Simulated Data Source
4.0 FD_AddDataSource Parameters Details
1.0 Introduction
For the purpose of testing, this simulated read-only data source provides some samples of financial data. This data source allows to make testing without having a real data source.
This simulated data source is used for the self-testing, regression testing and demo of the FIDAL.
There is no need for any external file. All the data is embedded within the library. In other word, you can assume that this data is always available when linking to the library.
The simulated database contains only two categories: FD_SIM_REF and FD_SIM_MRG
2.0 FD_SIM_REF Category
This category contains only 2 pre-defined symbol: "DAILY_REF_0" and "INTRA_REF_0".
DAILY_REF_0 provides 252 price bar of a real life stock (one complete year). Each bar provides: Date, Open, High, Low, Close and Volume.
INTRA_REF_0 provides 34 price bars (10 minutes interval) corresponding to an intra-day of the Dow Industrial index . Each bar provides: Date, Time, Open, High, Low, Close
Making test having a dependency on these values shall be safe. Consequently, if different data are needed, new reference will be added and the old ones will be left untouched.
3.0 FD_SIM_MRG
This category contains only one symbol used specifically to test the merging capability of the FIDAL. There is very little interest for a user of the FIDAL to use that category. This category is visible only if the param.info parameter (of FD_AddDataSource) is not NULL.
The symbol is called "MRG_0". When merging "MRG_0" from 4 distinct data-source (who were added with a distinctive "param.info" parameter), the resulting merge is a pre-defined pattern. If there is a difference with the expected pattern, it means the software logic of the merge is broken.
The symbol contains exactly 1000 price bar. The expected pattern is:
 | Low goes from 1000.0001 to 1999.1000 |
| Open goes from 2000.0001 to 2999.1000 |
| Close goes from 3000.0001 to 3999.1000 |
| High goes from 4000.0001 to 4999.1000 |
| Volume goes from 5000 to 5999 |
| OpenInterest goes from 6000 to 6999 |
| Daily timestamp are starting at an arbitrate date. |
As you can see, each value in the price bar is going up in increment of 1.0001
With this scheme, no two values are identical.
Note: In case you did not understood, if you are reading only one of the MRG_0 from one datasource, you will NOT see the expected pattern. You must merge the 4 instances of the MRG_0 to reveal the expected pattern.
4.0 FD_AddDataSource Parameters Details
Here are a quick overview of how each FD_AddDataSource parameters are used for this data source:
'param.id'
Must be FD_SIMULATOR'param.location'
Unused. Must be NULL.
'param.info'
If you are using only FD_SIM_REF, set this parameter to NULL. If you are using both FD_SIM_REF and FD_SIM_MRG, you must pass one of the following string: "1", "2", "3" or "4".'param.category', 'param.country', 'param.exchange', 'param.type',
Unused. Must be NULL.'param.username', 'param.password'
Unused. Must be NULL.'param.flags'
That parameter shall be FD_NO_FLAGS.
