CheckFieldsHaveValues to work for non-strings

connamara#405
nhamed · Jun 12, 2020 · b07a666 · b07a666
1 parent 0561770
commit b07a666
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Showing 3 changed files with 80 additions and 5 deletions.
diff --git a/QuickFIXn/DataDictionary/DataDictionary.cs b/QuickFIXn/DataDictionary/DataDictionary.cs
@@ -282,10 +282,19 @@ public void CheckValidFormat(Fields.IField field)
                 Type type;
                 if (!TryGetFieldType(field.Tag, out type))
                     return;
-
                 if (type == typeof(StringField))
                     return;
-                else if (type == typeof(CharField))
+
+                if (false == CheckFieldsHaveValues && field.ToString().Length < 1)
+                {
+                    // If ValidateFieldsHaveValues=N, don't check empty non-string fields
+                    // because engine should not decide how to convert empty to e.g. float or datetime.
+                    // (User code may see IncorrectDataFormat exceptions
+                    //  when attempting to extract fields in not-string formats.)
+                    return;
+                }
+
+                if (type == typeof(CharField))
                     Fields.Converters.CharConverter.Convert(field.ToString());
                 else if (type == typeof(IntField))
                     Fields.Converters.IntConverter.Convert(field.ToString());

diff --git a/RELEASE_NOTES.md b/RELEASE_NOTES.md
@@ -25,6 +25,7 @@ What's New
 * (patch) #592/#601 - better detection of malformed DD elements (gbirchmeier/roederja2)
 * (patch) #606 - fix IDisposable implementations to follow MS general pattern (pavka1799)
 * (patch) #566 - SSLValidateCertificates=N overrides SSLCheckCertificateRevocation (gbirchmeier, h/t to Mad-Lynx)
+* (patch) #405 - CheckFieldsHaveValues needs to work for non-strings too (gbirchmeier)
 
 ### v1.9.0:
 * (minor) #469 - Add support for NET Standard 2.0 (jhickson)

diff --git a/UnitTests/DataDictionaryTests.cs b/UnitTests/DataDictionaryTests.cs
@@ -165,6 +165,71 @@ public void TrailerTest()
             Assert.That(dd.Trailer.Fields.Count, Is.EqualTo(3));
         }
 
+        [Test]
+        public void CheckValidFormat()
+        {
+            QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
+            dd.LoadFIXSpec("FIX44");
+            dd.CheckFieldsHaveValues = true;
+
+            var goodFields = new QuickFix.Fields.StringField[] {
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "foo"), // string
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "2"), // char
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "123"), // int
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "1.23"), // decimal
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "Y"), // bool
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "20011217-09:30:47.123"), // datetime
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "20030910"), // dateonly
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "13:20:00.123"), // timeonly
+
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Symbol, "") // string
+            };
+
+            foreach (var datum in goodFields)
+            {
+                Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
+            }
+
+            var badFields = new QuickFix.Fields.StringField[]
+            {
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, "toolong"), // char
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, "notint"), // int
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, "notdec"), // decimal
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, "notbool"), // bool
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, "notdatetime"), // datetime
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, "notdate"), // dateonly
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "nottime") // timeonly
+            };
+
+            foreach (var datum in badFields)
+            {
+                Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
+            }
+
+            var emptyFields = new QuickFix.Fields.StringField[]
+            {
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.Side, ""), // char
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.LastQty, ""), // int
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.AvgPx, ""), // decimal
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ReportToExch, ""), // bool
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.ContraTradeTime, ""), // datetime
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryDate, ""), // dateonly
+                new QuickFix.Fields.StringField(QuickFix.Fields.Tags.MDEntryTime, "") // timeonly
+            };
+
+            foreach (var datum in emptyFields)
+            {
+                Assert.Throws(typeof(IncorrectDataFormat), delegate { dd.CheckValidFormat(datum); });
+            }
+
+            // Setting change!
+            dd.CheckFieldsHaveValues = false;
+            foreach (var datum in emptyFields)
+            {
+                Assert.DoesNotThrow(delegate { dd.CheckValidFormat(datum); });
+            }
+        }
+
         [Test]
         public void CheckValidTagNumberTest()
         {
@@ -578,10 +643,10 @@ public void ValidateTagSpecifiedWithoutAValue()
         {
             QuickFix.DataDictionary.DataDictionary dd = new QuickFix.DataDictionary.DataDictionary();
             dd.LoadFIXSpec("FIX42");
-            QuickFix.FIX44.MessageFactory f = new QuickFix.FIX44.MessageFactory();
+            QuickFix.FIX42.MessageFactory f = new QuickFix.FIX42.MessageFactory();
 
-            string[] msgFields = {"8=FIX.4.2", "9=65", "35=B", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
-                                   "148=", "33=0", "10=188"};
+            string[] msgFields = {"8=FIX.4.2", "9=70", "35=B", "34=3", "49=sender", "52=20110909-09:09:09.999", "56=target",
+                                   "358=", "148=", "33=0", "10=150"};
             string msgStr = String.Join(Message.SOH, msgFields) + Message.SOH;
 
             string msgType = "B";