/*
* Copyright (c) 2004-2011 Marco Maccaferri and others.
* All rights reserved. This program and the accompanying materials
* are made available under the terms of the Eclipse Public License v1.0
* which accompanies this distribution, and is available at
* http://www.eclipse.org/legal/epl-v10.html
*
* Contributors:
* Marco Maccaferri - initial API and implementation
*/
package org.eclipsetrader.core.internal.markets;
import java.io.StringReader;
import java.io.StringWriter;
import java.util.Arrays;
import java.util.Calendar;
import java.util.Date;
import java.util.TimeZone;
import javax.xml.bind.JAXBContext;
import javax.xml.bind.Marshaller;
import javax.xml.bind.Unmarshaller;
import junit.framework.TestCase;
import org.eclipsetrader.core.TestFeedConnector;
public class MarketTest extends TestCase {
private String prefix = "<?xml version=\"1.0\" encoding=\"UTF-8\" standalone=\"yes\"?>";
public void testGetNormalizedTime() throws Exception {
Market market = new Market();
assertEquals(getTime(2007, Calendar.NOVEMBER, 5, 9, 30), market.getCombinedDateTime(getTime(2007, Calendar.NOVEMBER, 5), getTime(9, 30)));
}
public void testGetNormalizedTimeInDifferentTimeZone() throws Exception {
Market market = new Market();
market.setTimeZone(TimeZone.getTimeZone("America/New_York"));
assertEquals(getTime(2007, Calendar.NOVEMBER, 5, 15, 30), market.getCombinedDateTime(getTime(2007, Calendar.NOVEMBER, 5), getTime(9, 30)));
}
public void testIsOpen() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 0), getTime(9, 30)),
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
assertTrue(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 9, 15)));
assertTrue(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 11, 0)));
}
public void testIsOpenAtOpenTime() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
assertTrue(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 9, 30)));
}
public void testIsOpenAtCloseTime() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
assertFalse(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 16, 0)));
}
public void testIsOpenEarly() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
assertFalse(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 6, 0)));
}
public void testIsOpenLate() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
assertFalse(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 17, 0)));
}
public void testIsOpenOnSunday() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setWeekDays(new Integer[] {
Calendar.MONDAY,
Calendar.TUESDAY,
Calendar.WEDNESDAY,
Calendar.THURSDAY,
Calendar.FRIDAY,
});
assertFalse(market.isOpen(getTime(2007, Calendar.NOVEMBER, 4, 1, 0)));
}
public void testIsOpenOnHoliday() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setHolidays(new MarketHoliday[] {
new MarketHoliday(getTime(2007, Calendar.DECEMBER, 25), "Holiday")
});
assertTrue(market.isOpen(getTime(2007, Calendar.DECEMBER, 24, 10, 0)));
assertFalse(market.isOpen(getTime(2007, Calendar.DECEMBER, 25, 10, 0)));
assertTrue(market.isOpen(getTime(2007, Calendar.DECEMBER, 26, 10, 0)));
}
public void testIsPartiallyOpenOnHoliday() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setHolidays(new MarketHoliday[] {
new MarketHoliday(getTime(2007, Calendar.DECEMBER, 31, 9, 30), getTime(2007, Calendar.DECEMBER, 31, 12, 30), "Holiday")
});
assertTrue(market.isOpen(getTime(2007, Calendar.DECEMBER, 28, 10, 0)));
assertTrue(market.isOpen(getTime(2007, Calendar.DECEMBER, 28, 15, 0)));
assertTrue(market.isOpen(getTime(2007, Calendar.DECEMBER, 31, 10, 0)));
assertFalse(market.isOpen(getTime(2007, Calendar.DECEMBER, 31, 15, 0)));
}
public void testDontChangeTimeWithTimeZone() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
assertEquals(getTime(9, 30), market.getSchedule()[0].getOpenTime());
assertEquals(getTime(16, 0), market.getSchedule()[0].getCloseTime());
market.setTimeZone(TimeZone.getTimeZone("America/New_York"));
assertEquals(getTime(9, 30), market.getSchedule()[0].getOpenTime());
assertEquals(getTime(16, 0), market.getSchedule()[0].getCloseTime());
}
public void testIsOpenWithDifferentTimeZone() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setTimeZone(TimeZone.getTimeZone("America/New_York"));
assertFalse(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 10, 0)));
assertTrue(market.isOpen(getTime(2007, Calendar.NOVEMBER, 6, 18, 0)));
assertFalse(market.isOpen(getTime(2007, Calendar.NOVEMBER, 23, 10, 0)));
}
public void testMarshalDescription() throws Exception {
Market object = new Market("Test", null, null);
assertEquals(prefix + "<market name=\"Test\"/>", marshal(object));
}
public void testUnmarshalDescription() throws Exception {
Market object = unmarshal(prefix + "<market name=\"Test\"/>");
assertEquals("Test", object.getName());
}
public void testMarshalOpenTime() throws Exception {
Calendar date = Calendar.getInstance();
date.set(2007, Calendar.NOVEMBER, 6, 10, 0, 0);
Market object = new Market(null, Arrays.asList(new MarketTime[] {
new MarketTime(date.getTime(), null)
}));
assertEquals(prefix + "<market><schedule><time open=\"10:00\"/></schedule></market>", marshal(object));
}
public void testUnmarshalOpenTime() throws Exception {
Market object = unmarshal(prefix + "<market><schedule><time open=\"10:00\"/></schedule></market>");
assertEquals("10:00", new TimeAdapter().marshal(object.getSchedule()[0].getOpenTime()));
}
public void testMarshalCloseTime() throws Exception {
Calendar date = Calendar.getInstance();
date.set(2007, Calendar.NOVEMBER, 6, 10, 30, 0);
Market object = new Market(null, Arrays.asList(new MarketTime[] {
new MarketTime(null, date.getTime())
}));
assertEquals(prefix + "<market><schedule><time close=\"10:30\"/></schedule></market>", marshal(object));
}
public void testUnmarshalCloseTime() throws Exception {
Market object = unmarshal(prefix + "<market><schedule><time close=\"10:30\"/></schedule></market>");
assertEquals("10:30", new TimeAdapter().marshal(object.getSchedule()[0].getCloseTime()));
}
public void testMarshalTimeZone() throws Exception {
Market object = new Market(null, null, TimeZone.getTimeZone("America/New_York"));
assertEquals(prefix + "<market timeZone=\"America/New_York\"/>", marshal(object));
}
public void testUnmarshalTimeZone() throws Exception {
Market object = unmarshal(prefix + "<market timeZone=\"America/New_York\"/>");
assertEquals("America/New_York", object.getTimeZone().getID());
}
public void testMarshalLiveFeedConnector() throws Exception {
Market object = new Market(null, null, null);
object.setLiveFeedConnector(new TestFeedConnector("test.id", "Test"));
assertEquals(prefix + "<market><liveFeed id=\"test.id\"/></market>", marshal(object));
}
public void testUnmarshalLiveFeedConnector() throws Exception {
Market object = unmarshal(prefix + "<market><liveFeed id=\"test.id\"/></market>");
assertNotNull(object.getLiveFeedConnector());
assertEquals("test.id", object.getLiveFeedConnector().getId());
}
public void testGetMarketDayForOpenDay() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
MarketDay day = market.getMarketDayFor(getTime(2007, Calendar.NOVEMBER, 6));
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 9, 30), day.getOpenTime());
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 16, 0), day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetMarketTime() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 0), getTime(9, 30), "Pre-open"),
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
MarketDay day = market.getMarketDayFor(getTime(2007, Calendar.NOVEMBER, 6));
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 9, 0), day.getOpenTime());
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 9, 30), day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetMarketDayForCloseDay() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setWeekDays(new Integer[] {
Calendar.MONDAY,
Calendar.TUESDAY,
Calendar.WEDNESDAY,
Calendar.THURSDAY,
Calendar.FRIDAY,
});
MarketDay day = market.getMarketDayFor(getTime(2007, Calendar.NOVEMBER, 3));
assertFalse(day.isOpen());
assertNull(day.getOpenTime());
assertNull(day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetNextMarketDayForOpenDay() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
MarketDay day = market.getNextMarketDayFor(getTime(2007, Calendar.NOVEMBER, 6, 10, 0));
assertEquals(getTime(2007, Calendar.NOVEMBER, 7, 9, 30), day.getOpenTime());
assertEquals(getTime(2007, Calendar.NOVEMBER, 7, 16, 0), day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetNextMarketDayForCloseDay() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setWeekDays(new Integer[] {
Calendar.MONDAY,
Calendar.TUESDAY,
Calendar.WEDNESDAY,
Calendar.THURSDAY,
Calendar.FRIDAY,
});
MarketDay day = market.getNextMarketDayFor(getTime(2007, Calendar.NOVEMBER, 3));
assertEquals(getTime(2007, Calendar.NOVEMBER, 5, 9, 30), day.getOpenTime());
assertEquals(getTime(2007, Calendar.NOVEMBER, 5, 16, 0), day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetNextMarketDayForCloseDayInDifferentTimeZone() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setTimeZone(TimeZone.getTimeZone("America/New_York"));
market.setWeekDays(new Integer[] {
Calendar.MONDAY,
Calendar.TUESDAY,
Calendar.WEDNESDAY,
Calendar.THURSDAY,
Calendar.FRIDAY,
});
MarketDay day = market.getNextMarketDayFor(getTime(2007, Calendar.NOVEMBER, 3));
assertEquals(getTime(2007, Calendar.NOVEMBER, 5, 15, 30), day.getOpenTime());
assertEquals(getTime(2007, Calendar.NOVEMBER, 5, 22, 0), day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetNextMarketDayWithDifferentTimeZone() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setTimeZone(TimeZone.getTimeZone("America/New_York"));
MarketDay day = market.getNextMarketDayFor(getTime(2007, Calendar.NOVEMBER, 6, 10, 0));
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 15, 30), day.getOpenTime());
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 22, 0), day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetNextMarketDayForToday() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setTimeZone(TimeZone.getTimeZone("America/New_York"));
MarketDay day = market.getNextMarketDayFor(getTime(2007, Calendar.NOVEMBER, 6, 10, 0));
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 15, 30), day.getOpenTime());
assertEquals(getTime(2007, Calendar.NOVEMBER, 6, 22, 0), day.getCloseTime());
assertNull(day.getMessage());
}
public void testGetMarketDayForHoliday() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setHolidays(new MarketHoliday[] {
new MarketHoliday(getTime(2007, Calendar.DECEMBER, 25), "Holiday")
});
MarketDay day = market.getMarketDayFor(getTime(2007, Calendar.DECEMBER, 25));
assertFalse(day.isOpen());
assertNull(day.getOpenTime());
assertNull(day.getCloseTime());
assertEquals("Holiday", day.getMessage());
}
public void testGetNextMarketDayForHoliday() throws Exception {
Market market = new Market("Test", Arrays.asList(new MarketTime[] {
new MarketTime(getTime(9, 30), getTime(16, 0))
}));
market.setHolidays(new MarketHoliday[] {
new MarketHoliday(getTime(2007, Calendar.DECEMBER, 25), "Holiday")
});
MarketDay day = market.getNextMarketDayFor(getTime(2007, Calendar.DECEMBER, 25));
assertEquals(getTime(2007, Calendar.DECEMBER, 26, 9, 30), day.getOpenTime());
assertEquals(getTime(2007, Calendar.DECEMBER, 26, 16, 0), day.getCloseTime());
assertNull(day.getMessage());
}
private Date getTime(int year, int month, int day, int hour, int minute) {
Calendar date = Calendar.getInstance();
date.set(year, month, day, hour, minute, 0);
date.set(Calendar.MILLISECOND, 0);
return date.getTime();
}
private Date getTime(int year, int month, int day) {
Calendar date = Calendar.getInstance();
date.set(year, month, day, 0, 0, 0);
date.set(Calendar.MILLISECOND, 0);
return date.getTime();
}
private Date getTime(int hour, int minute) {
Calendar date = Calendar.getInstance();
date.set(Calendar.HOUR_OF_DAY, hour);
date.set(Calendar.MINUTE, minute);
date.set(Calendar.SECOND, 0);
date.set(Calendar.MILLISECOND, 0);
return date.getTime();
}
private String marshal(Market object) throws Exception {
StringWriter string = new StringWriter();
JAXBContext jaxbContext = JAXBContext.newInstance(object.getClass());
Marshaller marshaller = jaxbContext.createMarshaller();
marshaller.setProperty(Marshaller.JAXB_FORMATTED_OUTPUT, Boolean.FALSE);
marshaller.setProperty(Marshaller.JAXB_ENCODING, "UTF-8"); //$NON-NLS-1$
marshaller.marshal(object, string);
return string.toString();
}
private Market unmarshal(String string) throws Exception {
JAXBContext jaxbContext = JAXBContext.newInstance(Market.class);
Unmarshaller unmarshaller = jaxbContext.createUnmarshaller();
return (Market) unmarshaller.unmarshal(new StringReader(string));
}
}