public void DceTopTransactionContractTest()
{
DateTime date = new DateTime(2014, 1, 6);
string webText = TestUtility.RetrieveWebPage(date, new DceDailyTransactionCrawler());
var parser = new DceTransactionParser();
var listFromWeb = parser.GetTopContracts(webText, 2, date);
string[] topContracts = new string[]
{
"a1405", "a1409", "c1405", "c1409", "bb1405", "fb1405",
"fb1409", "jd1405", "jd1409", "m1405", "m1409", "y1405", "y1409"
};
var listOfCommodity = listFromWeb.GroupBy(c => c.Commodity);
foreach (var contracts in listOfCommodity)
{
if (contracts.Count() > 2)
{
Assert.Fail();
}
}
var webTopContracts = listFromWeb.Select(c => c.Commodity + c.Contract);
var joinResult = webTopContracts.Join(topContracts, s => s, s => s, (s1, s2) => s1);
int jc = joinResult.Count();
Assert.IsTrue(joinResult.Count() == topContracts.Length);
}
public void DceHolidayTransactionContractListTest()
{
DateTime date = new DateTime(2015, 1, 1);
string webText = TestUtility.RetrieveWebPage(date, new DceDailyTransactionCrawler());
var parser = new DceTransactionParser();
var listFromWeb = parser.GetContractList(webText, date);
Assert.IsTrue(listFromWeb.Count == 0);
}
static void Main(string[] args)
{
var connection = ConfigurationManager.ConnectionStrings["CloudDBConnect"];
var dataStore = new FuturesDataStore(connection.ConnectionString);
DateTime startDate = new DateTime(2015, 2, 1);
DateTime endDate = new DateTime(2015, 2, 28);;
var dceTransactionCrawler = new DceDailyTransactionCrawler();
dceTransactionCrawler.RuntimeLogger = Logger;
var dceTransactionParser = new DceTransactionParser();
dceTransactionCrawler.PullData(startDate, endDate, (text, transDate) => DceDataHandler(text, transDate.Date, dataStore));
var shfeTransactionCrawler = new ShfeDailyTransactionCrawler();
shfeTransactionCrawler.RuntimeLogger = Logger;
var shfeTransactionParser = new ShfeTransactionParser();
shfeTransactionCrawler.PullData(startDate, endDate, (text, transDate) =>
{
HandleDailyTransactionData(shfeTransactionParser, text, transDate.Date, dataStore);
});
var shfePositionCrawler = new ShfeDealerPositionCrawler();
shfePositionCrawler.RuntimeLogger = Logger;
var shfePositionParser = new ShfeDealerPositionParser();
shfePositionCrawler.PullData(startDate, endDate, (text, transDate) =>
{
HandlePositionData(shfePositionParser, text, transDate.Date, dataStore);
});
var czceTransactionCrawler = new CzceDailyTransactionCrawler();
czceTransactionCrawler.RuntimeLogger = Logger;
var czceTransactionParser = new CzceTransactionParser();
czceTransactionCrawler.PullData(startDate, endDate, (text, transDate) =>
{
HandleDailyTransactionData(czceTransactionParser, text, transDate.Date, dataStore);
});
var czcePositionCrawler = new CzceDealerPositionCrawler();
czcePositionCrawler.RuntimeLogger = Logger;
var czcePositionParser = new CzceDealerPositionParser();
czcePositionCrawler.PullData(startDate, endDate, (text, transDate) =>
{
HandlePositionData(czcePositionParser, text, transDate.Date, dataStore);
});
System.Console.WriteLine("\n\n\n\n==================================\nFinished!!!!");
System.Console.ReadLine();
}
public void DceTransactionContractListTest()
{
DateTime date = new DateTime(2014, 1, 6);
string webText = TestUtility.RetrieveWebPage(date, new DceDailyTransactionCrawler());
var parser = new DceTransactionParser();
var listFromWeb = parser.GetContractList(webText, date);
var testData = new List <ContractTransactionInfo>();
testData.Add(new ContractTransactionInfo(date, "dce", "a", "1401", -1, -1, -1, 4425, 4425, 0, 22));
testData.Add(new ContractTransactionInfo(date, "dce", "fb", "1405", 69.45, 69.55, 66.65, 66.75, 67.25, 348528, 88992));
testData.Add(new ContractTransactionInfo(date, "dce", "y", "1412", -1, -1, -1, 6992, 6992, 0, 14));
testData.Add(new ContractTransactionInfo(date, "dce", "bb", "1409", 123.4, 123.9, 119.45, 121.5, 121.45, 46, 194));
testData.Add(new ContractTransactionInfo(date, "dce", "fb", "1412", -1, -1, -1, 68.2, 68.2, 0, 2));
testData.Add(new ContractTransactionInfo(date, "dce", "i", "1409", 878, 882, 871, 873, 874, 9560, 37276));
testData.Add(new ContractTransactionInfo(date, "dce", "l", "1409", 10750, 10800, 10725, 10755, 10760, 10508, 28282));
ValidateValues(testData, listFromWeb);
}
private static void DceDataHandler(string transactionText, DateTime transactionDate, FuturesDataStore dataStore)
{
var dceTransactionParser = new DceTransactionParser();
var tops = dceTransactionParser.GetTopContracts(transactionText, 2, transactionDate);
WriteTransactionDataToStore(tops, dataStore);
var dcePositionParser = new DceDealerPositionParser();
foreach (var contract in tops)
{
var dcePositionCrawler = new DceDealerPositionCrawler(contract.Commodity, contract.Contract);
dcePositionCrawler.RuntimeLogger = Logger;
dcePositionCrawler.PullData(transactionDate, transactionDate, (htmlText, targetDate) =>
{
HandlePositionData(dcePositionParser, htmlText, targetDate, dataStore);
});
}
}