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chore: import upstream snapshot with attribution

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wehub-resource-sync
2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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Tests/Engine/DataCacheProviders/DataCacheProviderTests.cs
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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.IO;
using NUnit.Framework;
using QuantConnect.Interfaces;
namespace QuantConnect.Tests.Engine.DataCacheProviders
{
/// <summary>
/// Abstract class the provides common test cases for all DataCacheProviders
/// </summary>
public abstract class DataCacheProviderTests
{
protected IDataCacheProvider DataCacheProvider { get; set; }
[OneTimeSetUp]
public void Setup()
{
DataCacheProvider = CreateDataCacheProvider();
}
[OneTimeTearDown]
public void TearDown()
{
DataCacheProvider.Dispose();
}
public abstract IDataCacheProvider CreateDataCacheProvider();
[TestCase("../../../Data/equity/usa/minute/aapl/20140606_trade.zip")]
[TestCase("../../../Data/equity/usa/daily/aapl.zip#aapl.csv")]
[TestCase("../../../Data/equity/usa/daily/aapl.zip")]
public void CanFetchDataThatExists(string dataPath)
{
using(var stream = DataCacheProvider.Fetch(dataPath))
using (var reader = new StreamReader(stream))
{
Assert.IsFalse(string.IsNullOrEmpty(reader.ReadLine()));
}
}
[Test]
public void CannotFetchDataThatDoesNotExist()
{
var stream = DataCacheProvider.Fetch("../../../Data/equity/usa/minute/aapl/19980606_trade.zip");
Assert.IsNull(stream);
}
}
}
Tests/Engine/DataCacheProviders/DiskDataCacheProviderTests.cs
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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.IO;
using ICSharpCode.SharpZipLib.Zip;
using NUnit.Framework;
using QuantConnect.Data;
using QuantConnect.Interfaces;
using QuantConnect.Util;
namespace QuantConnect.Tests.Engine.DataCacheProviders
{
[TestFixture]
public class DiskDataCacheProviderTests : DataCacheProviderTests
{
public override IDataCacheProvider CreateDataCacheProvider()
{
return new DiskDataCacheProvider();
}
[Test]
public void WriteTest()
{
var entryName = "testEntry.csv";
var filePath = Path.GetTempFileName().Replace(".tmp", ".zip", StringComparison.InvariantCulture);
var key = filePath + "#" + entryName;
var random = new Random();
var data = new byte[10];
random.NextBytes(data);
// Write this data to our entry in the temp zip
DataCacheProvider.Store(key, data);
// Verify it exists
Assert.IsTrue(File.Exists(filePath));
// Open the file are verify we have the expected results
using var zip = new ZipFile(filePath);
Assert.AreEqual(1, zip.Count);
Assert.IsNotNull(zip.GetEntry(entryName));
}
[Test]
public void OverrideEntry()
{
var entryName = "testEntry.csv";
var filePath = Path.GetTempFileName().Replace(".tmp", ".zip", StringComparison.InvariantCulture);
var key = filePath + "#" + entryName;
var random = new Random();
var data = new byte[10];
random.NextBytes(data);
// Write this data to our entry in the temp zip
DataCacheProvider.Store(key, data);
// Verify it exists
Assert.IsTrue(File.Exists(filePath));
random = new Random();
data = new byte[10];
random.NextBytes(data);
// Write this data to our entry in the temp zip
DataCacheProvider.Store(key, data);
}
}
}
Tests/Engine/DataCacheProviders/SingleEntryDataCacheProviderTests.cs
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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 NUnit.Framework;
using QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.DataFeeds;
namespace QuantConnect.Tests.Engine.DataCacheProviders
{
[TestFixture]
public class SingleEntryDataCacheProviderTests : DataCacheProviderTests
{
public override IDataCacheProvider CreateDataCacheProvider()
{
return new SingleEntryDataCacheProvider(TestGlobals.DataProvider);
}
}
}
Tests/Engine/DataCacheProviders/ZipDataCacheProviderTests.cs
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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.IO;
using NUnit.Framework;
using Path = System.IO.Path;
using System.Threading.Tasks;
using QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.DataFeeds;
namespace QuantConnect.Tests.Engine.DataCacheProviders
{
[TestFixture]
public class ZipDataCacheProviderTests : DataCacheProviderTests
{
private readonly string _tempZipFileEntry = Path.GetTempFileName().Replace(".tmp", ".zip", StringComparison.InvariantCulture) + "#testEntry.csv";
private readonly Random _random = new Random();
public override IDataCacheProvider CreateDataCacheProvider()
{
return new ZipDataCacheProvider(TestGlobals.DataProvider);
}
[Test]
public void MultiThreadReadWriteTest()
{
var dataCacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider, cacheTimer: 0.1);
Parallel.For(0, 100, (i) =>
{
var data = new byte[300];
_random.NextBytes(data);
ReadAndWrite(dataCacheProvider, data);
});
dataCacheProvider.Dispose();
}
[Test]
public void StoreFailsCorruptedFile()
{
var dataCacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider, cacheTimer: 0.1);
var tempZipFileEntry = Path.GetTempFileName().Replace(".tmp", ".zip", StringComparison.InvariantCulture);
var data = new byte[300];
_random.NextBytes(data);
File.WriteAllText(tempZipFileEntry, "corrupted zip");
Assert.Throws<InvalidOperationException>(() => dataCacheProvider.Store(tempZipFileEntry + "#testEntry.csv", data));
dataCacheProvider.Dispose();
}
private void ReadAndWrite(IDataCacheProvider dataCacheProvider, byte[] data)
{
dataCacheProvider.Fetch(_tempZipFileEntry);
dataCacheProvider.Store(_tempZipFileEntry, data);
}
}
}