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83 lines
3.8 KiB
83 lines
3.8 KiB
4 years ago
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{-# LANGUAGE OverloadedStrings #-}
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module Test.Driver.Junction.QuoteThread
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(
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unitTests
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) where
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import Test.Tasty
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import Test.Tasty.HUnit
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import Test.Tasty.QuickCheck as QC
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import Test.Tasty.SmallCheck as SC
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import ATrade.Driver.Junction.QuoteThread (addSubscription,
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startQuoteThread,
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stopQuoteThread)
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import ATrade.QuoteSource.Client (QuoteData (QDBar))
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import ATrade.QuoteSource.Server (QuoteSourceServerData (..),
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startQuoteSourceServer,
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stopQuoteSourceServer)
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import ATrade.RoboCom.Types (BarSeries (bsBars),
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BarSeriesId (BarSeriesId),
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InstrumentParameters (InstrumentParameters))
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import ATrade.Types
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import Control.Concurrent (forkIO, threadDelay)
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import Control.Concurrent.BoundedChan (newBoundedChan, readChan,
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writeChan)
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import Control.Exception (bracket)
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import Control.Monad (forever)
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import Data.IORef (newIORef, readIORef)
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import qualified Data.Map.Strict as M
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import qualified Data.Text as T
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import Data.Time (UTCTime (UTCTime),
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fromGregorian)
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import System.IO (BufferMode (LineBuffering),
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hSetBuffering, stderr)
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import System.Log.Formatter
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import System.Log.Handler (setFormatter)
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import System.Log.Handler.Simple
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import System.Log.Logger
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import System.ZMQ4 (withContext)
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import Test.Mock.HistoryProvider (mkMockHistoryProvider)
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import Test.Mock.TickerInfoProvider (mkMockTickerInfoProvider)
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qsEndpoint = "inproc://qs"
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mockHistoryProvider = mkMockHistoryProvider $ M.fromList [(BarSeriesId "FOO" (BarTimeframe 3600), bars)]
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where
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bars = []
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mockTickerInfoProvider = mkMockTickerInfoProvider $ M.fromList [("FOO", InstrumentParameters 10 0.1)]
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unitTests = testGroup "Driver.Junction.QuoteThread" [
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testSubscription
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]
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testSubscription :: TestTree
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testSubscription = testCase "Subscription" $ withContext $ \ctx -> do
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barsRef <- newIORef M.empty
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serverChan <- newBoundedChan 2000
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bracket
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(startQuoteSourceServer serverChan ctx qsEndpoint defaultServerSecurityParams)
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stopQuoteSourceServer $ \_ ->
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bracket
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(startQuoteThread barsRef ctx qsEndpoint Nothing Nothing mockHistoryProvider mockTickerInfoProvider)
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stopQuoteThread $ \qt -> do
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chan <- newBoundedChan 2000
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addSubscription qt "FOO" (BarTimeframe 3600) chan
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forkIO $ forever $ threadDelay 50000 >> writeChan serverChan (QSSBar (BarTimeframe 3600, bar))
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clientData <- readChan chan
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assertEqual "Invalid client data" clientData (QDBar (BarTimeframe 3600, bar))
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bars <- readIORef barsRef
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case M.lookup (BarSeriesId "FOO" (BarTimeframe 3600)) bars of
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Just series -> assertBool "Length should be >= 1" $ (not . null . bsBars) series
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Nothing -> assertFailure "Bar Series should be present"
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where
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bar =
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Bar {
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barSecurity="FOO", barTimestamp=UTCTime (fromGregorian 2021 11 20) 7200, barOpen=10, barHigh=12, barLow=9, barClose=11, barVolume=100
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}
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