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.Linq;
+using NUnit.Framework;
+using QuantConnect.Data.Market;
+using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
+
+namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators
+{
+    [TestFixture]
+    public class BaseDataCollectionAggregatorEnumeratorTests
+    {
+        [Test]
+        public void AggregatesUntilNull()
+        {
+            var time = new DateTime(2015, 10, 20);
+            var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList();
+            underlying.AddRange(new Tick[] { null, null, null });
+
+            var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY);
+
+            Assert.IsTrue(aggregator.MoveNext());
+            Assert.IsNotNull(aggregator.Current);
+            Assert.AreEqual(5, aggregator.Current.Data.Count);
+
+            aggregator.Dispose();
+        }
+        [Test]
+        public void AggregatesUntilTimeChange()
+        {
+            var time = new DateTime(2015, 10, 20);
+            var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList();
+            underlying.AddRange(Enumerable.Range(0, 5).Select(x => new Tick {Time = time.AddSeconds(1)}));
+
+            var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY);
+
+            Assert.IsTrue(aggregator.MoveNext());
+            Assert.IsNotNull(aggregator.Current);
+            Assert.AreEqual(5, aggregator.Current.Data.Count);
+
+            aggregator.Dispose();
+        }
+    }
+}