public void Two_Day_Query_Less_than_24hrs_Returns_Single_Query() { var testParams = _setups.TwoDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); Assert.AreEqual(1, response.Count); }
public void Query_Returns_List_of_Type_ITickDataQuery() { var testParams = _setups.TestParams_End_Before_Start(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); Assert.IsInstanceOfType(response, typeof(List <ITickDataQuery>)); }
public void Throw_ArgumentNullException_When_EndDate_Is_Null() { var testParams = _setups.TestParamsMissingDates(); testParams.StartDate = new DateTime(2012, 1, 4, 12, 0, 0); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); }
public void Throw_ArgumentNullException_When_Security_Is_Null() { var testParams = _setups.TwoDayTestParams(); testParams.Security = default(string); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); }
public void Two_Day_Query_25hrs_over_3_Days_Returns_List_With_Count_of_3() { var testParams = _setups.TwoDayTestParams25hrs(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); Assert.AreEqual(3, response.Count); }
public void EndDate_Equals_StartDate_Returns_List_With_Count_of_0() { var testParams = _setups.TestParams_End_Equal_Start(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); Assert.AreEqual(0, response.Count); }
public void Single_Day_Query_Returns_List_With_Count_of_1() { var testParams = _setups.OneDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); Assert.AreEqual(1, response.Count); }
public void Two_Day_Query_Returns_Query_With_Corrct_Start_DateTime() { var testParams = _setups.TwoDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); var firstQuery = (ITickDataQuery)response[0]; Assert.AreEqual(testParams.StartDate, firstQuery.StartDate); }
public void Two_Day_Query_Returns_Query_With_Corrct_End_DateTime() { var testParams = _setups.TwoDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); var lastQuery = (ITickDataQuery)response[response.Count - 1]; Assert.AreEqual(testParams.EndDate, lastQuery.EndDate); }
public void When_Query_Parmas_Fields_List_is_Null_Or_Empty_Populate_with_Defaults() { var testParams = _setups.TwoDayTestParams(); var testParamsNoFields = _setups.TwoDayTestParamsWithoutFields(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParamsNoFields); var lastQuery = (ITickDataQuery)response[response.Count - 1]; CollectionAssert.AreEqual(testParams.Fields, lastQuery.Fields); }
public void t_Is_Set_To_Default() { var testParams = _setups.OneDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); var BBHist = new BloombergHistTickDataHandler(); BBHist.AddDataQueries(response); Assert.AreEqual(_setups.serverPort, BBHist.SessionOptions.ServerPort); }
public void After_Instance_Creation_TickDataQueries_List_is_Not_Empty() { var testParams = _setups.OneDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); var BBHist = new BloombergHistTickDataHandler(); BBHist.AddDataQueries(response); Assert.AreNotEqual(0, BBHist.TickDataQueries.Count); }
public void After_Instance_Creation_TickDataQueries_is_Not_Null() { var testParams = _setups.OneDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); var BBHist = new BloombergHistTickDataHandler(); BBHist.AddDataQueries(response); Assert.IsNotNull(BBHist.TickDataQueries); }
public void Default_Mode_Is_Set_To_Asynchronous() { var testParams = _setups.OneDayTestParams(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); var BBHist = new BloombergHistTickDataHandler(); BBHist.AddDataQueries(response); Assert.IsTrue(BBHist.Asynchronous); }
public void AddDataQueries(List <ITickDataQuery> queries) { if (queries == null || queries.Count == 0) { throw new ArgumentNullException("(List<TickDataQuery>", "TickDataQueries list must contain at least one query"); } if (TickDataQueries.Count < 1) { TickDataQueries = queries; } else { foreach (var query in queries) { TickDataQueries.Add(query); } } }
private void initializeDataHandler() { var queryGenerator = new TickDataQueries(); var start = new DateTime(2013, 7, 1, 00, 00, 00); var end = start.AddDays(1).AddTicks(-1); // new DateTime(2013, 7, 23, 23, 59, 59); setUpInsturment(start, end, "NKU3 Index", Security.SecurityType.IndexFuture); setUpInsturment(start, end, "NOU3 Index", Security.SecurityType.IndexFuture); setUpInsturment(start, end, "NIU3 Index", Security.SecurityType.IndexFuture); setUpInsturment(start, end, "TPU3 Index", Security.SecurityType.IndexFuture); setUpInsturment(start, end, "JBU3 Comdty", Security.SecurityType.IndexFuture); setUpInsturment(start, end, "ESU3 Index", Security.SecurityType.IndexFuture); setUpInsturment(start, end, "JPY Curncy", Security.SecurityType.Curncy); foreach (var bbHist in _histFeed.HistoricalAdapters) { if (bbHist.ConnectAndOpenSession()) { bbHist.SendHistTickDataRequest(); } } }
private void setUpInsturment(DateTime start, DateTime end, string security, Security.SecurityType secType) { var sec = new DataFactory(new Security(security, 0, secType)); _factories.Add(sec); _markets.AddSecurity(sec); sec.AddReferenceToMarkets(_markets); sec.AddReferenceToDatafeed((ITickDataFeed)_histFeed); var query = new TickDataQuery() { Security = sec.SecurityName, CorrelationIdObj = sec, StartDate = start, EndDate = end, IncludeConditionCode = true, IncludeExchangeCode = true }; var queryGenerator = new TickDataQueries(); var queries = queryGenerator.GetTickDataQueries(query); var queriesPM = new List <ITickDataQuery>(); foreach (var q in queries) { queriesPM.Add(new TickDataQuery() { Security = q.Security, StartDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 7, 15, 00), EndDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 18, 20, 00), Fields = q.Fields, CorrelationIdObj = q.CorrelationIdObj, IncludeConditionCode = q.IncludeConditionCode, IncludeExchangeCode = q.IncludeExchangeCode, }); //q.StartDate = q.StartDate.AddHours(-1); q.EndDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 6, 20, 00); } if (useBB) { // Historical playback From Bloomberg var histBBTickData = new BloombergHistTickDataHandler(); histBBTickData.BBHTDUpdate += histTickData_Update; histBBTickData.AddDataQueries(queries); histBBTickData.AddDataQueries(queriesPM); histBBTickData.DataHandler = _histFeed; _histFeed.AddHistoricalAdapter(histBBTickData); } else { // Historical playback from SQL DB const string dsPath = "TickData.qbd"; var histTickData = new HistoricalData.HistoricalAdapterSqlDB(dsPath); histTickData.HistTDUpdate += histTickData_Update; histTickData.AddDataQueries(queries); //histTickData.AddDataQueries(queriesPM); histTickData.DataHandler = _histFeed; _histFeed.AddHistoricalAdapter(histTickData); } responded.Add(security, false); }
public void Fields_List_Which_Contains_Nulls_Throws_ArgumentNullException() { var testParams = _setups.TwoDayTestParamsWithNullFieldItems(); var queryGenerator = new TickDataQueries(); var response = queryGenerator.GetTickDataQueries(testParams); }