public void AggreegatingFilesDownload() { System.Diagnostics.Stopwatch stopWatch = null; var logger = TestLogManager.Instance.GetLogger("B3ProviderTesting"); //var summary = BenchmarkRunner.Run<BenchmarkDownloader>(); // create a configuration instance var config = new B3ProviderConfig(); // define properties config.ReplaceExistingFiles = true; // create an instance of the client var client = new B3ProviderClient(config); stopWatch = System.Diagnostics.Stopwatch.StartNew(); client.LoadHistoricQuotes(2018); stopWatch.Stop(); logger.Info(string.Format("loaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed)); stopWatch = System.Diagnostics.Stopwatch.StartNew(); client.LoadHistoricQuotes(2017); stopWatch.Stop(); logger.Info(string.Format("loaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed)); stopWatch = System.Diagnostics.Stopwatch.StartNew(); client.LoadHistoricQuotes(2016); stopWatch.Stop(); logger.Info(string.Format("loaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed)); }
public void B3ProviderMustFindOptions() { // create a configuration instance var config = new B3ProviderConfig(); // define properties config.ReplaceExistingFiles = true; // create an instance of the client var client = new B3ProviderClient(config); // load all instruments into memory client.LoadInstruments(); // load all instruments into memory client.LoadQuotes(); // load all instruments into memory client.LoadHistoricQuotes(2018); // get information about PETR4 stock (the most popular in B3) var equity = client.EquityInstruments.Where(e => e.Ticker.Equals("PETR4", StringComparison.InvariantCultureIgnoreCase)).FirstOrDefault(); // get information about option calls on PETR4 stock var optionsCalls = client.OptionInstruments.Where(o => o.B3IDUnderlying == equity.B3ID && o.Type == B3OptionOnEquityTypeInfo.Call).ToList(); var historicQuotes = client.GetHistoricMarketData().Where(md => md.Ticker == optionsCalls.FirstOrDefault().Ticker).ToList(); // get information about option puts on PETR4 stock var optionsPuts = client.OptionInstruments.Where(o => o.B3IDUnderlying == equity.B3ID && o.Type == B3OptionOnEquityTypeInfo.Put).ToList(); }
public void B3ProviderMustDownloadHistoricQuoteFilesFromMultipleYears() { var logger = TestLogManager.Instance.GetLogger("B3ProviderTesting"); var config = new B3ProviderConfig(); config.ReplaceExistingFiles = true; var client = new B3ProviderClient(config); var stopWatch = new System.Diagnostics.Stopwatch(); var finalPath = string.Empty; stopWatch.Start(); client.LoadHistoricQuotes(2018); stopWatch.Stop(); logger.Info(string.Format("downloaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed)); stopWatch.Reset(); stopWatch.Start(); client.LoadHistoricQuotes(2017); stopWatch.Stop(); logger.Info(string.Format("downloaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed)); stopWatch.Reset(); stopWatch.Start(); client.LoadHistoricQuotes(2016); stopWatch.Stop(); logger.Info(string.Format("downloaded in: {0:hh\\:mm\\:ss\\.fff}", stopWatch.Elapsed)); }
public Main() { _quoteDictionary = new Dictionary <string, Quote>(); FeatureList.Add(FeaturesT.SUPPORTS_REALTIME_OPTIONS_CHAIN); FeatureList.Add(FeaturesT.SUPPORTS_REALTIME_STOCK_QUOTE); FeatureList.Add(FeaturesT.SUPPORTS_STOCK_HISTORICAL_DATA); FeatureList.Add(FeaturesT.SUPPORTS_OPTIONS_HISTORICAL_DATA); FeatureList.Add(FeaturesT.SUPPORTS_HISTORICAL_VOLATILITY); FeatureList.Add(FeaturesT.SUPPORTS_INTEREST_RATE); // update server list ServerList.Add(Name); _B3Poviderconfig = new B3ProviderConfig(); _B3PoviderClient = new B3ProviderClient(_B3Poviderconfig); }
public void B3ProviderMustSectorClassification() { var config = new B3ProviderConfig(); // define properties config.ReplaceExistingFiles = true; // create an instance of the client var client = new B3ProviderClient(config); // load all instruments into memory client.LoadSectorClassification(); Assert.IsNotNull(client.SectorClassification); Assert.AreNotEqual(0, client.SectorClassification.Count); }
public void B3ProviderShouldCalculateChange() { var config = new B3ProviderConfig(); // define properties config.ReplaceExistingFiles = true; // create an instance of the client var client = new B3ProviderClient(config); client.LoadInstruments(); //client.LoadInstruments(); client.LoadHistoricQuotes(2019); client.LoadHistoricQuotes(2018); client.CalculateHistoricChanges(); }