chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+using System.IO;
+using NUnit.Framework;
+using QuantConnect.Api;
+using QuantConnect.Util;
+
+namespace QuantConnect.Tests.API
+{
+    /// <summary>
+    /// API Data endpoint tests
+    /// </summary>
+    [TestFixture, Explicit("Requires configured api access, and also makes calls to data endpoints which are charging transactions")]
+    public class DataTests : ApiTestBase
+    {
+        private DataPricesList _pricesCache;
+        private static object[] validForexDataTestCases =
+        {
+            new object[] { "EURUSD", Market.Oanda, new DateTime(2013,10,07), Resolution.Daily, TickType.Quote },
+            new object[] { "EURUSD", Market.Oanda, new DateTime(2013,10,07), Resolution.Minute, TickType.Quote }
+        };
+
+        /// <summary>
+        /// Test downloading data
+        /// </summary>
+        [TestCase("forex/oanda/minute/eurusd/20131011_quote.zip")]
+        [TestCase("forex/oanda/daily/eurusd.zip")]
+        public void DataDownloadedAndSaved(string fileToDownload)
+        {
+            var path = Path.Combine(DataFolder, fileToDownload);
+
+            if (File.Exists(path))
+                File.Delete(path);
+
+            var downloadedData = ApiClient.DownloadData(path, TestOrganization);
+
+            Assert.IsTrue(downloadedData);
+            Assert.IsTrue(File.Exists(path));
+        }
+
+        /// <summary>
+        /// Test attempting to fetch invalid data links
+        /// </summary>
+        [Test]
+        public void InvalidDataLinks()
+        {
+            var fakePath = Path.Combine(DataFolder, "forex/oanda/minute/eurusd/19891011_quote.zip");
+            var nonExistentData = ApiClient.DownloadData(fakePath, TestOrganization);
+
+            Assert.IsFalse(nonExistentData);
+            Assert.IsFalse(File.Exists(fakePath));
+        }
+
+        /// <summary>
+        /// Test getting links to forex data for Oanda
+        /// </summary>
+        [TestCaseSource(nameof(validForexDataTestCases))]
+        public void ValidForexDataLinks(string ticker, string market, DateTime date, Resolution resolution, TickType tickType)
+        {
+            var path = LeanData.GenerateRelativeZipFilePath(
+                new Symbol(SecurityIdentifier.GenerateForex(ticker, market), ticker),
+                date, resolution, tickType);
+            var dataLink = ApiClient.ReadDataLink(path, TestOrganization);
+            var stringRepresentation = dataLink.ToString();
+            Assert.IsTrue(ApiTestBase.IsValidJson(stringRepresentation));
+
+            Assert.IsTrue(dataLink.Success);
+            Assert.IsFalse(dataLink.Link.IsNullOrEmpty());
+        }
+
+        /// <summary>
+        /// Test getting price for file
+        /// </summary>
+        /// <param name="filePath"></param>
+        [TestCase("forex/oanda/daily/eurusd.zip")]
+        [TestCase("crypto/coinbase/daily/btcusd_quote.zip")]
+        public void GetPrices(string filePath)
+        {
+            if (_pricesCache == null)
+            {
+                _pricesCache = ApiClient.ReadDataPrices(TestOrganization);
+                var stringRepresentation = _pricesCache.ToString();
+                Assert.IsTrue(ApiTestBase.IsValidJson(stringRepresentation));
+            }
+
+            // Make sure we actually have these prices for the test to work
+            Assert.IsTrue(_pricesCache.Success);
+
+            // Get the price
+            int price = _pricesCache.GetPrice(filePath);
+            Assert.AreNotEqual(price, -1);
+        }
+
+        /// <summary>
+        /// Test regex implementation for DataPriceList price matching
+        /// </summary>
+        /// <param name="dataFile"></param>
+        /// <param name="matchingRegex"></param>
+        [TestCase("forex/oanda/daily/eurusd.zip", "/^(cfd|forex)\\/oanda\\/(daily|hour)\\/[^\\/]+.zip$/m")]
+        [TestCase("forex/oanda/daily/eurusd.zip", "/^(cfd|forex)\\/oanda\\/(daily|hour)\\/[^\\/]+.zip$")]
+        [TestCase("forex/oanda/daily/eurusd.zip", "^(cfd|forex)\\/oanda\\/(daily|hour)\\/[^\\/]+.zip$/")]
+        [TestCase("forex/oanda/daily/eurusd.zip", "^(cfd|forex)\\/oanda\\/(daily|hour)\\/[^\\/]+.zip$")]
+        public void DataPriceRegex(string dataFile, string matchingRegex)
+        {
+            var setPrice = 10;
+            var dataList = new DataPricesList
+            {
+                Prices = new List<PriceEntry>() { new PriceEntry() { Price = setPrice, RawRegEx = matchingRegex } }
+            };
+
+            int price = dataList.GetPrice(dataFile);
+            Assert.AreEqual(setPrice, price);
+        }
+
+        /// <summary>
+        /// Test getting available data listings for directories
+        /// </summary>
+        /// <param name="directory"></param>
+        [TestCase("alternative/sec/aapl/")]
+        [TestCase("cfd/oanda/daily/")]
+        [TestCase("crypto/coinbase/minute/btcusd/")]
+        [TestCase("equity/usa/shortable/")]
+        [TestCase("forex/oanda/minute/eurusd/")]
+        [TestCase("forex\\oanda\\minute\\eurusd\\")] //Windows path case
+        [TestCase("future/cbot/minute/zs")]
+        [TestCase("futureoption/comex/minute/og")]
+        [TestCase("index/usa/minute/spx")]
+        [TestCase("indexoption/usa/minute/spx")]
+        [TestCase("option/usa/minute/aapl")]
+        public void GetDataListings(string directory)
+        {
+            var dataList = ApiClient.ReadDataDirectory(directory);
+            var stringRepresentation = dataList.ToString();
+            Assert.IsTrue(ApiTestBase.IsValidJson(stringRepresentation));
+            Assert.IsTrue(dataList.Success);
+            Assert.IsTrue(dataList.AvailableData.Count > 0);
+        }
+    }
+}