quickfix_ruby 1.14.3

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Files changed (149) hide show
  1. checksums.yaml +7 -0
  2. data/ext/quickfix/Acceptor.cpp +248 -0
  3. data/ext/quickfix/Acceptor.h +127 -0
  4. data/ext/quickfix/Allocator.h +9 -0
  5. data/ext/quickfix/Application.h +127 -0
  6. data/ext/quickfix/AtomicCount.h +109 -0
  7. data/ext/quickfix/DOMDocument.h +74 -0
  8. data/ext/quickfix/DataDictionary.cpp +618 -0
  9. data/ext/quickfix/DataDictionary.h +539 -0
  10. data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
  11. data/ext/quickfix/DataDictionaryProvider.h +70 -0
  12. data/ext/quickfix/DatabaseConnectionID.h +105 -0
  13. data/ext/quickfix/DatabaseConnectionPool.h +91 -0
  14. data/ext/quickfix/Dictionary.cpp +162 -0
  15. data/ext/quickfix/Dictionary.h +94 -0
  16. data/ext/quickfix/Event.h +95 -0
  17. data/ext/quickfix/Exceptions.h +299 -0
  18. data/ext/quickfix/Field.h +672 -0
  19. data/ext/quickfix/FieldConvertors.h +863 -0
  20. data/ext/quickfix/FieldMap.cpp +238 -0
  21. data/ext/quickfix/FieldMap.h +244 -0
  22. data/ext/quickfix/FieldNumbers.h +46 -0
  23. data/ext/quickfix/FieldTypes.cpp +64 -0
  24. data/ext/quickfix/FieldTypes.h +698 -0
  25. data/ext/quickfix/Fields.h +31 -0
  26. data/ext/quickfix/FileLog.cpp +200 -0
  27. data/ext/quickfix/FileLog.h +112 -0
  28. data/ext/quickfix/FileStore.cpp +332 -0
  29. data/ext/quickfix/FileStore.h +129 -0
  30. data/ext/quickfix/FixFieldNumbers.h +1537 -0
  31. data/ext/quickfix/FixFields.h +1538 -0
  32. data/ext/quickfix/FixValues.h +3281 -0
  33. data/ext/quickfix/FlexLexer.h +188 -0
  34. data/ext/quickfix/Group.cpp +64 -0
  35. data/ext/quickfix/Group.h +73 -0
  36. data/ext/quickfix/HtmlBuilder.h +186 -0
  37. data/ext/quickfix/HttpConnection.cpp +739 -0
  38. data/ext/quickfix/HttpConnection.h +78 -0
  39. data/ext/quickfix/HttpMessage.cpp +149 -0
  40. data/ext/quickfix/HttpMessage.h +133 -0
  41. data/ext/quickfix/HttpParser.cpp +49 -0
  42. data/ext/quickfix/HttpParser.h +54 -0
  43. data/ext/quickfix/HttpServer.cpp +169 -0
  44. data/ext/quickfix/HttpServer.h +78 -0
  45. data/ext/quickfix/Initiator.cpp +289 -0
  46. data/ext/quickfix/Initiator.h +149 -0
  47. data/ext/quickfix/Log.cpp +77 -0
  48. data/ext/quickfix/Log.h +179 -0
  49. data/ext/quickfix/Message.cpp +580 -0
  50. data/ext/quickfix/Message.h +370 -0
  51. data/ext/quickfix/MessageCracker.h +188 -0
  52. data/ext/quickfix/MessageSorters.cpp +105 -0
  53. data/ext/quickfix/MessageSorters.h +156 -0
  54. data/ext/quickfix/MessageStore.cpp +146 -0
  55. data/ext/quickfix/MessageStore.h +174 -0
  56. data/ext/quickfix/Mutex.h +131 -0
  57. data/ext/quickfix/MySQLConnection.h +194 -0
  58. data/ext/quickfix/MySQLLog.cpp +275 -0
  59. data/ext/quickfix/MySQLLog.h +145 -0
  60. data/ext/quickfix/MySQLStore.cpp +331 -0
  61. data/ext/quickfix/MySQLStore.h +142 -0
  62. data/ext/quickfix/NullStore.cpp +54 -0
  63. data/ext/quickfix/NullStore.h +99 -0
  64. data/ext/quickfix/OdbcConnection.h +266 -0
  65. data/ext/quickfix/OdbcLog.cpp +252 -0
  66. data/ext/quickfix/OdbcLog.h +117 -0
  67. data/ext/quickfix/OdbcStore.cpp +338 -0
  68. data/ext/quickfix/OdbcStore.h +113 -0
  69. data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
  70. data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
  71. data/ext/quickfix/Parser.cpp +103 -0
  72. data/ext/quickfix/Parser.h +57 -0
  73. data/ext/quickfix/PostgreSQLConnection.h +176 -0
  74. data/ext/quickfix/PostgreSQLLog.cpp +276 -0
  75. data/ext/quickfix/PostgreSQLLog.h +144 -0
  76. data/ext/quickfix/PostgreSQLStore.cpp +334 -0
  77. data/ext/quickfix/PostgreSQLStore.h +141 -0
  78. data/ext/quickfix/Queue.h +75 -0
  79. data/ext/quickfix/QuickfixRuby.cpp +252066 -0
  80. data/ext/quickfix/QuickfixRuby.h +34 -0
  81. data/ext/quickfix/Responder.h +43 -0
  82. data/ext/quickfix/Session.cpp +1487 -0
  83. data/ext/quickfix/Session.h +335 -0
  84. data/ext/quickfix/SessionFactory.cpp +274 -0
  85. data/ext/quickfix/SessionFactory.h +86 -0
  86. data/ext/quickfix/SessionID.h +170 -0
  87. data/ext/quickfix/SessionSettings.cpp +189 -0
  88. data/ext/quickfix/SessionSettings.h +171 -0
  89. data/ext/quickfix/SessionState.h +231 -0
  90. data/ext/quickfix/Settings.cpp +100 -0
  91. data/ext/quickfix/Settings.h +53 -0
  92. data/ext/quickfix/SharedArray.h +150 -0
  93. data/ext/quickfix/SocketAcceptor.cpp +222 -0
  94. data/ext/quickfix/SocketAcceptor.h +75 -0
  95. data/ext/quickfix/SocketConnection.cpp +238 -0
  96. data/ext/quickfix/SocketConnection.h +103 -0
  97. data/ext/quickfix/SocketConnector.cpp +116 -0
  98. data/ext/quickfix/SocketConnector.h +67 -0
  99. data/ext/quickfix/SocketInitiator.cpp +260 -0
  100. data/ext/quickfix/SocketInitiator.h +81 -0
  101. data/ext/quickfix/SocketMonitor.cpp +335 -0
  102. data/ext/quickfix/SocketMonitor.h +111 -0
  103. data/ext/quickfix/SocketServer.cpp +177 -0
  104. data/ext/quickfix/SocketServer.h +100 -0
  105. data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
  106. data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
  107. data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
  108. data/ext/quickfix/ThreadedSocketConnection.h +82 -0
  109. data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
  110. data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
  111. data/ext/quickfix/TimeRange.cpp +173 -0
  112. data/ext/quickfix/TimeRange.h +258 -0
  113. data/ext/quickfix/Utility.cpp +537 -0
  114. data/ext/quickfix/Utility.h +219 -0
  115. data/ext/quickfix/Values.h +62 -0
  116. data/ext/quickfix/config.h +0 -0
  117. data/ext/quickfix/config_windows.h +0 -0
  118. data/ext/quickfix/extconf.rb +12 -0
  119. data/ext/quickfix/index.h +37 -0
  120. data/ext/quickfix/pugiconfig.hpp +72 -0
  121. data/ext/quickfix/pugixml.cpp +10765 -0
  122. data/ext/quickfix/pugixml.hpp +1341 -0
  123. data/ext/quickfix/strptime.h +7 -0
  124. data/lib/quickfix40.rb +274 -0
  125. data/lib/quickfix41.rb +351 -0
  126. data/lib/quickfix42.rb +1184 -0
  127. data/lib/quickfix43.rb +3504 -0
  128. data/lib/quickfix44.rb +10721 -0
  129. data/lib/quickfix50.rb +13426 -0
  130. data/lib/quickfix50sp1.rb +15629 -0
  131. data/lib/quickfix50sp2.rb +17068 -0
  132. data/lib/quickfix_fields.rb +19853 -0
  133. data/lib/quickfix_ruby.rb +82 -0
  134. data/lib/quickfixt11.rb +70 -0
  135. data/spec/FIX40.xml +862 -0
  136. data/spec/FIX41.xml +1285 -0
  137. data/spec/FIX42.xml +2746 -0
  138. data/spec/FIX43.xml +4229 -0
  139. data/spec/FIX44.xml +6596 -0
  140. data/spec/FIX50.xml +8137 -0
  141. data/spec/FIX50SP1.xml +9496 -0
  142. data/spec/FIX50SP2.xml +10011 -0
  143. data/spec/FIXT11.xml +313 -0
  144. data/test/test_DataDictionaryTestCase.rb +268 -0
  145. data/test/test_DictionaryTestCase.rb +112 -0
  146. data/test/test_FieldBaseTestCase.rb +24 -0
  147. data/test/test_MessageTestCase.rb +368 -0
  148. data/test/test_SessionSettingsTestCase.rb +41 -0
  149. metadata +193 -0
@@ -0,0 +1,112 @@
1
+ require 'quickfix_ruby'
2
+ require 'test/unit'
3
+
4
+ class DictionaryTestCase < Test::Unit::TestCase
5
+
6
+ def setup
7
+ @object = Quickfix::Dictionary.new
8
+ end
9
+
10
+ def test_setGetString
11
+ @object.setString( "STRINGKEY1", "STRINGVALUE1" )
12
+ @object.setString( "STRINGKEY2", "stringvalue2" )
13
+
14
+ assert_equal( "STRINGVALUE1", @object.getString("STRINGKEY1") )
15
+ assert_equal( "stringvalue2", @object.getString("STRINGKEY2") )
16
+ assert_equal( "STRINGVALUE2", @object.getString("STRINGKEY2", true) )
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+
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+ begin
19
+ @object.getString( "STRINGKEY3" )
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+ assert( false )
21
+ rescue Quickfix::ConfigError
22
+ end
23
+ end
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+
25
+ def test_setGetInt
26
+ @object.setInt( "LONGKEY1", 12 )
27
+ @object.setInt( "LONGKEY2", 9827362 )
28
+ @object.setString( "BADLONGKEY", "AB12" )
29
+
30
+ assert_equal( 12, @object.getInt("LONGKEY1") )
31
+ assert_equal( 9827362, @object.getInt("LONGKEY2") )
32
+
33
+ begin
34
+ @object.getInt( "LONGKEY3" )
35
+ assert( false )
36
+ rescue Quickfix::ConfigError
37
+ end
38
+
39
+ begin
40
+ @object.getInt( "BADLONGKEY" )
41
+ assert( false )
42
+ rescue Quickfix::ConfigError
43
+ end
44
+ end
45
+
46
+ def test_setGetDouble
47
+ @object.setDouble( "DOUBLEKEY1", 12.3 )
48
+ @object.setDouble( "DOUBLEKEY2", 9827362.9827362 )
49
+ @object.setString( "BADDOUBLEKEY", "AB12.3" )
50
+
51
+ assert_equal( 12.3, @object.getDouble("DOUBLEKEY1") )
52
+ assert_equal( 9827362.9827362, @object.getDouble("DOUBLEKEY2") )
53
+
54
+ begin
55
+ @object.getDouble( "DOUBLEKEY3" )
56
+ assert( false )
57
+ rescue Quickfix::ConfigError
58
+ end
59
+
60
+ begin
61
+ @object.getDouble( "BADDOUBLEKEY" )
62
+ assert( false )
63
+ rescue Quickfix::ConfigError
64
+ end
65
+ end
66
+
67
+ def test_setGetDay
68
+ @object.setString( "DAY1", "SU" );
69
+ @object.setString( "DAY2", "MO" );
70
+ @object.setString( "DAY3", "TU" );
71
+ @object.setString( "DAY4", "WE" );
72
+ @object.setString( "DAY5", "TH" );
73
+ @object.setString( "DAY6", "FR" );
74
+ @object.setString( "DAY7", "SA" );
75
+
76
+ assert( @object.getDay( "DAY1" ) == 1 );
77
+ assert( @object.getDay( "DAY2" ) == 2 );
78
+ assert( @object.getDay( "DAY3" ) == 3 );
79
+ assert( @object.getDay( "DAY4" ) == 4 );
80
+ assert( @object.getDay( "DAY5" ) == 5 );
81
+ assert( @object.getDay( "DAY6" ) == 6 );
82
+ assert( @object.getDay( "DAY7" ) == 7 );
83
+
84
+ @object.setDay( "NEXTDAY1", 1 );
85
+ @object.setDay( "NEXTDAY2", 2 );
86
+ @object.setDay( "NEXTDAY3", 3 );
87
+ @object.setDay( "NEXTDAY4", 4 );
88
+ @object.setDay( "NEXTDAY5", 5 );
89
+ @object.setDay( "NEXTDAY6", 6 );
90
+ @object.setDay( "NEXTDAY7", 7 );
91
+
92
+ assert( @object.getDay( "NEXTDAY1" ) == 1 );
93
+ assert( @object.getDay( "NEXTDAY2" ) == 2 );
94
+ assert( @object.getDay( "NEXTDAY3" ) == 3 );
95
+ assert( @object.getDay( "NEXTDAY4" ) == 4 );
96
+ assert( @object.getDay( "NEXTDAY5" ) == 5 );
97
+ assert( @object.getDay( "NEXTDAY6" ) == 6 );
98
+ assert( @object.getDay( "NEXTDAY7" ) == 7 );
99
+ end
100
+
101
+ def test_merge
102
+ @object.setString( "FIRSTKEY", "FIRSTVALUE" );
103
+ @object.setString( "THIRDKEY", "FIRST" );
104
+ second = Quickfix::Dictionary.new
105
+ second.setString( "SECONDKEY", "SECONDVALUE" );
106
+ second.setString( "THIRDKEY", "SECOND" );
107
+ @object.merge( second );
108
+ assert( @object.getString( "FIRSTKEY" ) == "FIRSTVALUE" );
109
+ assert( @object.getString( "SECONDKEY" ) == "SECONDVALUE" );
110
+ assert( @object.getString( "THIRDKEY" ) == "FIRST" );
111
+ end
112
+ end
@@ -0,0 +1,24 @@
1
+ require 'quickfix_ruby'
2
+ require 'test/unit'
3
+
4
+ class FieldBaseTestCase < Test::Unit::TestCase
5
+
6
+ def setup
7
+ @object = Quickfix::FieldBase.new( 12, "VALUE" )
8
+ end
9
+
10
+ def test_set
11
+ @object.setString("VALUE")
12
+ assert(@object.getFixString() == "12=VALUE\001")
13
+ assert(@object.getTotal() == 542)
14
+ assert(@object.getLength() == 9)
15
+ @object.setString("VALUF")
16
+ assert(@object.getFixString() == "12=VALUF\001")
17
+ assert(@object.getTotal() == 543)
18
+ assert(@object.getLength() == 9)
19
+ @object.setField(13)
20
+ assert(@object.getFixString() == "13=VALUF\001")
21
+ assert(@object.getTotal() == 544)
22
+ assert(@object.getLength() == 9)
23
+ end
24
+ end
@@ -0,0 +1,368 @@
1
+ require 'quickfix_ruby'
2
+ require 'test/unit'
3
+
4
+ class MessageTestCase < Test::Unit::TestCase
5
+
6
+ def setup
7
+ @object = Quickfix::Message.new()
8
+ end
9
+
10
+ def test_isAdmin
11
+ assert( !@object.isAdmin() )
12
+ @object.getHeader().setField( Quickfix::MsgType.new("A") )
13
+ assert( @object.isAdmin() )
14
+ @object.getHeader().setField( Quickfix::MsgType.new("D") )
15
+ assert( !@object.isAdmin() )
16
+ end
17
+
18
+ def test_isApp
19
+ assert( !@object.isApp() )
20
+ @object.getHeader().setField( Quickfix::MsgType.new("A") )
21
+ assert( !@object.isApp() )
22
+ @object.getHeader().setField( Quickfix::MsgType.new("D") )
23
+ assert( @object.isApp() )
24
+ end
25
+
26
+ def test_isEmpty
27
+ message = Quickfix::Message.new
28
+ assert( message.isEmpty() )
29
+ message.getHeader().setField( Quickfix::BeginString.new("FIX.4.2") )
30
+ assert( !message.isEmpty() )
31
+ message.clear()
32
+ assert( message.isEmpty() )
33
+ message.setField( Quickfix::Symbol.new("MSFT") )
34
+ assert( !message.isEmpty() )
35
+ message.clear()
36
+ assert( message.isEmpty() )
37
+ message.getTrailer().setField( Quickfix::CheckSum.new(10) )
38
+ assert( !message.isEmpty() )
39
+ message.clear()
40
+ assert( message.isEmpty() )
41
+ end
42
+
43
+ def test_setString
44
+ strGood = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218\001"
45
+ strNull = "8=FIX.4.2\0019=46\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\000\00110=219\001"
46
+ strTrailingCharacter = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218\001 "
47
+ strNoChk = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\001"
48
+ strBadChk = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=000\001"
49
+ strBad = "8=FIX.4.2\0019=45\00135=0\00134=3\00149garbled=TW\00152=20000426-12:05:06\00156=ISLD\00110=000\001"
50
+ strBadHeaderOrder = "8=FIX.4.2\00135=0\0019=45\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218\001"
51
+ strBodyFields = "8=FIX.4.2\0019=60\00135=D\00111=ORDERID\00121=3\00140=2\00154=1\00155=MSFT\00160=19000101-00:00:00\00110=226\001"
52
+ strNoLengthAndChk = "8=FIX.4.2\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\001";
53
+ strJunk = "paste your FIX message here, then hit ENTER"
54
+ strEmpty = ""
55
+
56
+ begin
57
+ @object.setString( strGood )
58
+ @object.setString( strNull )
59
+ @object.setString( strNoLengthAndChk, false )
60
+ rescue Quickfix::InvalidMessage
61
+ assert( false )
62
+ end
63
+
64
+ begin
65
+ @object.setString( strTrailingCharacter )
66
+ assert(false)
67
+ rescue Quickfix::InvalidMessage
68
+ end
69
+
70
+ begin
71
+ @object.setString( strNoChk )
72
+ assert(false)
73
+ rescue Quickfix::InvalidMessage
74
+ end
75
+
76
+ begin
77
+ @object.setString( strBadChk )
78
+ assert(false)
79
+ rescue Quickfix::InvalidMessage
80
+ end
81
+
82
+ begin
83
+ @object.setString( strBad )
84
+ assert(false)
85
+ rescue Quickfix::InvalidMessage
86
+ end
87
+
88
+ begin
89
+ @object.setString( strBadHeaderOrder )
90
+ assert(false)
91
+ rescue Quickfix::InvalidMessage
92
+ end
93
+
94
+ begin
95
+ @object.setString( strNoLengthAndChk )
96
+ assert(false)
97
+ rescue Quickfix::InvalidMessage
98
+ end
99
+
100
+ begin
101
+ @object.setString( strJunk )
102
+ assert(false)
103
+ rescue Quickfix::InvalidMessage
104
+ end
105
+
106
+ begin
107
+ @object.setString( strEmpty )
108
+ assert(false)
109
+ rescue Quickfix::InvalidMessage
110
+ end
111
+
112
+ dataDictionary = Quickfix::DataDictionary.new
113
+ dataDictionary.addHeaderField( 11, false )
114
+ dataDictionary.addTrailerField( 60, false )
115
+
116
+ clOrdID = Quickfix::ClOrdID.new
117
+ transactTime = Quickfix::TransactTime.new
118
+ symbol = Quickfix::Symbol.new
119
+
120
+ begin
121
+ @object.setString( strBodyFields, true, dataDictionary )
122
+ rescue Quickfix::InvalidMessage
123
+ assert( false )
124
+ end
125
+
126
+ assert( @object.getHeader().isSetField( clOrdID ) );
127
+ assert( @object.getTrailer().isSetField( transactTime ) );
128
+ assert( @object.isSetField( symbol ) );
129
+ end
130
+
131
+ def test_setStringWithGroup
132
+ dataDictionary = Quickfix::DataDictionary.new( "spec/FIX43.xml" )
133
+ str = "8=FIX.4.3\0019=199\00135=E\00134=126\00149=BUYSIDE\00150=00303\00152=20040916-16:19:18.328\00156=SELLSIDE\00166=1095350459\00168=2\00173=2\00111=1095350459\00167=1\0011=00303\00155=fred\00154=1\00140=1\00159=3\00111=1095350460\00167=2\0011=00303\00155=fred\00154=1\00140=1\00159=3\001394=3\00110=138\001"
134
+
135
+ begin
136
+ @object.setString( str, true, dataDictionary )
137
+ assert_equal( str, @object.toString() )
138
+ rescue Quickfix::InvalidMessage
139
+ assert( false )
140
+ end
141
+ end
142
+
143
+ def test_setStringWithHeaderGroup
144
+ dataDictionary = Quickfix::DataDictionary.new( "spec/FIX43.xml" )
145
+ str = "8=FIX.4.3\0019=152\00135=A\00134=125\00149=BUYSIDE\00152=20040916-16:19:18.328\00156=SELLSIDE\001627=2\001628=HOP1\001629=20040916-16:19:18.328\001630=ID1\001628=HOP2\001629=20040916-16:19:18.328\001630=ID2\00110=079\001"
146
+
147
+ begin
148
+ @object.setString( str, true, dataDictionary )
149
+ assert_equal( str, @object.toString() )
150
+ rescue Quickfix::InvalidMessage
151
+ assert( false )
152
+ end
153
+ end
154
+
155
+ def test_noEndingDelim
156
+ str = "8=FIX.4.2\0019=45\00135=0\00134=3\00149=TW\00152=20000426-12:05:06\00156=ISLD\00110=218"
157
+
158
+ begin
159
+ @object.setString( str )
160
+ assert(false)
161
+ rescue Quickfix::InvalidMessage
162
+ end
163
+ end
164
+
165
+ def test_outOfOrder
166
+ str = "54=1\00120=0\00131=109.03125\00160=00000000-00:00:00\0018=FIX.4.2\0016=109.03125\0011=acct1\001151=0\001150=2\00117=2\00139=2\00138=3000\00149=MEK\00115=USD\00137=1\00148=123ABC789\00114=3000\00135=8\00156=KEM\00134=2\00155=ABCD\00111=ID1\00122=1\001"
167
+ expected = "8=FIX.4.2\0019=171\00135=8\00134=2\00149=MEK\00156=KEM\0011=acct1\0016=109.03125\00111=ID1\00114=3000\00115=USD\00117=2\00120=0\00122=1\00131=109.03125\00137=1\00138=3000\00139=2\00148=123ABC789\00154=1\00155=ABCD\00160=00000000-00:00:00\001150=2\001151=0\00110=225\001"
168
+
169
+ begin
170
+ @object.setString( str, false )
171
+ assert_equal( expected, @object.toString() )
172
+ rescue Quickfix::InvalidMessage
173
+ assert( false )
174
+ end
175
+ end
176
+
177
+ def test_getXML
178
+ Quickfix::Message::InitializeXML("spec/FIX42.xml")
179
+ message = Quickfix::Message.new
180
+ message.getHeader().setField(Quickfix::BeginString.new("FIX.4.2"))
181
+ message.getHeader().setField(Quickfix::SenderCompID.new("SENDER"))
182
+ message.getHeader().setField(Quickfix::TargetCompID.new("TARGET"))
183
+ message.getHeader().setField(Quickfix::MsgType.new(Quickfix::MsgType_Logon()))
184
+ message.setField(Quickfix::Account.new("ACCOUNT"))
185
+ message.setField(Quickfix::ClOrdID.new("CLORDID"))
186
+ message.setField(Quickfix::SecurityIDSource.new(Quickfix::SecurityIDSource_CUSIP()))
187
+ message.setField(Quickfix::NoMsgTypes.new(2))
188
+ group = Quickfix::Group.new(384, 372)
189
+ group.setField(Quickfix::RefMsgType.new("A"))
190
+ group.setField(Quickfix::MsgDirection.new('0'))
191
+ message.addGroup(group)
192
+ group.setField(Quickfix::RefMsgType.new("0"))
193
+ group.setField(Quickfix::MsgDirection.new('1'))
194
+ message.addGroup(group)
195
+ message.getTrailer().setField(Quickfix::CheckSum.new(132))
196
+ end
197
+
198
+ # skip test for now
199
+ def test_reverseRoute
200
+ return
201
+ header = Quickfix::FieldMap.new
202
+ beginString = Quickfix::BeginString.new( "FIX.4.2" )
203
+ senderCompID = Quickfix::SenderCompID.new( "SenderCompID" )
204
+ targetCompID = Quickfix::TargetCompID.new( "TargetCompID" )
205
+ onBehalfOfCompID = Quickfix::OnBehalfOfCompID.new( "OnBehalfOfCompID" )
206
+ onBehalfOfSubID = Quickfix::OnBehalfOfSubID.new( "OnBehalfOfSubID" )
207
+ onBehalfOfLocationID = Quickfix::OnBehalfOfLocationID.new( "OnBehalfOfLocationID" )
208
+ deliverToCompID = Quickfix::DeliverToCompID.new( "DeliverToCompID" )
209
+ deliverToSubID = Quickfix::DeliverToSubID.new( "DeliverToSubID" )
210
+ deliverToLocationID = Quickfix::DeliverToLocationID.new( "DeliverToLocationID" )
211
+
212
+ reversedMessage = Quickfix::Message.new
213
+ reversedHeader = reversedMessage.getHeader()
214
+
215
+ header.setField( beginString )
216
+ header.setField( senderCompID )
217
+ header.setField( targetCompID )
218
+ header.setField( onBehalfOfCompID )
219
+ header.setField( onBehalfOfSubID )
220
+ header.setField( onBehalfOfLocationID )
221
+ header.setField( deliverToCompID )
222
+ header.setField( deliverToSubID )
223
+ header.setField( deliverToLocationID )
224
+
225
+ reversedMessage.reverseRoute( header );
226
+ assert( reversedHeader.getField( beginString ).getString() == "FIX.4.2" )
227
+ assert( reversedHeader.getField( senderCompID ).getString() == "TargetCompID" )
228
+ assert( reversedHeader.getField( targetCompID ).getString() == "SenderCompID" )
229
+ assert( reversedHeader.getField( onBehalfOfCompID ).getString() == "DeliverToCompID" )
230
+ assert( reversedHeader.getField( onBehalfOfSubID ).getString() == "DeliverToSubID" )
231
+ assert( reversedHeader.getField( onBehalfOfLocationID ).getString() == "DeliverToLocationID" )
232
+ assert( reversedHeader.getField( deliverToCompID ).getString() == "OnBehalfOfCompID" )
233
+ assert( reversedHeader.getField( deliverToSubID ).getString() == "OnBehalfOfSubID" )
234
+ assert( reversedHeader.getField( deliverToLocationID ).getString() == "OnBehalfOfLocationID" )
235
+
236
+ header.setField( Quickfix::BeginString.new("FIX.4.0" ) )
237
+ reversedMessage.reverseRoute( header )
238
+ assert( !reversedHeader.isSetField( onBehalfOfLocationID ) )
239
+ assert( !reversedHeader.isSetField( deliverToLocationID ) )
240
+
241
+ header.setField( beginString )
242
+ reversedMessage.reverseRoute( header )
243
+
244
+ header.removeField( Quickfix::OnBehalfOfCompID.field )
245
+ reversedMessage.reverseRoute( header )
246
+ assert( !reversedHeader.isSetField(deliverToCompID) )
247
+ header.removeField( Quickfix::DeliverToCompID.field )
248
+ reversedMessage.reverseRoute( header )
249
+ assert( !reversedHeader.isSetField(onBehalfOfCompID) )
250
+ header.removeField( Quickfix::OnBehalfOfSubID.field )
251
+ reversedMessage.reverseRoute( header )
252
+ assert( !reversedHeader.isSetField(deliverToSubID) )
253
+ header.removeField( Quickfix::DeliverToSubID.field )
254
+ reversedMessage.reverseRoute( header )
255
+ assert( !reversedHeader.isSetField(onBehalfOfSubID) )
256
+ header.removeField( Quickfix::OnBehalfOfLocationID.field )
257
+ reversedMessage.reverseRoute( header )
258
+ assert( !reversedHeader.isSetField(deliverToLocationID) )
259
+ header.removeField( Quickfix::DeliverToLocationID.field )
260
+ reversedMessage.reverseRoute( header )
261
+ assert( !reversedHeader.isSetField(onBehalfOfLocationID) )
262
+ end
263
+
264
+ def test_addRemoveGroup
265
+ @object.setField( Quickfix::ListID.new( "1" ) )
266
+ @object.setField( Quickfix::BidType.new( 0 ) )
267
+ @object.setField( Quickfix::TotNoOrders.new( 3 ) )
268
+
269
+ group = Quickfix42::NewOrderList::NoOrders.new
270
+ group.setField( Quickfix::ClOrdID.new( "A" ) )
271
+ group.setField( Quickfix::ListSeqNo.new( 1 ) )
272
+ group.setField( Quickfix::Symbol.new( "DELL" ) )
273
+ group.setField( Quickfix::Side.new( '1' ) )
274
+ @object.addGroup( group )
275
+
276
+ group.setField( Quickfix::ClOrdID.new( "B" ) )
277
+ group.setField( Quickfix::ListSeqNo.new( 2 ) )
278
+ group.setField( Quickfix::Symbol.new( "LNUX" ) )
279
+ group.setField( Quickfix::Side.new( '2' ) )
280
+ @object.addGroup( group )
281
+
282
+ group.setField( Quickfix::ClOrdID.new( "C" ) )
283
+ group.setField( Quickfix::ListSeqNo.new( 3 ) )
284
+ group.setField( Quickfix::Symbol.new( "RHAT" ) )
285
+ group.setField( Quickfix::Side.new( '3' ) )
286
+ @object.addGroup( group )
287
+
288
+ noOrders = Quickfix::NoOrders.new
289
+
290
+ assert( @object.hasGroup(1, group) )
291
+ assert( @object.hasGroup(2, group) )
292
+ assert( @object.hasGroup(3, group) )
293
+ assert_equal( 3, @object.groupCount(Quickfix::NoOrders.field) )
294
+ @object.getField( noOrders )
295
+ assert_equal( 3, noOrders.getValue() )
296
+
297
+ @object.removeGroup( 2, group )
298
+ assert( @object.hasGroup(1, group) )
299
+ assert( @object.hasGroup(2, group) )
300
+ assert( !@object.hasGroup(3, group) )
301
+ assert_equal( 2, @object.groupCount(Quickfix::NoOrders.field) )
302
+ @object.getField( noOrders )
303
+ assert_equal( 2, noOrders.getValue() )
304
+
305
+ @object.removeGroup( group )
306
+ assert( @object.hasGroup(1, group) )
307
+ assert( !@object.hasGroup(2, group) )
308
+ assert( !@object.hasGroup(3, group) )
309
+ assert_equal( 1, @object.groupCount(Quickfix::NoOrders.field) )
310
+ @object.getField( noOrders )
311
+ assert_equal( 1, noOrders.getValue() )
312
+
313
+ @object.removeGroup( group )
314
+ assert( !@object.hasGroup(1, group) )
315
+ assert( !@object.hasGroup(2, group) )
316
+ assert( !@object.hasGroup(3, group) )
317
+ assert_equal( 0, @object.groupCount(Quickfix::NoOrders.field) )
318
+ !@object.isSetField( noOrders )
319
+ end
320
+
321
+ def test_replaceGroup
322
+ @object.setField( Quickfix::ListID.new( "1" ) )
323
+ @object.setField( Quickfix::BidType.new( 0 ) )
324
+ @object.setField( Quickfix::TotNoOrders.new( 3 ) )
325
+
326
+ group = Quickfix42::NewOrderList::NoOrders.new
327
+ group.setField( Quickfix::ClOrdID.new( "A" ) )
328
+ group.setField( Quickfix::ListSeqNo.new( 1 ) )
329
+ group.setField( Quickfix::Symbol.new( "DELL" ) )
330
+ group.setField( Quickfix::Side.new( '1' ) )
331
+ @object.addGroup( group )
332
+
333
+ group.setField( Quickfix::ClOrdID.new( "B" ) )
334
+ group.setField( Quickfix::ListSeqNo.new( 2 ) )
335
+ group.setField( Quickfix::Symbol.new( "LNUX" ) )
336
+ group.setField( Quickfix::Side.new( '2' ) )
337
+ @object.addGroup( group );
338
+
339
+ group.setField( Quickfix::ClOrdID.new( "C" ) )
340
+ group.setField( Quickfix::ListSeqNo.new( 3 ) )
341
+ group.setField( Quickfix::Symbol.new( "RHAT" ) )
342
+ group.setField( Quickfix::Side.new( '3' ) )
343
+ @object.addGroup( group );
344
+
345
+ group.setField( Quickfix::ClOrdID.new( "D" ) )
346
+ group.setField( Quickfix::ListSeqNo.new( 4 ) )
347
+ group.setField( Quickfix::Symbol.new( "AAPL" ) )
348
+ group.setField( Quickfix::Side.new( '4' ) )
349
+ @object.replaceGroup( 2, group );
350
+
351
+ noOrders = Quickfix::NoOrders.new
352
+
353
+ assert( @object.hasGroup(1, group) )
354
+ assert( @object.hasGroup(2, group) )
355
+ assert( @object.hasGroup(3, group) )
356
+ assert_equal( 3, @object.groupCount(Quickfix::NoOrders.field) )
357
+ @object.getField( noOrders )
358
+ assert_equal( 3, noOrders.getValue() )
359
+
360
+ clOrdID = Quickfix::ClOrdID.new
361
+ @object.getGroup( 1, group )
362
+ assert_equal( "A", group.getField(clOrdID).getString() )
363
+ @object.getGroup( 2, group )
364
+ assert_equal( "D", group.getField(clOrdID).getString() )
365
+ @object.getGroup( 3, group )
366
+ assert_equal( "C", group.getField(clOrdID).getString() )
367
+ end
368
+ end
@@ -0,0 +1,41 @@
1
+ require 'quickfix_ruby'
2
+ require 'test/unit'
3
+
4
+ class SessionSettingsTestCase < Test::Unit::TestCase
5
+
6
+ def setup
7
+ @object = Quickfix::SessionSettings.new()
8
+ end
9
+
10
+ def test_validate
11
+ sessionID = Quickfix::SessionID.new( "FIX.4.2", "SenderCompID", "TargetCompID" )
12
+
13
+ dictionary = Quickfix::Dictionary.new
14
+ begin
15
+ @object.set( sessionID, dictionary )
16
+ assert( false )
17
+ rescue Quickfix::ConfigError
18
+ end
19
+
20
+ dictionary.setString( Quickfix::CONNECTION_TYPE(), "badvalue" )
21
+ begin
22
+ @object.set( sessionID, dictionary );
23
+ assert( false );
24
+ rescue Quickfix::ConfigError
25
+ end
26
+
27
+ dictionary.setString( Quickfix::CONNECTION_TYPE(), "initiator" )
28
+ begin
29
+ @object.set( sessionID, dictionary );
30
+ rescue Quickfix::ConfigError
31
+ assert( false )
32
+ end
33
+
34
+ sessionID = Quickfix::SessionID.new( "FIX4.2", "SenderCompID", "TargetCompID" )
35
+ begin
36
+ @object.set( sessionID, dictionary )
37
+ assert( false )
38
+ rescue Quickfix::ConfigError
39
+ end
40
+ end
41
+ end