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 NUnit.Framework;
+using QuantConnect.Configuration;
+using QuantConnect.Lean.Engine.DataFeeds;
+using System.IO;
+
+namespace QuantConnect.Tests.Engine.DataProviders
+{
+    [TestFixture]
+    public class ProcessedDataProviderTests
+    {
+        private ProcessedDataProvider _processedDataProvider;
+        private string _originalProcessedDataDirectory;
+
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            // Set up the processed data provider
+            _originalProcessedDataDirectory = Config.Get("processed-data-directory");
+            Config.Set("processed-data-directory", "TestData");
+
+            _processedDataProvider = new ProcessedDataProvider();
+        }
+
+        [OneTimeTearDown]
+        public void TearDown()
+        {
+            _processedDataProvider.Dispose();
+
+            // Revert the configuration
+            Config.Set("processed-data-directory", _originalProcessedDataDirectory);
+        }
+
+        private static TestCaseData[] ExistingDataTestCases => new[]
+        {
+            // Exists in the processed data directory
+            new TestCaseData(Path.Combine(Globals.DataFolder, "spy_10_min.txt"), true),
+            // Does not exist in the processed data directory but exists in the main data folder
+            new TestCaseData(Path.Combine(Globals.DataFolder, "equity/usa/minute/aapl/20140606_trade.zip"), true),
+            // Neither the processed data directory nor in the main data folder
+            new TestCaseData(Path.Combine(Globals.DataFolder, "equity/usa/minute/somestock/19980606_trade.zip"), false)
+        };
+
+        [TestCaseSource(nameof(ExistingDataTestCases))]
+        public void ProcessedDataProvider_CanReadDataThatExists(string path, bool exists)
+        {
+            var stream = _processedDataProvider.Fetch(path);
+
+            if (exists)
+            {
+                Assert.IsNotNull(stream);
+            }
+            else
+            {
+                Assert.IsNull(stream);
+            }
+        }
+    }
+}