public void Init()
{
_log = Substitute.For <ILog>();
_dateCalculator = Substitute.For <IDateCalculator>();
_powerService = Substitute.For <IPowerService>();
_positionAggregator = Substitute.For <IPositionAggregator>();
_fileNameGenerator = Substitute.For <IFileNameGenerator>();
_reportContentWriter = Substitute.For <IReportContentWriter>();
_file = Substitute.For <IFile>();
_reportGenerator = new ReportGenerator(_log, _dateCalculator, _powerService, _positionAggregator, _fileNameGenerator, _reportContentWriter, _file);
_reportFolder = @"C:\Temp\";
_dates = new DateResult {
ExtractDateTime = new DateTime(2015, 10, 5, 23, 34, 0), RequestDate = new DateTime(2015, 10, 6)
};
_powerTradeOne = new PowerTrade();
_powerTradeTwo = new PowerTrade();
_powerTrades = new[] { _powerTradeOne, _powerTradeTwo };
_powerPosition = new PowerPosition(_dates.RequestDate);
_fileName = "PowerPositions.csv";
_content = "Local time, Volume etc";
_dateCalculator.Calculate().Returns(_dates);
_powerService.GetTrades(_dates.RequestDate).Returns(_powerTrades);
_positionAggregator.Aggregate(_dates.RequestDate, Arg.Is <List <PowerTrade> >(x => x[0] == _powerTradeOne && x[1] == _powerTradeTwo)).Returns(_powerPosition);
_fileNameGenerator.Generate(_dates.ExtractDateTime).Returns(_fileName);
_reportContentWriter.Write(_powerPosition).Returns(_content);
}
public void When_Positions_Have_The_Same_Period_Then_Are_Sumed()
{
//Arrange
var powerService = Substitute.For <IPowerService>();
var exporter = Substitute.For <IReportExporter>();
var dataProvider = new FakeReportDateProvider();
var sut = new InterDayReportGenerator(powerService, exporter, dataProvider);
var firstPowerTrade = PowerTrade.Create(new DateTime(2016, 11, 05), 24);
var secondPowerTrade = PowerTrade.Create(new DateTime(2016, 11, 05), 24);
var trades = new[] { firstPowerTrade, secondPowerTrade };
for (int k = 0; k < trades.Length; k++)
{
for (int i = 0; i < trades[k].Periods.Length; i++)
{
trades[k].Periods[i].Volume = i;
}
}
dataProvider.WithCurrentDateAndTime(new DateTime(2016, 11, 05));
powerService.GetTradesAsync(new DateTime(2016, 11, 05)).Returns(trades);
//Act
Task.Factory.StartNew(async() => await sut.CreateReportAsync(1, ""), CancellationToken.None, TaskCreationOptions.None, BackgroundScheduler.Default);
//Assert
exporter.Received().Export(Arg.Any <string>(), Arg.Any <DateTime>(), Arg.Is <InterdayPowerReportPosition[]>(o => o.Length == 24 && o[6].Volume == 12));
}
public void WillSumAllTradePeriodsAndSetOnPosition()
{
var tradeOne = PowerTrade.Create(new DateTime(2015, 1, 3), 24);
for (int i = 0; i < 24; i++)
{
tradeOne.Periods[i].Volume = 10;
}
var tradeTwo = PowerTrade.Create(new DateTime(2015, 1, 3), 24);
for (int i = 0; i < 24; i++)
{
tradeTwo.Periods[i].Volume = -5;
}
_trades.Add(tradeOne);
_trades.Add(tradeTwo);
var position = _aggregator.Aggregate(_date, _trades);
Assert.IsNotNull(position);
Assert.AreEqual(24, position.Periods.Length);
for (int i = 0; i < position.Periods.Length; i++)
{
Assert.AreEqual(5, position.Periods[i].Volume);
}
}
public void Init()
{
_log = Substitute.For<ILog>();
_dateCalculator = Substitute.For<IDateCalculator>();
_powerService = Substitute.For<IPowerService>();
_positionAggregator = Substitute.For<IPositionAggregator>();
_fileNameGenerator = Substitute.For<IFileNameGenerator>();
_reportContentWriter = Substitute.For<IReportContentWriter>();
_file = Substitute.For<IFile>();
_reportGenerator = new ReportGenerator(_log, _dateCalculator, _powerService, _positionAggregator, _fileNameGenerator, _reportContentWriter, _file);
_reportFolder = @"C:\Temp\";
_dates = new DateResult { ExtractDateTime = new DateTime(2015, 10, 5, 23, 34, 0), RequestDate = new DateTime(2015, 10, 6) };
_powerTradeOne = new PowerTrade();
_powerTradeTwo = new PowerTrade();
_powerTrades = new[] { _powerTradeOne, _powerTradeTwo };
_powerPosition = new PowerPosition();
_fileName = "PowerPositions.csv";
_content = "Local time, Volume etc";
_dateCalculator.Calculate().Returns(_dates);
_powerService.GetTrades(_dates.RequestDate).Returns(_powerTrades);
_positionAggregator.Aggregate(_dates.RequestDate, Arg.Is<List<PowerTrade>>(x => x[0] == _powerTradeOne && x[1] == _powerTradeTwo)).Returns(_powerPosition);
_fileNameGenerator.Generate(_dates.ExtractDateTime).Returns(_fileName);
_reportContentWriter.Write(_powerPosition).Returns(_content);
}
private static void ExportTradeToCSV(PowerTrade pTrade, string pCSVFilePath, bool pAppend)
{
if (!string.IsNullOrEmpty(pCSVFilePath))
{
using (CsvWriter writer = new CsvWriter(pCSVFilePath, pAppend, ','))
{
if (!pAppend)
{
CsvRow row = new CsvRow();
row.Add("LocalTime");
row.Add("Volume");
writer.WriteRow(row);
}
foreach (PowerPeriod period in pTrade.Periods)
{
CsvRow row = new CsvRow();
row.Add(ConvertPeriodToTime(period.Period));
row.Add(period.Volume);
writer.WriteRow(row);
}
}
}
else
{
throw new Exception("CSV file path was empty");
}
}
public void ValidateInvalidPowerTrades()
{
var powerTrades = new PowerTrades {
Day = SummerDay, Trades = new[] { PowerTrade.Create(SummerDay.DateTime, 24), PowerTrade.Create(SummerDay.DateTime, 23) }
};
Assert.Throws <ArgumentException>(() => PositionReport.ValidateTrades(powerTrades));
}
public void WillThrowAnExceptionIfAnyTradesDoNotHaveTwentyFourPeriods()
{
var tradeOne = PowerTrade.Create(new DateTime(2015, 1, 3), 24);
var tradeTwo = PowerTrade.Create(new DateTime(2015, 1, 3), 20);
_trades.Add(tradeOne);
_trades.Add(tradeTwo);
_aggregator.Aggregate(_date, _trades);
}
public void BuildPositionOnePowerTrade()
{
var powerTrade = PowerTrade.Create(SummerDay.DateTime, 24);
var trades = new PowerTrades {
Day = SummerDay, Trades = new[] { powerTrade }
};
var actual = PositionReport.BuildPosition(trades);
var expectedPeriods = powerTrade.Periods;
Assert.That(actual.Day, Is.EqualTo(trades.Day));
CollectionAssert.AreEqual(expectedPeriods, actual.Periods, new PowerPeriodComparer(0.0001));
}
private PowerTrade GetTrade(DateTime theDate, int numPeriods, double[] volumes)
{
var trade = PowerTrade.Create(theDate, 24);
for (int i = 1; i <= 24; i++)
{
var period = trade.Periods[i - 1];
period.Volume = volumes[i - 1];
}
return(trade);
}
private List <PowerTrade> SampleTrades(DateTime datetime)
{
var trades = new List <PowerTrade>()
{
PowerTrade.Create(datetime.AddMinutes(1), 24),
PowerTrade.Create(datetime.AddMinutes(2), 24)
};
trades[0].Periods[0].Volume = 100;
trades[1].Periods[0].Volume = 50;
return(trades);
}
public void AddPowerTrade(PowerTrade powerTrade)
{
if (powerTrade.Date != ReportDate.Date)
{
throw new ArgumentException("PowerTrade has different date than report. Expected date is: " + ReportDate.Date + " trades date is: " + powerTrade.Date);
}
for (int i = 0; i < powerTrade.Periods.Length; i++)
{
var period = powerTrade.Periods[i];
_accumulatedVolumes[period.Period] += period.Volume;
}
}
public void ValidateValidPowerTrades()
{
var powerTrades = new PowerTrades {
Day = SummerDay, Trades = Enumerable.Range(1, 2).Select(i => PowerTrade.Create(SummerDay.DateTime, 24)).ToArray()
};
var actual = PositionReport.ValidateTrades(powerTrades);
Assert.That(actual.Day, Is.EqualTo(powerTrades.Day));
for (var i = 0; i < powerTrades.Trades.Count(); i++)
{
CollectionAssert.AreEqual(actual.Trades[i].Periods, powerTrades.Trades[i].Periods, new PowerPeriodComparer(0.0001));
}
}
private PowerTrade CreatePowerTrade(DateTimeOffset day, int numberOfPeriods)
{
var powerTrade = PowerTrade.Create(day.DateTime, numberOfPeriods);
for (var i = 0; i < numberOfPeriods; i++)
{
powerTrade.Periods[i] = new PowerPeriod {
Period = i + 1, Volume = i
}
}
;
return(powerTrade);
}
}
public static PowerTrade GetPowerTrade3()
{
var date = new DateTime(2017, 12, 13);
var pt = PowerTrade.Create(date, 24);
for (var i = 0; i < 24; i++)
{
pt.Periods[i] = new PowerPeriod
{
Period = i + 1,
Volume = (i + 1) * 30
};
}
return(pt);
}
public void When_Report_Is_Scheduled_Then_Power_Service_Is_Called()
{
//Arrange
var powerService = Substitute.For <IPowerService>();
var exporter = Substitute.For <IReportExporter>();
var dataProvider = new FakeReportDateProvider();
var sut = new InterDayReportGenerator(powerService, exporter, dataProvider);
var powerTrade = PowerTrade.Create(new DateTime(2016, 11, 06), 24);
powerService.GetTradesAsync(new DateTime(2016, 11, 07)).Returns(new[] { powerTrade });
//Act
Task.Factory.StartNew(async() => await sut.CreateReportAsync(1, ""), CancellationToken.None, TaskCreationOptions.None, BackgroundScheduler.Default);
//Assert
powerService.Received(1).GetTradesAsync(Arg.Any <DateTime>());
}
/// <summary>
/// Aggregates the power trades for a day into the position.
/// </summary>
/// <param name="trades">The power trades for a day.</param>
/// <returns>The position.</returns>
public static Position BuildPosition(PowerTrades trades)
{
var settlementDay = Helpers.SettlementDay(trades.Day);
var seed = PowerTrade.Create(trades.Day.DateTime, settlementDay.NumberOfPeriods);
var periods =
trades.Trades.Select(t => t.Periods)
.Aggregate(seed.Periods,
(periods1, periods2) =>
periods1.Zip(periods2,
(period1, period2) => new PowerPeriod {
Period = period1.Period, Volume = period1.Volume + period2.Volume
})
.ToArray());
return(new Position {
Day = trades.Day, Periods = periods
});
}
public void When_Report_Is_Crashed_And_Recover_Then_Report_Generated()
{
//Arrange
var powerService = Substitute.For <IPowerService>();
var exporter = Substitute.For <IReportExporter>();
var dataProvider = new FakeReportDateProvider();
var sut = new InterDayReportGenerator(powerService, exporter, dataProvider);
dataProvider.WithCurrentDateAndTime(new DateTime(2016, 11, 06, 23, 00, 00));
var powerTrade = PowerTrade.Create(new DateTime(2016, 11, 07), 24);
powerService.GetTradesAsync(Arg.Any <DateTime>()).Returns(x => throw new ArgumentException(), x => new[] { powerTrade });
//Act
Task.Factory.StartNew(async() => await sut.CreateReportAsync(3, ""), CancellationToken.None, TaskCreationOptions.None, BackgroundScheduler.Default);
//Assert
powerService.Received(2).GetTradesAsync(Arg.Any <DateTime>());
}
/// <summary>
/// Fetch trades and generate CSV file for captured trades
/// </summary>
/// <param name="pTradeDate"></param>
public static void RunTrades(DateTime pTradeDate)
{
try
{
string FilePath = string.Format("{0}PowerPosition_{1}.csv", ConfigurationManager.AppSettings["csvFilePath"], pTradeDate.ToString("yyyyMMdd_HHmm"));
PowerService _powerService = new PowerService();
List <PowerTrade> powerTrades = new List <PowerTrade>();
powerTrades.AddRange(_powerService.GetTrades(pTradeDate));
PowerTrade result = PowerTrade.Create(pTradeDate, 24);// creating 24 power period for 24 hrs trades
foreach (var item in powerTrades)
{
foreach (PowerPeriod power in item.Periods)
{
var pow = result.Periods.FirstOrDefault(x => x.Period == power.Period);
if (pow != null)
{
pow.Volume += power.Volume;
}
}
}
//Sample code for verifying the total result
int _counter = 1;
foreach (PowerTrade p in powerTrades)
{
ExportTradeToCSV(p, FilePath.Replace(".csv", string.Format("_{0}.csv", _counter)), false);
_counter++;
}
ExportTradeToCSV(result, FilePath, false);
}
catch (Exception ex)
{
EventLogger.WriteEntry(string.Format("Trade capturing failed at {0}.\n Failure Reason : {1}", pTradeDate.ToString(), ex.Message));
}
}
public void When_PowerTrade_Has_The_Same_Date_As_Report_Then_Is_Calculated()
{
var powerService = Substitute.For <IPowerService>();
var exporter = Substitute.For <IReportExporter>();
var dataProvider = new FakeReportDateProvider();
var sut = new InterDayReportGenerator(powerService, exporter, dataProvider);
var powerTrade = PowerTrade.Create(new DateTime(2016, 11, 07), 24);
for (int i = 0; i < powerTrade.Periods.Length; i++)
{
powerTrade.Periods[i].Volume = i;
}
dataProvider.WithCurrentDateAndTime(new DateTime(2016, 11, 07));
powerService.GetTradesAsync(new DateTime(2016, 11, 07)).Returns(new[] { powerTrade });
//Act
Task.Factory.StartNew(async() => await sut.CreateReportAsync(1, ""), CancellationToken.None, TaskCreationOptions.None, BackgroundScheduler.Default);
//Assert
exporter.Received().Export(Arg.Any <string>(), Arg.Any <DateTime>(), Arg.Is <InterdayPowerReportPosition[]>(o => o.Length == 24 && o[6].Volume == 6));
}
public async Task Returns_Correctly_Mapped_Periods_In_Trades()
{
var inputDate = DateTime.UtcNow;
var availableTrade1 = PowerTrade.Create(inputDate, 5);
var availableTrades = new[]
{
availableTrade1,
};
var mockService = new Mock <IPowerService>();
mockService.Setup(svc => svc.GetTradesAsync(inputDate))
.ReturnsAsync(availableTrades);
var sut = new PowerServiceAdapter(mockService.Object);
var trades = await sut.GetTradesAsync(inputDate);
var actualTrade1 = trades.Single();
actualTrade1.Date.Should().Be(inputDate, "Service and Adapter DTOs must have the same date.");
actualTrade1.Periods.Length.Should().Be(5, "Adapter DTO period counter must match Service DTO");
var actualPeriod1 = actualTrade1.Periods.Select(p => new
{
P = p.Period,
V = p.Volume
}).ToArray();
var expectedPeriod1 = availableTrade1.Periods.Select(p => new
{
P = p.Period,
V = p.Volume
}).ToArray();
actualPeriod1.ShouldBeEquivalentTo(expectedPeriod1);
}
public async Task Returns_All_Available_Trades()
{
var inputDate = DateTime.UtcNow;
var availableTrade1 = PowerTrade.Create(inputDate, 0);
var availableTrade2 = PowerTrade.Create(inputDate, 5);
var availableTrades = new[]
{
availableTrade1,
availableTrade2,
};
var mockService = new Mock <IPowerService>();
mockService.Setup(svc => svc.GetTradesAsync(inputDate))
.ReturnsAsync(availableTrades);
var sut = new PowerServiceAdapter(mockService.Object);
var trades = await sut.GetTradesAsync(inputDate);
trades.Count.Should().Be(availableTrades.Length, "Service and Adapter DTOs count must match.");
}
public async Task Returns_Same_Structured_Trades()
{
var inputDate = DateTime.UtcNow;
var availableTrade1 = PowerTrade.Create(inputDate, 0);
var availableTrades = new[]
{
availableTrade1,
};
var mockService = new Mock <IPowerService>();
mockService.Setup(svc => svc.GetTradesAsync(inputDate))
.ReturnsAsync(availableTrades);
var sut = new PowerServiceAdapter(mockService.Object);
var trades = await sut.GetTradesAsync(inputDate);
var actualTrade1 = trades.Single();
actualTrade1.Date.Should().Be(inputDate, "Service and Adapter DTOs must have the same date.");
actualTrade1.Periods.Length.Should().Be(availableTrade1.Periods.Length, "Adapter DTO period counter must match Service DTO");
}
private List <PowerTrade> GeneratePowerPeriods(int totalTrades, int totalPeriods, double volumeFactor)
{
List <PowerTrade> testTrades = Enumerable.Range(0, totalTrades).Select(index => PowerTrade.Create(DateTime.Now, totalPeriods)).ToList();
foreach (var trade in testTrades)
{
for (int i = 1; i <= totalPeriods; i++)
{
trade.Periods[i - 1].Period = i;
trade.Periods[i - 1].Volume = 1 * volumeFactor;
}
}
return(testTrades);
}
public PowerTradeAdapter(PowerTrade powerTrade)
{
this.powerTrade = powerTrade;
}