-
Notifications
You must be signed in to change notification settings - Fork 662
Expand file tree
/
Copy pathSessionScheduleTest.java
More file actions
1491 lines (1308 loc) · 78.7 KB
/
SessionScheduleTest.java
File metadata and controls
1491 lines (1308 loc) · 78.7 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
/*******************************************************************************
* Copyright (c) quickfixengine.org All rights reserved.
*
* This file is part of the QuickFIX FIX Engine
*
* This file may be distributed under the terms of the quickfixengine.org
* license as defined by quickfixengine.org and appearing in the file
* LICENSE included in the packaging of this file.
*
* This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
* THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
* PARTICULAR PURPOSE.
*
* See http://www.quickfixengine.org/LICENSE for licensing information.
*
* Contact ask@quickfixengine.org if any conditions of this licensing
* are not clear to you.
******************************************************************************/
package quickfix;
import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertFalse;
import static org.junit.Assert.assertNotNull;
import static org.junit.Assert.assertTrue;
import static org.junit.Assert.fail;
import java.text.DateFormat;
import java.text.DateFormatSymbols;
import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.Date;
import java.util.GregorianCalendar;
import java.util.Locale;
import java.util.TimeZone;
import org.junit.After;
import org.junit.Before;
import org.junit.Test;
import quickfix.field.converter.UtcTimeOnlyConverter;
public class SessionScheduleTest {
private MockSystemTimeSource mockSystemTimeSource;
private Locale defaultLocale;
@Before
public void setUp() throws Exception {
mockSystemTimeSource = new MockSystemTimeSource();
SystemTime.setTimeSource(mockSystemTimeSource);
defaultLocale = Locale.getDefault();
Locale.setDefault(Locale.GERMANY);
}
@After
public void tearDown() throws Exception {
SystemTime.setTimeSource(null);
Locale.setDefault(defaultLocale);
}
@Test
public void testSessionAlwaysActive() throws Exception {
Calendar start = getUtcTime(0, 0, 0);
Calendar end = getUtcTime(0, 0, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
doIsSessionTimeTest(schedule, true, 2004, 10, 10, 10, 0, 0);
}
@Test
public void testSessionTimeStartBeforeEnd() throws Exception {
Calendar start = getUtcTime(3, 0, 0);
Calendar end = getUtcTime(18, 0, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
doIsSessionTimeTest(schedule, true, 2004, 10, 10, 10, 0, 0);
doIsSessionTimeTest(schedule, true, 2004, 10, 10, 18, 0, 0);
doIsSessionTimeTest(schedule, false, 2004, 10, 10, 2, 0, 0);
doIsSessionTimeTest(schedule, false, 2004, 10, 10, 19, 0, 0);
doIsSessionTimeTest(schedule, false, 2004, 10, 10, 18, 0, 1);
}
private SessionSchedule newSessionSchedule(Date startTime, Date endTime, int startDay,
int endDay) throws Exception {
SessionSettings settings = new SessionSettings();
if (startDay >= 0) {
settings.setString(Session.SETTING_START_DAY, DayConverter.toString(startDay));
}
if (endDay >= 0) {
settings.setString(Session.SETTING_END_DAY, DayConverter.toString(endDay));
}
settings.setString(Session.SETTING_START_TIME, UtcTimeOnlyConverter.convert(startTime,
false));
settings.setString(Session.SETTING_END_TIME, UtcTimeOnlyConverter.convert(endTime, false));
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
return new DefaultSessionSchedule(settings, sessionID);
}
@Test
public void testSessionTimeEndBeforeStart() throws Exception {
Calendar start = getUtcTime(18, 0, 0);
Calendar end = getUtcTime(3, 0, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
doIsSessionTimeTest(schedule, true, 2000, Calendar.NOVEMBER, 10, 18, 0, 0);
doIsSessionTimeTest(schedule, true, 2000, Calendar.NOVEMBER, 10, 3, 0, 0);
doIsSessionTimeTest(schedule, false, 2000, Calendar.NOVEMBER, 10, 4, 0, 0);
doIsSessionTimeTest(schedule, false, 2004, Calendar.NOVEMBER, 10, 17, 0, 0);
}
@Test
public void testShortSessionTestStartBeforeEnd() throws Exception {
Calendar start = getUtcTime(18, 0, 0);
Calendar end = getUtcTime(18, 30, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
doIsSessionTimeTest(schedule, false, 2000, 10, 10, 17, 15, 0);
doIsSessionTimeTest(schedule, true, 2000, 10, 10, 18, 0, 0);
doIsSessionTimeTest(schedule, true, 2000, 10, 10, 18, 15, 0);
doIsSessionTimeTest(schedule, true, 2000, 10, 10, 18, 30, 0);
doIsSessionTimeTest(schedule, false, 2000, 10, 10, 19, 30, 0);
}
@Test
public void testShortSessionTestStartAfterEnd() throws Exception {
Calendar start = getUtcTime(18, 30, 0);
Calendar end = getUtcTime(18, 0, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
doIsSessionTimeTest(schedule, false, 2000, 10, 10, 18, 15, 0);
doIsSessionTimeTest(schedule, true, 2000, 10, 10, 18, 0, 0);
doIsSessionTimeTest(schedule, true, 2000, 10, 10, 19, 15, 0);
doIsSessionTimeTest(schedule, true, 2000, 10, 10, 18, 30, 0);
doIsSessionTimeTest(schedule, false, 2000, 10, 10, 18, 25, 0);
}
private void doIsSessionTimeTest(SessionSchedule schedule, boolean expectedInSession, int year,
int month, int day, int hour, int minute, int second) {
doIsSessionTimeTest(schedule, expectedInSession, year, month, day, hour, minute, second,
TimeZone.getTimeZone("UTC"));
}
private void doIsSessionTimeTest(SessionSchedule schedule, boolean expectedInSession, int year,
int month, int day, int hour, int minute, int second, TimeZone timeZone) {
mockSystemTimeSource
.setTime(getTimeStamp(year, month, day, hour, minute, second, timeZone));
assertEquals("in session expectation incorrect", expectedInSession, schedule
.isSessionTime());
}
private void doIsSessionTimeTest(boolean expectedInSession, int year, int month, int day,
int hour, int minute, int second, TimeZone timeZone, String scheduleStartDay,
String scheduleEndDay) throws ConfigError, FieldConvertError {
mockSystemTimeSource
.setTime(getTimeStamp(year, month, day, hour, minute, second, timeZone));
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "US/Eastern");
settings.setString(Session.SETTING_START_DAY, scheduleStartDay);
settings.setString(Session.SETTING_END_DAY, scheduleEndDay);
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_TIME, "15:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
assertEquals("schedule is wrong", expectedInSession, schedule.isSessionTime());
}
private void doIsSessionTimeTest(SessionSettings settings, SessionID sessionID,
boolean expectedInSession, int year, int month, int day, int hour, int minute,
int second, String timeZoneID) throws ConfigError, FieldConvertError {
mockSystemTimeSource.setTime(getTimeStamp(year, month, day, hour, minute, second, TimeZone
.getTimeZone(timeZoneID)));
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
assertEquals("schedule is wrong", expectedInSession, schedule.isSessionTime());
}
@Test
public void testSessionTimeWithDay() throws Exception {
Calendar start = getUtcTime(18, 0, 0);
Calendar end = getUtcTime(3, 0, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(),
Calendar.SATURDAY, Calendar.SATURDAY);
// July 24, 2004 - Saturday
// July 25, 2004 - Sunday
// Schedule Saturday 18:00 to following Saturday 03:00
doIsSessionTimeTest(schedule, false, 2004, Calendar.JULY, 24, 10, 0, 0);
doIsSessionTimeTest(schedule, true, 2004, Calendar.JULY, 24, 18, 0, 0);
doIsSessionTimeTest(schedule, true, 2004, Calendar.JULY, 24, 3, 0, 0);
doIsSessionTimeTest(schedule, false, 2004, Calendar.JULY, 24, 3, 0, 1);
doIsSessionTimeTest(schedule, true, 2004, Calendar.JULY, 24, 18, 0, 1);
doIsSessionTimeTest(schedule, true, 2004, Calendar.JULY, 25, 3, 0, 1);
doIsSessionTimeTest(schedule, true, 2004, Calendar.JULY, 26, 18, 0, 1);
}
@Test
public void testIsSameSessionWithoutDay() throws Exception {
// =====================================================
// start time is less than end time
Calendar start = getUtcTime(3, 0, 0);
Calendar end = getUtcTime(18, 0, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
// same time
Calendar t1 = getUtcTimeStamp(2000, 10, 10, 10, 0, 0);
Calendar t2 = getUtcTimeStamp(2000, 10, 10, 10, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// time 2 in same session but greater
t1 = getUtcTimeStamp(2000, 10, 10, 10, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 11, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// time 2 in same session but less
t1 = getUtcTimeStamp(2000, 10, 10, 11, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 10, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// time 1 not in session
t1 = getUtcTimeStamp(2000, 10, 10, 19, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 10, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
// time 2 not in session
t1 = getUtcTimeStamp(2000, 10, 10, 10, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 2, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
// same time (in session window) two different days
t1 = getUtcTimeStamp(2000, 10, 10, 12, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 11, 12, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
// =====================================================
// start time is greater than end time
start = getUtcTime(18, 0, 0);
end = getUtcTime(13, 0, 0);
schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
// same session same day
t1 = getUtcTimeStamp(2000, 10, 10, 19, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 20, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// same time (in session window) two different days
t1 = getUtcTimeStamp(2000, 10, 10, 19, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 11, 19, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
// same session time 2 is in next day
t1 = getUtcTimeStamp(2000, 10, 10, 19, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 11, 2, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// same session time 1 is in next day
t1 = getUtcTimeStamp(2000, 10, 11, 2, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 19, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// time 1 is 25 hours greater than time 2
t1 = getUtcTimeStamp(2000, 10, 11, 21, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 20, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
// ------------
start = getUtcTime(10, 0, 0);
end = getUtcTime(2, 0, 0);
schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
t1 = getUtcTimeStamp(2000, 10, 10, 17, 0, 0);
t2 = getUtcTimeStamp(2000, 10, 10, 1, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
t2 = getUtcTimeStamp(2000, 10, 9, 23, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
// =====================================================
// start time is equal to end time
start = getUtcTime(6, 0, 0);
end = getUtcTime(6, 0, 0);
schedule = newSessionSchedule(start.getTime(), end.getTime(), -1, -1);
t1 = getUtcTimeStamp(2004, 1, 13, 19, 10, 0);
t2 = getUtcTimeStamp(2004, 10, 14, 19, 6, 0);
doIsSameSessionTest(schedule, t1, t2, false);
}
@Test
public void testIsSameSessionWithDay() throws Exception {
Calendar start = getUtcTime(3, 0, 0);
Calendar end = getUtcTime(18, 0, 0);
SessionSchedule schedule = newSessionSchedule(start.getTime(), end.getTime(),
Calendar.MONDAY, Calendar.THURSDAY);
Calendar t1 = getUtcTimeStamp(2004, Calendar.JULY, 27, 3, 0, 0);
Calendar t2 = getUtcTimeStamp(2004, Calendar.JULY, 25, 3, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
t1 = getUtcTimeStamp(2004, Calendar.JULY, 31, 3, 0, 0);
t2 = getUtcTimeStamp(2004, Calendar.JULY, 27, 3, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
t1 = getUtcTimeStamp(2004, Calendar.JULY, 27, 3, 0, 0);
t2 = getUtcTimeStamp(2004, Calendar.JULY, 27, 3, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
t1 = getUtcTimeStamp(2004, Calendar.JULY, 26, 10, 0, 0);
t2 = getUtcTimeStamp(2004, Calendar.JULY, 27, 3, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
t1 = getUtcTimeStamp(2004, Calendar.JULY, 27, 10, 0, 0);
t2 = getUtcTimeStamp(2004, Calendar.JULY, 29, 2, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
t1 = getUtcTimeStamp(2004, Calendar.JULY, 27, 10, 0, 0);
t2 = getUtcTimeStamp(2004, Calendar.JULY, 20, 3, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
t1 = getUtcTimeStamp(2004, Calendar.JULY, 27, 2, 0, 0);
t2 = getUtcTimeStamp(2004, Calendar.JULY, 20, 3, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
t1 = getUtcTimeStamp(2004, Calendar.JULY, 26, 2, 0, 0);
t2 = getUtcTimeStamp(2004, Calendar.JULY, 19, 3, 0, 0);
doIsSameSessionTest(schedule, t1, t2, false);
// Reset start/end time so that they fall within an hour of midnight
Calendar startTime = getUtcTime(0, 5, 0);
Calendar endTime = getUtcTime(23, 45, 0);
// Make it a week-long session
int startDay = 1;
int endDay = 7;
schedule = newSessionSchedule(startTime.getTime(), endTime.getTime(), startDay, endDay);
// Check that ST-->DST (Sunday is missing one hour) is handled
t1 = getUtcTimeStamp(2006, Calendar.APRIL, 4, 0, 0, 0);
t2 = getUtcTimeStamp(2006, Calendar.APRIL, 3, 1, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// Check that DST-->ST (Sunday has an extra hour) is handled
t1 = getUtcTimeStamp(2006, Calendar.OCTOBER, 30, 1, 0, 0);
t2 = getUtcTimeStamp(2006, Calendar.OCTOBER, 31, 1, 0, 0);
doIsSameSessionTest(schedule, t1, t2, true);
// Check that everything works across a year boundary
t1 = getUtcTimeStamp(2006, Calendar.DECEMBER, 31, 10, 10, 10);
t2 = getUtcTimeStamp(2007, Calendar.JANUARY, 1, 10, 10, 10);
doIsSameSessionTest(schedule, t1, t2, true);
}
@Test
public void testSessionStartInPreviousDayOfWeek() throws Exception {
Locale.setDefault(new Locale("en", "AU"));
final TimeZone tz = TimeZone.getTimeZone("Australia/Victoria");
mockSystemTimeSource.setTime(getTimeStamp(2026, Calendar.FEBRUARY, 23, 10, 0, 0, tz));
final SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_START_TIME, "13:00:00 Australia/Victoria");
// AU week starts on Sunday on Java 17 and below, but on Monday on Java 21 and above (not sure about in between).
settings.setString(Session.SETTING_START_DAY, "Sunday");
settings.setString(Session.SETTING_END_TIME, "17:00:00 America/New_York");
settings.setString(Session.SETTING_END_DAY, "Saturday");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
final SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
mockSystemTimeSource
.setTime(getTimeStamp(2026, Calendar.FEBRUARY, 23, 10, 0, 0, tz));
assertEquals("in session expectation incorrect", true, schedule
.isSessionTime());
}
@Test
public void testSettingsWithoutStartEndDay() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_START_TIME, "01:00:00 ");
settings.setString(Session.SETTING_END_TIME, " 05:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
doIsSessionTimeTest(schedule, false, 2002, 5, 5, 0, 30, 0);
doIsSessionTimeTest(schedule, true, 2002, 7, 5, 1, 30, 0);
doIsSessionTimeTest(schedule, false, 2003, 5, 5, 6, 30, 0);
}
@Test
public void testSettingsWithStartEndDay() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_START_DAY, DayConverter.toString(Calendar.TUESDAY));
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_DAY, DayConverter.toString(Calendar.FRIDAY));
settings.setString(Session.SETTING_END_TIME, "05:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
doIsSessionTimeTest(schedule, false, 2006, 1, 27, 0, 30, 0);
doIsSessionTimeTest(schedule, false, 2006, 1, 27, 1, 30, 0);
doIsSessionTimeTest(schedule, true, 2006, 1, 28, 1, 30, 0);
doIsSessionTimeTest(schedule, true, 2006, 1, 28, 6, 30, 0);
doIsSessionTimeTest(schedule, false, 2006, 2, 4, 4, 30, 0);
}
@Test
// QFJ-228
public void testSettingsWithStartEndDayWithDayRoll() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "America/Chicago");
settings.setString(Session.SETTING_START_DAY, DayConverter.toString(Calendar.MONDAY));
settings.setString(Session.SETTING_START_TIME, "01:00:00");
// The Friday day must roll over to Saturday when the time is converted to UTC
settings.setString(Session.SETTING_END_DAY, DayConverter.toString(Calendar.FRIDAY));
settings.setString(Session.SETTING_END_TIME, "19:30:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
doIsSessionTimeTest(schedule, true, 2007, Calendar.AUGUST, 23, 0, 25, 0,
TimeZone.getTimeZone("America/Chicago"));
}
@Test
public void testSettingsWithoutStartEndDayWithTimeZone() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, " US/Eastern ");
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_TIME, "15:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
TimeZone tz = TimeZone.getTimeZone("US/Eastern");
doIsSessionTimeTest(schedule, false, 2002, 5, 5, 0, 59, 0, tz);
doIsSessionTimeTest(schedule, true, 2002, 7, 5, 14, 30, 0, tz);
doIsSessionTimeTest(schedule, false, 2003, 5, 5, 16, 30, 0, tz);
}
@Test
public void testSettingsWithoutStartEndDayWithTimeZoneInTime() throws Exception {
// This test is very susceptible to whether the system time starts
// in daylight time or not, so we just force it that way. Otherwise
// the first time the mock time source gets set to a time with daylight time
// then the schedule appears to change 1 hr.
TimeZone tz = TimeZone.getTimeZone("US/Eastern");
mockSystemTimeSource.setTime(getTimeStamp(2002, 5, 5, 0, 0, 0, tz));
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_START_TIME, "01:00:00 US/Eastern");
settings.setString(Session.SETTING_END_TIME, "15:00:00 US/Central");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
doIsSessionTimeTest(schedule, false, 2002, 5, 5, 0, 59, 0, tz);
doIsSessionTimeTest(schedule, true, 2002, 7, 5, 14, 30, 0, tz);
// The end time is actually 16:00 Eastern time but specified as
// 15:00 Central time.
doIsSessionTimeTest(schedule, true, 2003, 5, 5, 15, 59, 0, tz);
doIsSessionTimeTest(schedule, true, 2003, 5, 5, 16, 0, 0, tz);
doIsSessionTimeTest(schedule, false, 2003, 5, 5, 16, 1, 0, tz);
}
@Test
public void testSettingsWithStartEndDayAndTimeZone() throws Exception {
TimeZone tz = TimeZone.getTimeZone("US/Eastern");
String scheduleStartDay = DayConverter.toString(Calendar.TUESDAY);
String scheduleEndDay = DayConverter.toString(Calendar.FRIDAY);
// Time interval is 1:00 - 15:00
// Monday is out of session interval
doIsSessionTimeTest(false, 2006, 1, 27, 0, 30, 0, tz, scheduleStartDay, scheduleEndDay);
// Monday is out of session interval, time is in.
doIsSessionTimeTest(false, 2006, 1, 27, 1, 30, 0, tz, scheduleStartDay, scheduleEndDay);
// Tuesday is in interval, time is out.
doIsSessionTimeTest(false, 2006, 1, 28, 0, 59, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(true, 2006, 1, 28, 14, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(true, 2006, 2, 1, 0, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(true, 2006, 2, 3, 14, 30, 0, tz, scheduleStartDay, scheduleEndDay);
// Friday in interval, time is out
doIsSessionTimeTest(false, 2006, 2, 3, 16, 30, 0, tz, scheduleStartDay, scheduleEndDay);
// Saturday is out of interval
doIsSessionTimeTest(false, 2006, 2, 4, 16, 30, 0, TimeZone.getTimeZone("UTC"),
scheduleStartDay, scheduleEndDay);
}
@Test
public void testSettingsWithStartGreaterThanEndDayAndTimeZone() throws Exception {
String scheduleStartDay = DayConverter.toString(Calendar.FRIDAY);
String scheduleEndDay = DayConverter.toString(Calendar.MONDAY);
TimeZone tz = TimeZone.getTimeZone("US/Eastern");
doIsSessionTimeTest(true, 2006, Calendar.FEBRUARY, 27, 0, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(true, 2006, Calendar.FEBRUARY, 27, 1, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(false, 2006, Calendar.FEBRUARY, 27, 16, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(false, 2006, Calendar.FEBRUARY, 28, 0, 59, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(false, 2006, Calendar.FEBRUARY, 28, 14, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(false, 2006, Calendar.MARCH, 1, 0, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(false, 2006, Calendar.MARCH, 3, 0, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(true, 2006, Calendar.MARCH, 3, 14, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(true, 2006, Calendar.MARCH, 3, 16, 30, 0, tz, scheduleStartDay, scheduleEndDay);
doIsSessionTimeTest(true, 2006, Calendar.MARCH, 4, 16, 30, 0, TimeZone.getTimeZone("UTC"),
scheduleStartDay, scheduleEndDay);
}
/**
* From 1968 to 1971, GMT was an hour ahead of UTC. If we perform all our calculations in 1970,
* someone in GMT (e.g. London) will see sessions ending an hour later than expected. This test
* demonstrates the 1970 behavior and verifies that calculations on current dates give the proper results.
*
* <p/>
* More details at:
* <p/>
* http://bugs.sun.com/bugdatabase/view_bug.do?bug_id=4644278
* http://bugs.sun.com/bugdatabase/view_bug.do?bug_id=4832236
*/
@Test
public void testThatUTCAndGMTAreTheSameNow() throws ConfigError, FieldConvertError,
ParseException {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_START_TIME, "00:01:00");
settings.setString(Session.SETTING_END_TIME, "21:50:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
// In 1970, a session configured to end at 21:50 UTC would end at
// 22:50 London time any time of year.
doIsSessionTimeTest(settings, sessionID, true, 1970, Calendar.JANUARY, 27, 22, 50, 0,
"Europe/London");
doIsSessionTimeTest(settings, sessionID, false, 1970, Calendar.JANUARY, 27, 22, 50, 1,
"Europe/London");
doIsSessionTimeTest(settings, sessionID, true, 1970, Calendar.JULY, 27, 22, 50, 0,
"Europe/London");
doIsSessionTimeTest(settings, sessionID, false, 1970, Calendar.JULY, 27, 22, 50, 1,
"Europe/London");
// Now, at least in winter, it should end at 21:50 in both zones --
// if the end time session setting is being parsed correctly.
doIsSessionTimeTest(settings, sessionID, true, 2006, Calendar.FEBRUARY, 27, 21, 50, 0,
"Europe/London");
doIsSessionTimeTest(settings, sessionID, false, 2006, Calendar.FEBRUARY, 27, 21, 50, 1,
"Europe/London");
// When summer time (BST) is in effect, London time will be an hour
// ahead again, and the session will end at 22:50 there.
doIsSessionTimeTest(settings, sessionID, true, 2006, Calendar.JULY, 27, 22, 50, 0,
"Europe/London");
doIsSessionTimeTest(settings, sessionID, false, 2006, Calendar.JULY, 27, 22, 50, 1,
"Europe/London");
settings.setString(Session.SETTING_TIMEZONE, "Europe/London");
// In 1970, a session configured to end at 21:50 GMT would end at
// 20:50 UTC any time of year.
doIsSessionTimeTest(settings, sessionID, true, 1970, Calendar.JANUARY, 27, 20, 50, 0, "UTC");
doIsSessionTimeTest(settings, sessionID, false, 1970, Calendar.JANUARY, 27, 20, 50, 1,
"UTC");
doIsSessionTimeTest(settings, sessionID, true, 1970, Calendar.JULY, 27, 20, 50, 0, "UTC");
doIsSessionTimeTest(settings, sessionID, false, 1970, Calendar.JULY, 27, 20, 50, 1, "UTC");
// Now, at least in winter, it should end at 21:50 in both zones --
// if the end time session setting is being parsed correctly.
doIsSessionTimeTest(settings, sessionID, true, 2006, Calendar.FEBRUARY, 27, 21, 50, 0,
"UTC");
doIsSessionTimeTest(settings, sessionID, false, 2006, Calendar.FEBRUARY, 27, 21, 50, 1,
"UTC");
// When summer time (BST) is in effect, London time will be an hour
// ahead again, and the session will end at 20:50 UTC there.
doIsSessionTimeTest(settings, sessionID, true, 2006, Calendar.JULY, 27, 20, 50, 0, "UTC");
doIsSessionTimeTest(settings, sessionID, false, 2006, Calendar.JULY, 27, 20, 50, 1, "UTC");
}
@Test
public void testBadDaySpecification() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "US/Eastern");
settings.setString(Session.SETTING_START_DAY, "BOGUS");
settings.setString(Session.SETTING_END_DAY, "FARGLE");
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_TIME, "15:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
try {
new DefaultSessionSchedule(settings, sessionID);
fail("no exception");
} catch (ConfigError e) {
assertTrue(e.getMessage().contains("invalid format"));
}
}
@Test
public void testBadTimeSpecification() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "US/Eastern");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
try {
settings.setString(Session.SETTING_START_TIME, "01:xx:00");
settings.setString(Session.SETTING_END_TIME, "15:00:00");
new DefaultSessionSchedule(settings, sessionID);
fail("no exception");
} catch (ConfigError e) {
assertTrue(e.getMessage().contains("could not parse"));
}
try {
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_TIME, "15:00:yy");
new DefaultSessionSchedule(settings, sessionID);
fail("no exception");
} catch (ConfigError e) {
assertTrue(e.getMessage().contains("could not parse"));
}
}
@Test
public void testMissingStartOrEndDay() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "US/Eastern");
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_TIME, "15:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
String[] dayNames = new DateFormatSymbols(Locale.getDefault()).getWeekdays();
try {
settings.setString(sessionID, Session.SETTING_START_DAY, dayNames[1]);
new DefaultSessionSchedule(settings, sessionID);
fail("no exception");
} catch (ConfigError e) {
assertTrue(e.getMessage().contains("without EndDay"));
}
try {
settings.removeSetting(sessionID, Session.SETTING_START_DAY);
settings.setString(Session.SETTING_END_DAY, dayNames[1]);
new DefaultSessionSchedule(settings, sessionID);
fail("no exception");
} catch (ConfigError e) {
assertTrue(e.getMessage().contains("without StartDay"));
}
}
@Test
public void testBadTimeZone() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "US/BOGUS");
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_TIME, "15:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
try {
new DefaultSessionSchedule(settings, sessionID);
fail("no exception");
} catch (ConfigError e) {
assertTrue(e.getMessage().contains("Unrecognized time zone"));
}
}
@Test
public void testWeeklyToString() throws ConfigError, FieldConvertError {
// Just be sure it doesn't throw exceptions
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "US/Eastern");
settings.setString(Session.SETTING_START_DAY, DayConverter.toString(Calendar.TUESDAY));
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_DAY, DayConverter.toString(Calendar.FRIDAY));
settings.setString(Session.SETTING_END_TIME, "15:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
assertNotNull(schedule.toString());
}
@Test
public void testDailyToString() throws ConfigError, FieldConvertError {
// Just be sure it doesn't throw exceptions
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "US/Eastern");
settings.setString(Session.SETTING_START_TIME, "01:00:00");
settings.setString(Session.SETTING_END_TIME, "15:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
assertNotNull(schedule.toString());
}
@Test
public void testWeeklyIsSessionTimePeriodically() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_START_DAY, DayConverter.toString(Calendar.FRIDAY));
settings.setString(Session.SETTING_START_TIME, "16:00:00");
settings.setString(Session.SETTING_END_DAY, DayConverter.toString(Calendar.FRIDAY));
settings.setString(Session.SETTING_END_TIME, "13:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
Calendar c = SystemTime.getUtcCalendar();
c.set(Calendar.DAY_OF_WEEK, Calendar.FRIDAY);
c.set(Calendar.HOUR_OF_DAY, 15);
c.set(Calendar.MINUTE, 0);
c.set(Calendar.SECOND, 0);
mockSystemTimeSource.setTime(c);
assertFalse(schedule.isSessionTime());
int timeIncrement = 5; // seconds
for (;;) {
if (schedule.isSessionTime()) {
c.set(Calendar.HOUR_OF_DAY, 16);
c.set(Calendar.MINUTE, 0);
Calendar actual = SystemTime.getUtcCalendar();
assertEquals("wrong start time", c.getTime(), actual.getTime());
break;
}
mockSystemTimeSource.increment(timeIncrement * 1000L);
}
for (;;) {
if (!schedule.isSessionTime()) {
c.add(Calendar.WEEK_OF_YEAR, 1);
c.set(Calendar.HOUR_OF_DAY, 13);
c.set(Calendar.MINUTE, 0);
Calendar actual = SystemTime.getUtcCalendar();
assertEquals("wrong end time", c.getTime(), actual.getTime());
break;
}
mockSystemTimeSource.increment(timeIncrement * 1000L);
}
}
@Test
public void testWeeklyIsSameSessionPeriodically() throws Exception {
doWeeklyIsSameSessionTest(DayConverter.toString(Calendar.WEDNESDAY), "14:00:00", DayConverter.toString(Calendar.WEDNESDAY), "12:00:00");
doWeeklyIsSameSessionTest(DayConverter.toString(Calendar.WEDNESDAY), "14:00:00", DayConverter.toString(Calendar.TUESDAY), "18:00:00");
doWeeklyIsSameSessionTest(DayConverter.toString(Calendar.WEDNESDAY), "14:00:00", DayConverter.toString(Calendar.TUESDAY), "12:00:00");
doWeeklyIsSameSessionTest(DayConverter.toString(Calendar.WEDNESDAY), "14:00:00", DayConverter.toString(Calendar.FRIDAY), "18:00:00");
doWeeklyIsSameSessionTest(DayConverter.toString(Calendar.WEDNESDAY), "14:00:00", DayConverter.toString(Calendar.FRIDAY), "12:00:00");
doWeeklyIsSameSessionTest(DayConverter.toString(Calendar.FRIDAY), "14:00:00", DayConverter.toString(Calendar.FRIDAY), "13:59:00");
}
@Test
public void testSettingsWithDST() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "Europe/Zurich");
settings.setString(Session.SETTING_START_TIME, "01:30:00");
settings.setString(Session.SETTING_END_TIME, "03:15:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
//
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 20, 1, 29, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 20, 1, 31, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 20, 2, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 20, 3, 14, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 20, 3, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
//
schedule = new DefaultSessionSchedule(settings, sessionID);
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 27, 1, 29, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 27, 1, 31, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 27, 2, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 27, 3, 14, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 27, 3, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
//
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 28, 1, 29, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 28, 1, 31, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 28, 2, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 28, 3, 14, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 28, 3, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
//
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 29, 1, 29, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 29, 1, 31, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 29, 2, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2012, Calendar.OCTOBER, 29, 3, 14, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2012, Calendar.OCTOBER, 29, 3, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
//
schedule = new DefaultSessionSchedule(settings, sessionID);
doIsSessionTimeTest(schedule, false, 2013, Calendar.MARCH, 30, 1, 29, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2013, Calendar.MARCH, 30, 1, 31, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2013, Calendar.MARCH, 30, 2, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2013, Calendar.MARCH, 30, 3, 14, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2013, Calendar.MARCH, 30, 3, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
//
doIsSessionTimeTest(schedule, false, 2013, Calendar.MARCH, 31, 1, 29, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2013, Calendar.MARCH, 31, 1, 31, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2013, Calendar.MARCH, 31, 2, 16, 0, TimeZone.getTimeZone("Europe/Zurich")); // -> this is 03:16 !
doIsSessionTimeTest(schedule, true, 2013, Calendar.MARCH, 31, 3, 14, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2013, Calendar.MARCH, 31, 3, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
//
doIsSessionTimeTest(schedule, false, 2013, Calendar.APRIL, 1, 1, 29, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2013, Calendar.APRIL, 1, 1, 31, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2013, Calendar.APRIL, 1, 2, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, true, 2013, Calendar.APRIL, 1, 3, 14, 0, TimeZone.getTimeZone("Europe/Zurich"));
doIsSessionTimeTest(schedule, false, 2013, Calendar.APRIL, 1, 3, 16, 0, TimeZone.getTimeZone("Europe/Zurich"));
}
@Test
public void testSettingsWithStartEndDayWithDST() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "America/New_York");
settings.setString(Session.SETTING_START_DAY, DayConverter.toString(Calendar.SUNDAY));
settings.setString(Session.SETTING_START_TIME, "20:00:00");
settings.setString(Session.SETTING_END_DAY, DayConverter.toString(Calendar.FRIDAY));
settings.setString(Session.SETTING_END_TIME, "17:00:00");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
//System.out.println(schedule);
// November,2 -> Sunday
doIsSessionTimeTest(schedule, true, 2008, Calendar.NOVEMBER, 2, 20, 0, 0,
TimeZone.getTimeZone("America/New_York"));
// November,7 -> Friday
doIsSessionTimeTest(schedule, true, 2008, Calendar.NOVEMBER, 7, 17, 0, 0,
TimeZone.getTimeZone("America/New_York"));
}
@Test
public void testSettingsWithStartEndDayWithDSTMocked() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_TIMEZONE, "America/New_York");
settings.setString(Session.SETTING_START_DAY, DayConverter.toString(Calendar.SUNDAY));
settings.setString(Session.SETTING_START_TIME, "20:00:00");
settings.setString(Session.SETTING_END_DAY, DayConverter.toString(Calendar.FRIDAY));
settings.setString(Session.SETTING_END_TIME, "17:00:00");
mockSystemTimeSource.setTime(getTimeStamp(2008, Calendar.NOVEMBER, 2, 18, 0, 0, TimeZone.getTimeZone("America/New_York")));
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
//System.out.println(schedule);
// November,2 -> Sunday
doIsSessionTimeTest(schedule, true, 2008, Calendar.NOVEMBER, 2, 20, 0, 0,
TimeZone.getTimeZone("America/New_York"));
// November,7 -> Friday
doIsSessionTimeTest(schedule, true, 2008, Calendar.NOVEMBER, 7, 17, 0, 0,
TimeZone.getTimeZone("America/New_York"));
}
@Test
// QFJ-767
public void testNonStopSession() throws Exception {
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_NON_STOP_SESSION, "Y");
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
assertTrue(schedule.isSameSession(null, null));
}
private void doWeeklyIsSameSessionTest(String startDay, String startTimeString, String endDay,
String endTimeString) throws ConfigError, FieldConvertError, ParseException {
DateFormat timeFormat = new SimpleDateFormat("HH:mm:ss");
timeFormat.setTimeZone(TimeZone.getTimeZone("UTC"));
Calendar startTime = parseTime(startTimeString, timeFormat);
Calendar endTime = parseTime(endTimeString, timeFormat);
SessionSettings settings = new SessionSettings();
settings.setString(Session.SETTING_START_DAY, startDay);
settings.setString(Session.SETTING_START_TIME, startTimeString);
settings.setString(Session.SETTING_END_DAY, endDay);
settings.setString(Session.SETTING_END_TIME, endTimeString);
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
SessionSchedule schedule = new DefaultSessionSchedule(settings, sessionID);
Calendar sessionCreateTime = SystemTime.getUtcCalendar();
Calendar scheduleStartTime = SystemTime.getUtcCalendar();
scheduleStartTime.set(Calendar.DAY_OF_WEEK, DayConverter.toInteger(startDay));
scheduleStartTime.set(Calendar.HOUR_OF_DAY, startTime.get(Calendar.HOUR_OF_DAY));
scheduleStartTime.set(Calendar.MINUTE, startTime.get(Calendar.MINUTE));
scheduleStartTime.set(Calendar.SECOND, startTime.get(Calendar.SECOND));
scheduleStartTime.set(Calendar.MILLISECOND, 0);
Calendar scheduleEndTime = SystemTime.getUtcCalendar();
scheduleEndTime.set(Calendar.DAY_OF_WEEK, DayConverter.toInteger(endDay));
scheduleEndTime.set(Calendar.HOUR_OF_DAY, endTime.get(Calendar.HOUR_OF_DAY));
scheduleEndTime.set(Calendar.MINUTE, endTime.get(Calendar.MINUTE));
scheduleEndTime.set(Calendar.SECOND, endTime.get(Calendar.SECOND));
scheduleEndTime.set(Calendar.MILLISECOND, 0);
if (scheduleStartTime.after(scheduleEndTime)) {
scheduleEndTime.add(Calendar.DATE, 7); // one week later
}
sessionCreateTime.setTime(scheduleStartTime.getTime());
while (sessionCreateTime.before(scheduleEndTime)) {
//System.out.println(formatCalendar(sessionCreateTime));
doWeeklyIsSameSessionTest(schedule, sessionCreateTime, (Calendar) scheduleStartTime
.clone(), (Calendar) scheduleEndTime.clone());
sessionCreateTime.add(Calendar.MINUTE, 23);
sessionCreateTime.add(Calendar.SECOND, 11);
}
}
private Calendar parseTime(String time, DateFormat timeFormat) throws ParseException {
Calendar start = Calendar.getInstance(TimeZone.getTimeZone("UTC"));
start.setTime(timeFormat.parse(time));
return start;
}
private void doWeeklyIsSameSessionTest(SessionSchedule schedule, Calendar sessionCreateTime,
Calendar scheduleStartTime, Calendar scheduleEndTime) {
Calendar initialSystemTime = SystemTime.getUtcCalendar();
initialSystemTime.set(Calendar.DAY_OF_WEEK, Calendar.FRIDAY);
initialSystemTime.set(Calendar.HOUR_OF_DAY, 15);
initialSystemTime.set(Calendar.MINUTE, 0);
initialSystemTime.set(Calendar.SECOND, 0);
mockSystemTimeSource.setTime(initialSystemTime);
int timeIncrement = 17; // seconds
while (beforeSession(scheduleStartTime)) {
assertFalse(formatErrorMessage("before session", sessionCreateTime), schedule
.isSameSession(sessionCreateTime, SystemTime.getUtcCalendar()));
mockSystemTimeSource.increment(timeIncrement * 1000L);
}
while (withinSession(scheduleStartTime, scheduleEndTime)
&& SystemTime.getUtcCalendar().before(sessionCreateTime)) {
// This should be an impossible situation. "Now" should always be
// after the session create time.
assertFalse(formatErrorMessage("before create", sessionCreateTime), schedule
.isSameSession(sessionCreateTime, SystemTime.getUtcCalendar()));
mockSystemTimeSource.increment(timeIncrement * 1000L);
}
while (withinSession(scheduleStartTime, scheduleEndTime)) {
assertTrue(formatErrorMessage("within", sessionCreateTime), schedule.isSameSession(
sessionCreateTime, SystemTime.getUtcCalendar()));
mockSystemTimeSource.increment(timeIncrement * 1000L);
}
scheduleStartTime.add(Calendar.DATE, 7);
scheduleEndTime.add(Calendar.DATE, 7);
while (beforeSession(scheduleStartTime)) {
assertFalse(formatErrorMessage("after", sessionCreateTime), schedule.isSameSession(
sessionCreateTime, SystemTime.getUtcCalendar()));
mockSystemTimeSource.increment(timeIncrement * 1000L);
}
}
private final SimpleDateFormat dateFormat = new SimpleDateFormat("E M/d HH:mm:ss");
{
dateFormat.setTimeZone(TimeZone.getTimeZone("UTC"));
}
protected String formatCalendar(Calendar c) {
return dateFormat.format(c.getTime());
}
private String formatErrorMessage(String label, Calendar sessionCreateTime) {
return label + " -- Created: " + formatCalendar(sessionCreateTime) + ", Now: "
+ formatCalendar(SystemTime.getUtcCalendar());
}
private boolean withinSession(Calendar start, Calendar end) {
Calendar now = SystemTime.getUtcCalendar();
return (now.after(start) || now.equals(start)) && (now.before(end) || now.equals(end));
}
private boolean beforeSession(Calendar start) {
return SystemTime.getUtcCalendar().before(start);
}
private void doIsSameSessionTest(SessionSchedule schedule, Calendar time1, Calendar time2,
boolean isSameSession) {
assertEquals("isSameSession is wrong", isSameSession, schedule.isSameSession(time1, time2));
assertEquals("isSameSession is wrong", isSameSession, schedule.isSameSession(time2, time1));
}
private Calendar getTimeStamp(int year, int month, int day, int hour, int minute, int second,
TimeZone timeZone) {
Calendar c = new GregorianCalendar(year, month, day, hour, minute, second);
c.setTimeZone(timeZone);
return c;
}
private Calendar getUtcTimeStamp(int year, int month, int day, int hour, int minute, int second) {
return getTimeStamp(year, month, day, hour, minute, second, TimeZone.getTimeZone("UTC"));
}
private Calendar getUtcTime(int hour, int minute, int second) {
Calendar c = new GregorianCalendar(2006, 0, 1, hour, minute, second);
c.setTimeZone(TimeZone.getTimeZone("UTC"));
return c;
}
private SessionSchedule newSessionSchedule(Date startTime, Date endTime, String weekdays) throws Exception {
SessionSettings settings = new SessionSettings();
if (weekdays != null && weekdays.length() > 0) {
settings.setString(Session.SETTING_WEEKDAYS, weekdays);
}
if (startTime != null) {
settings.setString(Session.SETTING_START_TIME, UtcTimeOnlyConverter.convert(startTime, false));
}
if (endTime != null) {
settings.setString(Session.SETTING_END_TIME, UtcTimeOnlyConverter.convert(endTime, false));
}
SessionID sessionID = new SessionID("FIX.4.2", "SENDER", "TARGET");
return new DefaultSessionSchedule(settings, sessionID);
}
@Test
public void testMissingStartTime() throws Exception {
Calendar end = getUtcTime(18, 0, 0);
try {
newSessionSchedule(null, end.getTime(), "Mon");
fail("no exception");
} catch (ConfigError e) {