def test_checkIsInMessage(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getTag())
self.object.addField(fix.BodyLength().getTag())
self.object.addField(fix.MsgType().getTag())
self.object.addField(fix.CheckSum().getTag())
self.object.addField(fix.TestReqID().getTag())
self.object.addField(fix.Symbol().getTag())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
testReqID = fix.TestReqID("1")
message = fix40.TestRequest()
message.setField(testReqID)
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
message.setField(fix.Symbol("MSFT"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
def test_isEmpty(self):
message = fix.Message()
self.assertTrue( message.isEmpty() )
message.getHeader().setField( fix.BeginString("FIX.4.2") )
self.assertTrue( message.isEmpty() == 0 )
message.clear()
self.assertTrue( message.isEmpty() )
message.setField( fix.Symbol("MSFT") )
self.assertTrue( message.isEmpty() == 0 )
message.clear()
self.assertTrue( message.isEmpty() )
message.getTrailer().setField( fix.CheckSum(10) )
self.assertTrue( message.isEmpty() == 0 )
message.clear()
self.assertTrue( message.isEmpty() )
def test_checkHasRequired(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getTag())
self.object.addField(fix.BodyLength().getTag())
self.object.addField(fix.MsgType().getTag())
self.object.addField(fix.SenderCompID().getTag())
self.object.addField(fix.TargetCompID().getTag())
self.object.addHeaderField(fix.SenderCompID().getTag(), True)
self.object.addHeaderField(fix.TargetCompID().getTag(), False)
self.object.addField(fix.CheckSum().getTag())
self.object.addField(fix.TestReqID().getTag())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
self.object.addRequiredField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
message = fix40.TestRequest()
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
message.getHeader().setField(fix.SenderCompID("SENDER"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
message.setField(fix.TestReqID("1"))
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
message.getHeader().removeField(fix.SenderCompID().getTag())
message.setField(fix.SenderCompID("SENDER"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
def test_checkValidTagNumber(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getTag())
self.object.addField(fix.BodyLength().getTag())
self.object.addField(fix.MsgType().getTag())
self.object.addField(fix.CheckSum().getTag())
self.object.addField(fix.TestReqID().getTag())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getTag())
testReqID = fix.TestReqID("1")
message = fix40.TestRequest()
message.setField(testReqID)
message.setField(TooHigh("value"))
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
self.object.addField(501)
self.object.addMsgField(fix.MsgType_TestRequest, 501)
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
message.setField(5000, "value")
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception as e:
self.failUnless(1)
self.object.checkUserDefinedFields(False)
try:
self.object.validate(message)
self.failUnless(1)
except fix.Exception as e:
self.failUnless(0)
def test_checkHasRequired(self):
self.object.setVersion(fix.BeginString_FIX40)
self.object.addField(fix.BeginString().getField())
self.object.addField(fix.BodyLength().getField())
self.object.addField(fix.MsgType().getField())
self.object.addField(fix.SenderCompID().getField())
self.object.addField(fix.TargetCompID().getField())
self.object.addHeaderField(fix.SenderCompID().getField(), 1)
self.object.addHeaderField(fix.TargetCompID().getField(), 0)
self.object.addField(fix.CheckSum().getField())
self.object.addField(fix.TestReqID().getField())
self.object.addMsgType(fix.MsgType_TestRequest)
self.object.addMsgField(fix.MsgType_TestRequest,
fix.TestReqID().getField())
self.object.addRequiredField(fix.MsgType_TestRequest,
fix.TestReqID().getField())
message = fix40.TestRequest()
try:
self.object.validate(message)
self.failUnless(0)
except fix.Exception, e:
self.failUnless(1)
header.setField(fix.MsgType(fix.MsgType_NewOrderSingle))
header.setField(fix.SendingTime())
header.setField(fix.SenderSubID("SG1"))
header.setField(fix.TargetSubID("BARCA"))
header.setField(fix.MsgSeqNum())
header.setField(fix.DefaultApplVerID(fix.ApplVerID_FIX42))
message.setField(fix.ClOrdID("ClOrdID"))
message.setField(
fix.AccountType(
fix.
AccountType_ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS))
message.setField(fix.Symbol("APPL"))
message.setField(
fix.HandlInst(
fix.
HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
))
message.setField(fix.ReceivedDeptID("I"))
message.setField(fix.Side(fix.Side_BUY))
message.setField(fix.TransactTime())
message.setField(fix.OrderQty(1000))
message.setField(fix.OrdType(fix.OrdType_MARKET))
message.setField(fix.Price(2000))
trailer.setField(fix.CheckSum())
application.send(message)
message_flag = False
except (fix.ConfigError, fix.RuntimeError) as e:
print(e)
begin_string = fix.BeginString() body_length = fix.BodyLength() message_type = fix.MsgType() sender_id = fix.SenderCompID() target_id = fix.TargetCompID() msg_seq = fix.MsgSeqNum() sender_sub_id = fix.SenderSubID() target_sub_id = fix.TargetSubID() duplicate_flag = fix.PossDupFlag() user_req_type = fix.UserRequestType() gateway_id = fix.MarketID() orig_sending_time = fix.OrigSendingTime() sending_time = fix.SendingTime() on_behalf_id = fix.OnBehalfOfCompID() check_sum = fix.CheckSum() TOKEN_NO = 48 LTP = 1835 LTQ = 1843 LTT = 1844 AVG_TP = 1845 OPEN = 1861 CLOSE = 1809 HIGH = 1802 LOW = 1801 YEAR_HIGH = 1824 YEAR_LOW = 1825 VOLUME = 387 TURNOVER = 1840 PERC_CHANGE = 1823
