mit_reference_data.cpp

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/******************************************************************************
** Copyright © 2015 by J.M.McGuiness, isimud@hussar.me.uk
**
** This library is free software; you can redistribute it and/or
** modify it under the terms of the GNU Lesser General Public
** License as published by the Free Software Foundation; either
** version 2.1 of the License, or (at your option) any later version.
**
** This library is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
** Lesser General Public License for more details.
**
** You should have received a copy of the GNU Lesser General Public
** License along with this library; if not, write to the Free Software
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
#include "stdafx.h"
 
#define BOOST_TEST_MODULE isimud_tests
#include <boost/test/included/unit_test.hpp>
 
#include "../exchanges/MIT/common/ref_data.hpp"
 
using namespace libisimud;
 
using ref_data_t=exchanges::MIT::common::ref_data;
 
BOOST_AUTO_TEST_SUITE(market_data)
 
BOOST_AUTO_TEST_CASE(ctor) {
   std::stringstream ss;
   const ref_data_t ref_data(ss);
   BOOST_CHECK(ref_data.lookup_instrument_id().empty());
   BOOST_CHECK(ref_data.lookup_isin().empty());
}
 
BOOST_AUTO_TEST_CASE(one_entry) {
   const std::string ref_data_file("133215;FTSE100;SET0;PT_T;TP_1;GB00BH4HKS39;;20060731;0;1;10000;42467000;1;;1;DE;VOD;VODAFONE GRP.;BH4HKS3;15225662730;GBX;1;Y;0023;VOVOD;VODAFONE GROUP PLC;0;;;15000;ORD USD0.20 20/21;;1;1;5;GB;;;FE00;1;;;;1;A;;;;;;");
   std::stringstream ss;
   ss<<ref_data_file;
   const ref_data_t ref_data(ss);
   BOOST_CHECK(!ref_data.lookup_instrument_id().empty());
   BOOST_CHECK_EQUAL(ref_data.lookup_instrument_id().size(), 1);
   BOOST_CHECK(!ref_data.lookup_isin().empty());
   BOOST_CHECK_EQUAL(ref_data.lookup_isin().size(), 1);
   const typename ref_data_t::security_id_key sik(exchanges::common::ISIN_t("GB00BH4HKS39"));
   BOOST_CHECK_EQUAL(sik.isin_.hash(), 124731814251123);
   BOOST_CHECK(ref_data.lookup_instrument_id().find(sik)!=ref_data.lookup_instrument_id().end());
   BOOST_CHECK_EQUAL(ref_data.lookup_instrument_id().find(sik)->second, 133215);
   BOOST_CHECK(ref_data.lookup_isin().find(133215)!=ref_data.lookup_isin().end());
   BOOST_CHECK_EQUAL(ref_data.lookup_isin().find(133215)->second, sik);
}
 
BOOST_AUTO_TEST_CASE(two_entries) {
   const std::string ref_data_file(
      "133215;FTSE100;SET0;PT_T;TP_1;GB00BH4HKS39;;20060731;0;1;10000;42467000;1;;1;DE;VOD;VODAFONE GRP.;BH4HKS3;15225662730;GBX;1;Y;0023;VOVOD;VODAFONE GROUP PLC;0;;;15000;ORD USD0.20 20/21;;1;1;5;GB;;;FE00;1;;;;1;A;;;;;;\n"
      "2926;FTSE100;SET1;PT_T;TP_12;GB0000595859;;20000419;0;1;3000;32438040;1;;1;DE;ARM;ARM HLDGS.;0059585;3861344694;GBX;1;Y;0023;ARARM;ARM HOLDINGS PLC;0;;;7500;ORD 0.05P;;1;1;5;GB;;;FS10;4;;;;2;B;;;;;;"
   );
   std::stringstream ss;
   ss<<ref_data_file;
   const ref_data_t ref_data(ss);
   BOOST_CHECK(!ref_data.lookup_instrument_id().empty());
   BOOST_CHECK_EQUAL(ref_data.lookup_instrument_id().size(), 2);
   BOOST_CHECK_EQUAL(ref_data.lookup_isin().size(), 2);
   const typename ref_data_t::security_id_key sik1(exchanges::common::ISIN_t("GB00BH4HKS39"));
   BOOST_CHECK(ref_data.lookup_instrument_id().find(sik1)!=ref_data.lookup_instrument_id().end());
   BOOST_CHECK_EQUAL(ref_data.lookup_instrument_id().find(sik1)->second, 133215);
   BOOST_CHECK(ref_data.lookup_isin().find(133215)!=ref_data.lookup_isin().end());
   BOOST_CHECK_EQUAL(ref_data.lookup_isin().find(133215)->second, sik1);
   const typename ref_data_t::security_id_key sik2(exchanges::common::ISIN_t("GB0000595859"));
   BOOST_CHECK(ref_data.lookup_instrument_id().find(sik2)!=ref_data.lookup_instrument_id().end());
   BOOST_CHECK_NE(sik1.isin_.hash(), sik2.isin_.hash());
   BOOST_CHECK_EQUAL(ref_data.lookup_instrument_id().find(sik2)->second, 2926);
   BOOST_CHECK(ref_data.lookup_isin().find(2926)!=ref_data.lookup_isin().end());
   BOOST_CHECK_EQUAL(ref_data.lookup_isin().find(2926)->second, sik2);
}
 
BOOST_AUTO_TEST_SUITE_END()