public void TestSaveHistoricalDataEmptyFolder()
{
var fn = string.Empty;
_hist = new QuoteBasicFileStore(_exchange, _folder, _numBarsInFile);
_hist.OnQuoteSaved += (object sender, string exch, string filename) =>
{
fn = filename;
};
var starttime = _timenow - 10000 * _interval;
var q = CreateQuote(starttime, 700);
var r = _hist.Save(q);
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 0));
starttime = q.LastTime + _interval;
q = CreateQuote(starttime, 700);
r = _hist.Save(q);
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 0));
starttime = q.LastTime - 100 * _interval;
q = CreateQuote(starttime, 700);
r = _hist.Save(q);
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 1));
q = QuoteBasicExension.LoadFile(fn);
Assert.IsTrue(q.Count == 599);
}
public void TestLoadHistoricalDataWithQuote()
{
_hist = new QuoteBasicFileStore(_exchange, _folder, _numBarsInFile);
_lasttime = _timenow - 10000 * _interval;
//download 700 bars and save to first file
var r = _hist.Update(_moqDownload.Object, _symbol, _interval).Result;
var quote = _hist.Load(_symbol, _interval, 0, 1000);
Assert.IsTrue(quote != null && quote.Count == 700);
//download 700 bars and save to first file
r = _hist.Update(_moqDownload.Object, _symbol, _interval).Result;
quote = _hist.Load(_symbol, _interval, 0, 1000);
Assert.IsTrue(quote != null && quote.Count == 1000);
//download 700 bars and save to 2nd file
r = _hist.Update(_moqDownload.Object, _symbol, _interval).Result;
quote = _hist.Load(_symbol, _interval, 0, 1000);
Assert.IsTrue(quote != null && quote.Count == 700);
//download 700 bars and save to 2nd file
r = _hist.Update(_moqDownload.Object, _symbol, _interval).Result;
quote = _hist.Load(_symbol, _interval, 0, 1000);
Assert.IsTrue(quote != null && quote.Count == 1000);
}
public void TestLoadHistoricalDataNoQuote()
{
_hist = new QuoteBasicFileStore(_exchange, _folder, _numBarsInFile);
//since no quote in folder, null returned
var quote = _hist.Load(_symbol, _interval, 0, 1000);
Assert.IsTrue(quote == null);
}
public void Initialize()
{
if (Directory.Exists(_folder))
{
Directory.Delete(_folder, true);
}
Directory.CreateDirectory(_folder);
_timenow = DateTime.UtcNow.GetUnixTimeFromUTC() / _interval * _interval;
_moqDownload.Setup(d => d.Exchange).Returns(_exchange);
_moqDownload.Setup(d => d.Download(It.IsAny <string>(), It.IsAny <int>(), It.IsAny <int>())).Returns <string, int, int>((s, i, t) =>
{
//if (_count == 0)
// _lasttime = _timenow - _startInterval * _interval;
if (_count < 0)
{
return(Task.FromResult <IQuoteBasicBase>(null));
}
else
{
++_count;
//create quote file and save to folder
var q1 = new QuoteBasicBase(_symbol, _interval);
var ts = _lasttime + _interval;
for (int j = 0; j < 700; j++)
{
q1.AddUpdate(ts + j * _interval, 0, 0, 0, 0, 0);
}
_lasttime = q1.LastTime;
return(Task.FromResult <IQuoteBasicBase>(q1));
}
});
_hist = new QuoteBasicFileStore(_exchange, _folder, _numBarsInFile);
}
public void TestUpdateHistoricalDataWithExistingQuoteFilesDownloadSuccess()
{
//create quote file and save to folder
var filename = this.GetQuoteFileName(_symbol, _interval, 0);
var q = new QuoteBasicBase(_symbol, _interval) as IQuoteBasicBase;
var ts1 = _timenow - 10000 * _interval;
for (int j = 0; j < 700; j++)
{
q.AddUpdate(ts1 + j * _interval, 0, 0, 0, 0, 0);
}
q.SaveToFile(filename);
_lasttime = q.LastTime + _interval;
_hist = new QuoteBasicFileStore(_exchange, _folder, _numBarsInFile);
var fn = string.Empty;
_hist.OnQuoteSaved += (object sender, string exch, string file) => fn = file;
//append to the existing quote file
var r = _hist.Update(_moqDownload.Object, _symbol, _interval).Result;
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 0));
q = q.LoadFile(fn);
Assert.IsTrue(q.Count == 1400);
//since the number is larger than maxNumbars, a new file is created
r = _hist.Update(_moqDownload.Object, _symbol, _interval).Result;
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 1));
q = q.LoadFile(fn);
Assert.IsTrue(q.Count == 700);
r = _hist.Update(_moqDownload.Object, _symbol, _interval).Result;
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 1));
q = q.LoadFile(fn);
Assert.IsTrue(q.Count == 1400);
}
public void TestSaveHistoricalDataNull()
{
_hist = new QuoteBasicFileStore(_exchange, _folder, _numBarsInFile);
}