public void ExecuteTest_MultipleSecurites()
{
//Create replay manager
Benchmark benchmark = new Benchmark("ExecuteTest_MultipleSecurites");
var replayManager = new SparkAPI.Data.ApiEventFeedReplay(@"Data\TestData\ASX_Event_20121231.txt");
//Add securities
replayManager.AddSecurity("QWN");
replayManager.AddSecurity("QNA");
replayManager.AddSecurity("QPN");
//Execute replay
replayManager.Execute();
benchmark.WriteToConsole();
//Validate replay
Assert.AreEqual(0, replayManager.Securities["QWN"].Trades.Count);
Assert.AreEqual(0, replayManager.Securities["QNA"].Trades.Count);
Assert.AreEqual(0, replayManager.Securities["QPN"].Trades.Count);
}
public void ExecuteTest_SingleSecurity()
{
//Execute replay
var replayManager = new SparkAPI.Data.ApiEventFeedReplay(@"Data\TestData\AHD_Event_20120426.txt");
var security = new SparkAPI.Market.Security("AHD");
replayManager.AddSecurity(security);
replayManager.Execute();
//Validate replay
Assert.AreEqual(40, security.Trades.Count);
}
public void ExecuteTest_SingleSecurity_Verbose()
{
//Create an event feed using replay from file
var replayManager = new SparkAPI.Data.ApiEventFeedReplay(@"Data\TestData\AHD_Event_20120426.txt");
//Create a security to receive the event feed
var security = new SparkAPI.Market.Security("AHD");
replayManager.AddSecurity(security);
//Add event handlers to write each trade and quote update to console
security.OnTradeUpdate += (sender, args) => Console.WriteLine("TRADE\t" + args.Value.ToString());
security.OnQuoteUpdate += (sender, args) => Console.WriteLine("QUOTE\t" + args.Value.ToString());
//Initiate the event replay
replayManager.Execute();
}