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Feature/derived curves #67

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aba1b35
Initial commit DerivedTimeSerie market data type
PeterRimmer71 Aug 29, 2024
9cf5a3e
Update derived cfg class
PeterRimmer71 Aug 30, 2024
4279c0c
Add derived query test
PeterRimmer71 Aug 30, 2024
fe8fb68
Update derived query
PeterRimmer71 Aug 30, 2024
8bfc9a6
Update README
PeterRimmer71 Aug 30, 2024
2a02070
Update readme
PeterRimmer71 Aug 30, 2024
6c68031
update
PeterRimmer71 Aug 30, 2024
7082cd4
Commit creating derived time series curve from two versioned curves
PeterRimmer71 Sep 9, 2024
3fe0cb0
Update readme for derived time series
PeterRimmer71 Sep 10, 2024
c8671e5
Merge branch 'master' into feature/derived-curves
PeterRimmer71 Sep 10, 2024
c5246db
Correct typo in readme
PeterRimmer71 Sep 10, 2024
a696cf1
Remove Ark.Tool dependency
PeterRimmer71 Sep 10, 2024
e61c2f3
Correct filename
PeterRimmer71 Sep 10, 2024
0b441db
Replace ForMUV with ForDerived and remove other query types for deriv…
PeterRimmer71 Sep 12, 2024
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307 changes: 307 additions & 0 deletions Artesian/Artesian.SDK.Tests/DerivedTimeSerieQueries.cs
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using System;
using NUnit.Framework;
using Artesian.SDK.Service;
using Flurl.Http.Testing;
using Artesian.SDK.Dto;
using System.Net.Http;
using NodaTime;

namespace Artesian.SDK.Tests
{
/// <summary>
/// Summary description for DerivedTimeSerieQueries
/// </summary>
[TestFixture]
public class DerivedTimeSerieQueries
{
private readonly ArtesianServiceConfig _cfg = new ArtesianServiceConfig(new Uri(TestConstants.BaseAddress), TestConstants.APIKey);

#region MarketData ids
[Test]
public void DerTSInRelativeIntervalMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForMarketData(new [] { 100000001 })
.InGranularity(Granularity.Day)
.ForDerived()
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/RollingMonth")
.WithQueryParam("id", 100000001)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSInAbsoluteDateRangeMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForMarketData(new [] { 100000001 })
.InGranularity(Granularity.Day)
.ForDerived(new LocalDateTime(2019, 05, 01, 2, 0, 0))
.InAbsoluteDateRange(new LocalDate(2018, 7, 22), new LocalDate(2018, 7, 23))
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/2018-07-22/2018-07-23")
.WithQueryParam("id", 100000001)
.WithQueryParam("versionLimit", new LocalDateTime(2019, 05, 01, 2, 0, 0))
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSInRelativePeriodExtractionWindowMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForMarketData(new [] { 100000001 })
.InGranularity(Granularity.Day)
.InRelativePeriod(Period.FromDays(5))
.ForDerived()
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P5D")
.WithQueryParam("id", 100000001)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSInRelativePeriodRangeExtractionWindowMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForMarketData(new [] { 100000001 })
.InGranularity(Granularity.Day)
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))
.ForDerived()
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P2W/P20D")
.WithQueryParam("id", 100000001)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSWithMultipleMarketDataWindowMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForMarketData(new [] { 100000001, 100000002, 100000003 })
.InGranularity(Granularity.Day)
.InRelativePeriod(Period.FromDays(5))
.ForDerived()
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P5D")
.WithQueryParamMultiple("id", new [] { 100000001, 100000002, 100000003 })
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSWithTimeTransformMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForMarketData(new [] { 100000001 })
.InGranularity(Granularity.Day)
.InRelativePeriod(Period.FromDays(5))
.ForDerived()
.WithTimeTransform(1)
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P5D")
.WithQueryParam("id", 100000001)
.WithQueryParam("tr", 1)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSWithTimeZoneMUV()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var act = qs.CreateDerived()
.ForMarketData(new [] { 100000001 })
.InGranularity(Granularity.Day)
.ForDerived()
.InAbsoluteDateRange(new LocalDate(2017, 1, 1), new LocalDate(2018, 1, 10))
.InTimezone("UTC")
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/2017-01-01/2018-01-10")
.WithQueryParam("id", 100000001)
.WithQueryParam("tz", "UTC")
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
#endregion

#region FilterId
[Test]
public void DerTSInRelativeIntervalMUV_FilterId()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForFilterId(1)
.InGranularity(Granularity.Day)
.ForDerived()
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/RollingMonth")
.WithQueryParam("filterId", 1)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSInAbsoluteDateRangeMUV_FilterId()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForFilterId(1)
.InGranularity(Granularity.Day)
.ForDerived()
.InAbsoluteDateRange(new LocalDate(2018, 7, 22), new LocalDate(2018, 7, 23))
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/2018-07-22/2018-07-23")
.WithQueryParam("filterId", 1)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSInRelativePeriodExtractionWindowMUV_FilterId()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForFilterId(1)
.InGranularity(Granularity.Day)
.InRelativePeriod(Period.FromDays(5))
.ForDerived()
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P5D")
.WithQueryParam("filterId", 1)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSInRelativePeriodRangeExtractionWindowMUV_FilterId()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var ver = qs.CreateDerived()
.ForFilterId(1)
.InGranularity(Granularity.Day)
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))
.ForDerived()
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/P2W/P20D")
.WithQueryParam("filterId", 1)
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTSWithTimeZoneMUV_FilterId()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var act = qs.CreateDerived()
.ForFilterId(1)
.InGranularity(Granularity.Day)
.ForDerived()
.InAbsoluteDateRange(new LocalDate(2017, 1, 1), new LocalDate(2018, 1, 10))
.InTimezone("UTC")
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Day/2017-01-01/2018-01-10")
.WithQueryParam("filterId", 1)
.WithQueryParam("tz", "UTC")
.WithVerb(HttpMethod.Get)
.Times(1);
}
}

[Test]
public void DerTS_RelativePeriodForAnalysisDate()
{
using (var httpTest = new HttpTest())
{
var qs = new QueryService(_cfg);

var partialQuery = qs.CreateDerived()
.ForMarketData(new [] { 100000001 })
.InGranularity(Granularity.Hour)
.ForDerived()
.InRelativePeriod(Period.FromDays(5));

var test = partialQuery
.ForAnalysisDate(new LocalDate(2018, 07, 19))
.ExecuteAsync().Result;

httpTest.ShouldHaveCalledPath($"{_cfg.BaseAddress}query/v1.0/vts/MUV/Hour/P5D")
.WithQueryParam("id", 100000001)
.WithQueryParam("ad", "2018-07-19")
.WithVerb(HttpMethod.Get)
.Times(1);
}
}
#endregion
}
}
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