public void RequestWithMoreThan10KHourlyObservationIsCorrectlySaved()
{
// Arrange
var resolution = Resolution.Hour;
var startDate = new DateTime(year: 2014, month: 01, day: 01);
var endDate = startDate.AddYears(value: 3);
// Act
_downloader.Run(_eurusd, resolution, startDate, endDate);
// Assert
var outputFile = Path.Combine(_dataDirectory, "forex/fxcm/hour/eurusd_volume.zip");
var observationsCount = FxcmVolumeAuxiliaryMethods.ReadZipFileData(outputFile).Count;
// 3 years x 52 weeks x 5 days x 24 hours = 18720 hours at least.
Assert.True(observationsCount >= 18720, $"Actual observations: {observationsCount}");
}
public void ParsedDataIsCorrectlySaved(string ticker, Resolution resolution, string startDate, int requestLength)
{
// Arrange
var symbol = Symbol.Create(ticker, SecurityType.Base, Market.FXCM);
var startUtc = Parse.DateTimeExact(startDate, "yyyy-MM-dd");
var endUtc = startUtc.AddDays(requestLength);
var data = _downloader.Get(symbol, resolution, startUtc, endUtc);
// Act
var writer = new FxcmVolumeWriter(resolution, symbol, _dataDirectory);
writer.Write(data);
// Assert
var expectedData = data.Cast <FxcmVolume>().ToArray();
var expectedFolder = Path.Combine(_dataDirectory, $"forex/fxcm/{resolution.ToLower()}");
if (resolution == Resolution.Minute)
{
expectedFolder = Path.Combine(expectedFolder, symbol.Value.ToLowerInvariant());
}
Assert.True(Directory.Exists(expectedFolder));
if (resolution == Resolution.Minute)
{
var zipFiles = Directory.GetFiles(expectedFolder, "*_volume.zip").Length;
// Minus one because the Downloader starts one day earlier.
Assert.AreEqual(requestLength + 1, zipFiles);
}
else
{
var expectedFilename = $"{symbol.Value.ToLowerInvariant()}_volume.zip";
Assert.True(File.Exists(Path.Combine(expectedFolder, expectedFilename)));
}
var actualdata = FxcmVolumeAuxiliaryMethods.ReadZipFolderData(expectedFolder);
Assert.AreEqual(expectedData.Length, actualdata.Count);
var lines = actualdata.Count;
for (var i = 0; i < lines - 1; i++)
{
Assert.AreEqual(expectedData[i].Value, Parse.Long(actualdata[i][1]));
Assert.AreEqual(expectedData[i].Transactions, Parse.Int(actualdata[i][2]));
}
}
