public void AddGranularity_Existing()
{
// Arrange
var instrumentName = Contracts.InstrumentName.EUR_USD;
var instrument = new Database.Instrument()
{
Name = instrumentName
};
var granularityName = Contracts.Granularity.H1;
var granularity = new Database.InstrumentGranularity()
{
Id = Guid.NewGuid(),
Instrument = instrument,
Granularity = granularityName,
State = Database.GranularityState.New
};
_dbContext.Add(instrument);
_dbContext.SaveChanges();
var granularityToAdd = new Contracts.InstrumentGranularityCreation()
{
Granularity = granularityName
};
// Act
var instrumentGranularity = _instrumentService.AddGranularity(instrumentName, granularityToAdd);
// Assert
Assert.Equal(instrumentName, instrumentGranularity.Name);
Assert.Single(instrumentGranularity.Granularities);
Assert.Equal(granularity.Granularity, instrumentGranularity.Granularities.ElementAt(0).Granularity);
}
public void AddGranularity()
{
// Arrange
var instrumentName = Contracts.InstrumentName.EUR_USD;
var instrument = new Database.Instrument()
{
Name = instrumentName
};
_dbContext.Add(instrument);
_dbContext.SaveChanges();
var granularity = new Contracts.InstrumentGranularityCreation()
{
Granularity = Contracts.Granularity.H1,
};
// Act
var instrumentGranularity = _instrumentService.AddGranularity(instrumentName, granularity);
// Assert
Assert.Equal(instrumentName, instrumentGranularity.Name);
Assert.Single(instrumentGranularity.Granularities);
Assert.Equal(granularity.Granularity, instrumentGranularity.Granularities.ElementAt(0).Granularity);
}
public void AddInstrument_Existing()
{
// Arrange
var instrumentName = Contracts.InstrumentName.EUR_USD;
var instrument1 = new Database.Instrument()
{
Name = instrumentName
};
var granularity1 = new Database.InstrumentGranularity()
{
Id = Guid.NewGuid(),
Instrument = instrument1,
Granularity = Contracts.Granularity.H1,
State = Database.GranularityState.New
};
instrument1.Granularities.Add(granularity1);
_dbContext.Add(instrument1);
_dbContext.SaveChanges();
var instrument = new Contracts.InstrumentCreation()
{
Name = instrumentName
};
// Act
var instrumentAdded = _instrumentService.AddInstrument(instrument);
// Assert
Assert.Equal(instrumentName, instrumentAdded.Name);
}
public void GetAllInstruments()
{
// Arrange
var instrument1 = new Database.Instrument()
{
Name = Contracts.InstrumentName.EUR_USD
};
var granularity1 = new Database.InstrumentGranularity()
{
Id = Guid.NewGuid(),
Instrument = instrument1,
Granularity = Contracts.Granularity.H1,
State = Database.GranularityState.New
};
instrument1.Granularities.Add(granularity1);
_dbContext.Add(instrument1);
var instrument2 = new Database.Instrument()
{
Name = Contracts.InstrumentName.NZD_USD
};
var granularity2 = new Database.InstrumentGranularity()
{
Id = Guid.NewGuid(),
Instrument = instrument2,
Granularity = Contracts.Granularity.M1,
State = Database.GranularityState.Tradeable
};
instrument2.Granularities.Add(granularity2);
_dbContext.Add(instrument2);
_dbContext.SaveChanges();
// Act
var instrumentGranularities = _instrumentService.GetAllInstruments();
// Assert
instrumentGranularities = instrumentGranularities.OrderBy(instrument => instrument.Name);
Assert.Equal(2, instrumentGranularities.Count());
Assert.Equal(instrument1.Name, instrumentGranularities.ElementAt(0).Name);
Assert.Single(instrumentGranularities.ElementAt(0).Granularities);
Assert.Equal(granularity1.Granularity, instrumentGranularities.ElementAt(0).Granularities.ElementAt(0).Granularity);
Assert.Equal(instrument2.Name, instrumentGranularities.ElementAt(1).Name);
Assert.Single(instrumentGranularities.ElementAt(1).Granularities);
Assert.Equal(granularity2.Granularity, instrumentGranularities.ElementAt(1).Granularities.ElementAt(0).Granularity);
}
public async void CheckInstrumentGranularitiesAndLoadData_WithNewGranularities()
{
// Arrange
var instrument = new Database.Instrument()
{
Name = ForexMiner.Heimdallr.Common.Data.Contracts.Instrument.InstrumentName.EUR_USD
};
var granularities = new List <Database.InstrumentGranularity>()
{
new Database.InstrumentGranularity()
{
Id = Guid.NewGuid(),
Granularity = Granularity.H1,
State = Database.GranularityState.New,
Instrument = instrument
}
};
instrument.Granularities = granularities;
_dbContext.Add(instrument);
_dbContext.SaveChanges();
var oandaApiMock = new Mock <IOandaApiConnection>();
var oandaInstrumentMock = new Mock <IInstrument>();
oandaInstrumentMock.Setup(oi => oi.GetCandlesByTimeAsync(It.IsAny <ClientModel.CandlestickGranularity>(), It.IsAny <DateTime>(), It.IsAny <DateTime>(), It.IsAny <IEnumerable <PricingComponent> >())).Returns(
Task.FromResult(GenerateCandles())
);
oandaApiMock.Setup(oa => oa.GetInstrument(It.IsAny <GeriRemenyi.Oanda.V20.Client.Model.InstrumentName>())).Returns(oandaInstrumentMock.Object);
_oandaApiConnectionFactoryMock.Setup(oacf => oacf.CreateConnection(OandaConnectionType.FxPractice, "FakeToken", It.IsAny <ClientModel.DateTimeFormat>())).Returns(oandaApiMock.Object);
_httpClientFactoryMock.Setup(hcf => hcf.CreateClient("forex-miner-thor")).Returns(new Mock <HttpClient>().Object);
_instrumentStorageServiceMock.Setup(iss => iss.StoreInstrumentCandles(It.IsAny <InstrumentWithCandles>()));
// Act
await _instrumentHistoryService.CheckInstrumentGranularitiesAndLoadData();
// Assert
_oandaApiConnectionFactoryMock.Verify(oacf => oacf.CreateConnection(It.IsAny <OandaConnectionType>(), It.IsAny <string>(), It.IsAny <ClientModel.DateTimeFormat>()), Times.AtLeastOnce());
_httpClientFactoryMock.Verify(hcf => hcf.CreateClient("forex-miner-thor"), Times.AtLeastOnce());
_instrumentStorageServiceMock.Verify(iss => iss.StoreInstrumentCandles(It.IsAny <InstrumentWithCandles>()), Times.AtLeastOnce());
}
public async void Tick()
{
// Arrange
var instrument = new Database.Instrument()
{
Name = Contracts.InstrumentName.EUR_USD
};
var granularity = new Database.InstrumentGranularity()
{
Id = Guid.NewGuid(),
Instrument = instrument,
Granularity = Contracts.Granularity.M1,
State = Database.GranularityState.Tradeable
};
instrument.Granularities.Add(granularity);
_dbContext.Add(instrument);
_dbContext.SaveChanges();
_configurationMock.SetupGet(c => c[It.Is <string>(cv => cv == "Oanda-MasterToken")]).Returns("TopSecretOandaToken");
var oandaLastTwoCandles = new List <Candlestick>()
{
new Candlestick()
{
Time = DateTime.UtcNow.AddMinutes(-1).ToShortDateString(),
Volume = 12345,
Complete = true,
Bid = new CandlestickData()
{
O = 1.2345,
H = 1.2345,
L = 1.2345,
C = 1.2345
},
Mid = new CandlestickData()
{
O = 1.2345,
H = 1.2345,
L = 1.2345,
C = 1.2345
},
Ask = new CandlestickData()
{
O = 1.2345,
H = 1.2345,
L = 1.2345,
C = 1.2345
}
},
new Candlestick()
{
Time = DateTime.UtcNow.ToShortDateString(),
Volume = 12345,
Complete = false,
Bid = new CandlestickData()
{
O = 1.2345,
H = 1.2345,
L = 1.2345,
C = 1.2345
},
Mid = new CandlestickData()
{
O = 1.2345,
H = 1.2345,
L = 1.2345,
C = 1.2345
},
Ask = new CandlestickData()
{
O = 1.2345,
H = 1.2345,
L = 1.2345,
C = 1.2345
}
}
};
var oandaInstrumentMock = new Mock <IInstrument>();
oandaInstrumentMock.Setup(oi => oi.GetLastNCandlesAsync(
CandlestickGranularity.M1,
2,
It.IsAny <IEnumerable <PricingComponent> >()
)).Returns(Task.FromResult <IEnumerable <Candlestick> >(oandaLastTwoCandles));
var oandaConnectionMock = new Mock <IOandaApiConnection>();
oandaConnectionMock.Setup(oc => oc.GetInstrument(It.IsAny <InstrumentName>())).Returns(oandaInstrumentMock.Object);
_oandaApiConnectionFactoryMock.Setup(oacf => oacf.CreateConnection(It.IsAny <OandaConnectionType>(), It.IsAny <string>(), It.IsAny <DateTimeFormat>())).Returns(oandaConnectionMock.Object);
_instrumentStorageServiceMock.Setup(iss => iss.StoreInstrumentCandles(It.IsAny <Contracts.InstrumentWithCandles>()));
var thorHttpClientFactoryName = "LokiIsSoOverrated";
_configurationMock.SetupGet(c => c[It.Is <string>(cv => cv == "forex-miner-thor:Name")]).Returns(thorHttpClientFactoryName);
_configurationMock.SetupGet(c => c[It.Is <string>(cv => cv == "forex-miner-thor:Content-Type")]).Returns("application/json");
var httpMessageHandlerMock = new Mock <HttpMessageHandler>();
var thorResponse = new HttpResponseMessage()
{
StatusCode = System.Net.HttpStatusCode.OK,
Content = new StringContent(GetSerializedTradeSignal(instrument.Name))
};
httpMessageHandlerMock.Protected()
.Setup <Task <HttpResponseMessage> >("SendAsync", ItExpr.IsAny <HttpRequestMessage>(), ItExpr.IsAny <CancellationToken>())
.ReturnsAsync(thorResponse);
var httpClient = new HttpClient(httpMessageHandlerMock.Object)
{
BaseAddress = new Uri("https://this-must-be-thor.ai")
};
_httpClientFactoryMock.Setup(hcf => hcf.CreateClient(thorHttpClientFactoryName)).Returns(httpClient);
var connection = new Connection()
{
Id = Guid.NewGuid(),
Broker = ForexMiner.Heimdallr.Common.Data.Database.Models.Connection.Broker.Oanda,
ExternalAccountId = "123456",
Name = "This is a test connection",
Owner = null,
Type = ForexMiner.Heimdallr.Common.Data.Contracts.Connection.ConnectionType.Demo
};
_dbContext.Add(connection);
_dbContext.SaveChanges();
_connectionsSecretServiceMock.Setup(css => css.GetConnectionSecret(It.IsAny <Guid>()));
var oandaAccountMock = new Mock <IAccount>();
oandaAccountMock.Setup(oa => oa.GetDetailsAsync()).Returns(Task.FromResult(
new GeriRemenyi.Oanda.V20.Client.Model.Account()
{
Balance = 1000,
UnrealizedPL = 100
}
));
var oandaTradesMock = new Mock <ITrades>();
oandaTradesMock.Setup(ot => ot.OpenTradeAsync(
It.IsAny <InstrumentName>(),
It.IsAny <GeriRemenyi.Oanda.V20.Sdk.Trade.TradeDirection>(),
It.IsAny <long>(),
It.IsAny <int>()
));
oandaAccountMock.SetupGet(oa => oa.Trades).Returns(oandaTradesMock.Object);
oandaConnectionMock.Setup(oc => oc.GetAccount(It.IsAny <string>())).Returns(oandaAccountMock.Object);
// Act
await _tickerService.Tick();
// Assert
oandaInstrumentMock.Verify(oi => oi.GetLastNCandlesAsync(CandlestickGranularity.M1, 2, It.IsAny <IEnumerable <PricingComponent> >()), Times.Once());
_instrumentStorageServiceMock.Verify(iss => iss.StoreInstrumentCandles(It.IsAny <Contracts.InstrumentWithCandles>()), Times.Once());
_httpClientFactoryMock.Verify(hcf => hcf.CreateClient(thorHttpClientFactoryName), Times.Once());
_connectionsSecretServiceMock.Verify(css => css.GetConnectionSecret(It.IsAny <Guid>()), Times.Once());
oandaTradesMock.Verify(ot => ot.OpenTradeAsync(
It.IsAny <InstrumentName>(),
It.IsAny <GeriRemenyi.Oanda.V20.Sdk.Trade.TradeDirection>(),
It.IsAny <long>(),
It.IsAny <int>()
), Times.Once());
}