, IsBuy = true, DateTime = dt.AddSeconds(1)
}));
}
private static void ProcessAllQuotes(IEnumerable <Quote> quotes, ICandleHistoryRepository repo, LoggerStub logger)
{
var env = new EnvironmentStub(new List <AssetPair>()
{
new AssetPair()
{
Id = "btcusd", Accuracy = 3
},
//new AssetPair() { Id = "btcrub", Accuracy = 3 }
});
var controller = new CandleGenerationController(repo, logger, "test component", env);
var tasks = new List <Task>();
foreach (var quote in quotes)
{
var task = controller.HandleQuote(quote);
tasks.Add(task);
}
Task.WaitAll(tasks.ToArray());
// ... signal controller to process quotes
controller.Tick();
int counter = 0;
while (counter < 5)
{
Task.Delay(1000).Wait(); // Wait while produce task is finished.
if (controller.QueueLength == 0)
{
break;
}
counter++;
}
Assert.Equal(0, controller.QueueLength);
}