public void TestBLS_GetMultiple_PartialSuccess()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["BLS_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_CPI_NSA"]);
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_INVALID"]);
getQuotesParams.PeriodStart = DateTime.Parse("2019/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/12/12");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsTrue(getQuotesResult.Success);
Assert.False(getQuotesResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
Assert.AreEqual(getQuotesResult.QuotesData.Count(), 1, "Unexpected quotes read");
Assert.IsNotNull(getQuotesResult.QuotesData[0].Quotes, "Quotes array was not created");
Assert.Greater(getQuotesResult.QuotesData[0].Quotes.Count(), 0, "Quotes were not read");
Assert.IsNotNull(getQuotesResult.QuotesData[0].Metadata, "Metadata was not crated");
Assert.Greater(getQuotesResult.QuotesData[0].Metadata.Values.Count, 0, "Metadata values were not read");
}
public void TestBLS_GetMultiple_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["BLS_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_CPI_NSA"]);
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["BLS_TICKER_CPI_MEDICAL"]);
getQuotesParams.PeriodStart = DateTime.Parse("2019/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/12/12");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsTrue(getQuotesResult.Success);
Assert.False(getQuotesResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
for (int i = 0; i < getQuotesParams.Tickers.Count; ++i)
{
Assert.IsNotNull(getQuotesResult.QuotesData[i].Quotes, string.Format("{0} - Quotes array was not created", getQuotesParams.Tickers[i]));
Assert.Greater(getQuotesResult.QuotesData[i].Quotes.Count(), 0, string.Format("{0} - Quotes were not read", getQuotesParams.Tickers[i]));
Assert.IsNotNull(getQuotesResult.QuotesData[i].Metadata, string.Format("{0} - Metadata was not crated", getQuotesParams.Tickers[i]));
Assert.Greater(getQuotesResult.QuotesData[i].Metadata.Values.Count, 0, string.Format("{0} - Metadata values were not read", getQuotesParams.Tickers[i]));
}
}
public void SaveQuotes_Multiple_Success()
{
IQuotesSource source = CreateSource();
IQuotesDal dal = PrepareQuotesDal();
IQuotesDalSaveTimeseriesValuesParams saveParams = dal.CreateSaveTimeseriesValuesParams();
string[] tickers =
{
ConfigurationManager.AppSettings["TickerSPY"],
ConfigurationManager.AppSettings["TickerQQQ"]
};
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
foreach (var t in tickers)
{
getQuotesParams.Tickers.Add(t);
}
getQuotesParams.Country = ConfigurationManager.AppSettings["CountryUS"];
getQuotesParams.PeriodStart = DateTime.Parse("2009/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/1/1");
getQuotesParams.TimeFrame = ETimeFrame.Daily;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
saveParams.Quotes.AddRange(getQuotesResult.QuotesData);
IQuotesDalSaveTimeseriesValuesResult saveResult = dal.SaveTimeseriesValues(saveParams);
Assert.IsTrue(saveResult.Success);
Assert.IsTrue(!saveResult.HasWarnings, "Unexpected warnings while performing save");
Assert.IsTrue(!saveResult.HasErrors, "Unexpected errors while performing save");
}
public void TestStooq_GetQuotesMonthly_InvalidTicker()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["STOOQ_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_INVALID"]);
getQuotesParams.PeriodStart = DateTime.Parse("2009/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/1/1");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsFalse(getQuotesResult.Success);
Assert.True(getQuotesResult.HasErrors, "No errors reported");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
Assert.AreEqual(getQuotesResult.QuotesData.Count(), 0, "Quotes object is not empty");
}
public void TestStooq_GetQuotesMonthly_Success()
{
IQuotesSource source = CreateSource();
IQuotesSourceGetQuotesParams getQuotesParams = source.CreateGetQuotesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["STOOQ_COUNTRY"];
getQuotesParams.Tickers.Add(ConfigurationManager.AppSettings["STOOQ_TICKER_SPY"]);
getQuotesParams.PeriodStart = DateTime.Parse("2009/1/1");
getQuotesParams.PeriodEnd = DateTime.Parse("2019/1/1");
getQuotesParams.TimeFrame = ETimeFrame.Monthly;
IQuotesSourceGetQuotesResult getQuotesResult = source.GetQuotes(getQuotesParams);
Assert.IsNotNull(getQuotesResult);
Assert.IsTrue(getQuotesResult.Success);
Assert.False(getQuotesResult.HasErrors, "Unexpected error occured");
Assert.IsNotNull(getQuotesResult.QuotesData, "QuotesData object was not created");
Assert.IsNotNull(getQuotesResult.QuotesData[0].Quotes, "Quotes array was not created");
Assert.Greater(getQuotesResult.QuotesData[0].Quotes.Count(), 0, "Quotes were not read");
}
protected void ImportThread()
{
_logger.Log(EErrorType.Info, "ImportThread started");
if (_compContainer != null)
{
// Clearing all errors
Errors.Clear();
// validating if there are anything need to be imported
CurrentState = EImportState.Init;
var sources = string.IsNullOrEmpty(_impParams.AgencyCode) ? _compContainer.GetExports <IQuotesSource>() : _compContainer.GetExports <IQuotesSource>(_impParams.AgencyCode);
IQuotesSourceCanImportParams canImportParams = null;
foreach (var s in sources)
{
// break if stopped
if (!_isRunning)
{
break;
}
var source = s;
if (source != null)
{
List <string> tickersToImport = new List <string>();
//if list of tickers is provided - checking which of them can be imported by the current source
if (_impParams.Tickers != null)
{
// checking which of the given tickers can be imported
canImportParams = source.Value.CreateCanImportParams();
_impParams.Tickers.ToList().ForEach(x => canImportParams.Tickers.Add(x));
IQuotesSourceCanImportResult canImportResult = source.Value.CanImport(canImportParams);
if (canImportResult.Success)
{
tickersToImport.AddRange(canImportResult.Tickers);
}
}
// starting import in two cases: 1) some tickers can be imported by this source OR 2) requested to import all possible tickers by given agency
if (tickersToImport.Count > 0 || (_impParams.Tickers == null && !string.IsNullOrEmpty(_impParams.AgencyCode)))
{
CurrentState = EImportState.ImportSources;
IQuotesSourceGetQuotesParams getQuotesParams = source.Value.CreateGetQuotesParams();
foreach (var t in tickersToImport)
{
getQuotesParams.Tickers.Add(t);
}
try
{
IQuotesDalSaveTimeseriesValuesParams saveParams = _dal.CreateSaveTimeseriesValuesParams();
getQuotesParams.Country = ConfigurationManager.AppSettings["DefaultCountry"];
getQuotesParams.PeriodStart = _impParams.DateStart;
getQuotesParams.PeriodEnd = _impParams.DateEnd;
getQuotesParams.TimeFrame = (ETimeFrame)_impParams.TimeFrame;
CurrentState = EImportState.ImportSources;
IQuotesSourceGetQuotesResult getQuotesResult = source.Value.GetQuotes(getQuotesParams);
saveParams.Quotes.AddRange(getQuotesResult.QuotesData);
CurrentState = EImportState.Saving;
IQuotesDalSaveTimeseriesValuesResult saveResult = _dal.SaveTimeseriesValues(saveParams);
if (saveResult.Success)
{
foreach (var t in tickersToImport)
{
_tickersProcessed.Add(t);
}
saveResult.TimeSeriesSaved.ToList().ForEach(x => { AddTickerForETL(x); });
}
_logger.Log(EErrorType.Info, string.Format("Import done"));
}
catch (Exception ex)
{
_logger.Log(ex);
Errors.Add(new Error()
{
Code = EErrorCodes.ImporterError, Type = EErrorType.Error, Message = string.Format("Import failed. Error: {0}", ex.Message)
});
}
}
}
} // foreach
}
else
{
Errors.Add(new Error()
{
Code = EErrorCodes.ImporterError, Type = EErrorType.Error, Message = "Import failed. Composition comtainer is NULL"
});
}
CurrentState = EImportState.Idle;
_isRunning = false;
_importEnd = DateTime.UtcNow;
_logger.Log(EErrorType.Info, string.Format("ImportThread finished. Total errors: {0}, Time: {1}", Errors.Count, _importEnd - _importStart));
}
