public void TestRequestMultipleEntry()
{
global::MEFFIntegration.MEFFIntegration wrapper = new global::MEFFIntegration.MEFFIntegration();
IMarketData[] data;
DateTime[] dates;
MarketDataQuery query = new MarketDataQuery();
query.Ticker = "GRF";
query.Date = new DateTime(2013, 6, 3);
query.MarketDataType = typeof(Scalar).ToString();
query.Field = "close";
Status status = wrapper.GetTimeSeries(query, new DateTime(2013, 6, 4), out dates, out data);
Assert.That(!status.HasErrors, status.ErrorMessage);
Assert.AreEqual(2, data.Length);
Assert.AreEqual(2, dates.Length);
Assert.AreEqual(new DateTime(2013, 6, 3), data[1].TimeStamp);
Assert.AreEqual(new DateTime(2013, 6, 4), data[0].TimeStamp);
Assert.That(data[0] is Scalar);
Assert.That(data[1] is Scalar);
Assert.AreEqual(28, (data[1] as Scalar).Value, 1);
Assert.AreEqual(29, (data[0] as Scalar).Value, 1);
}
public void TestConnectivity()
{
global::MEFFIntegration.MEFFIntegration wrapper = new global::MEFFIntegration.MEFFIntegration();
Status status = wrapper.TestConnectivity();
Assert.That(!status.HasErrors, status.ErrorMessage);
}
public void TestTickerList()
{
global::MEFFIntegration.MEFFIntegration wrapper = new global::MEFFIntegration.MEFFIntegration();
List <ISymbolDefinition> data = new List <ISymbolDefinition>(wrapper.SupportedTickers("G"));
// Should contain GAS, GAM, GRF. So 3 elements.
Assert.AreEqual(data.Count, 3);
// Check the actual elements.
Assert.IsTrue(data.Exists(x => (x.Name == "GAS" && x.Description == "MEFF Market Equity")));
Assert.IsTrue(data.Exists(x => (x.Name == "GAM" && x.Description == "MEFF Market Equity")));
Assert.IsTrue(data.Exists(x => (x.Name == "GRF" && x.Description == "MEFF Market Equity")));
}
public void TestGetCallPriceMarketData()
{
global::MEFFIntegration.MEFFIntegration wrapper = new global::MEFFIntegration.MEFFIntegration();
MarketDataQuery mdq = new MarketDataQuery();
mdq.Ticker = "BBVA";
mdq.Date = new DateTime(2013, 07, 01);
mdq.Market = "EU";
mdq.Field = "close";
mdq.MarketDataType = typeof(Fairmat.MarketData.CallPriceMarketData).ToString();
IMarketData marketData;
var status = wrapper.GetMarketData(mdq, out marketData);
Assert.IsFalse(status.HasErrors);
}
public void TestRequestOneEntry()
{
global::MEFFIntegration.MEFFIntegration wrapper = new global::MEFFIntegration.MEFFIntegration();
IMarketData data;
MarketDataQuery query = new MarketDataQuery();
query.Ticker = "GRF";
query.Date = new DateTime(2013, 6, 3);
query.MarketDataType = typeof(Scalar).ToString();
query.Field = "close";
Status status = wrapper.GetMarketData(query, out data);
Assert.That(!status.HasErrors, status.ErrorMessage);
Assert.AreEqual(new DateTime(2013, 6, 3), data.TimeStamp);
Assert.That(data is Scalar);
Assert.AreEqual(28, (data as Scalar).Value, 1);
}