/* * 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.Globalization; using System.IO; using System.Net; using System.Text; using NUnit.Framework; using QuantConnect.Interfaces; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Lean.Engine.DataFeeds.Transport; using QuantConnect.Util; namespace QuantConnect.Tests.Engine.DataFeeds.Transport { [TestFixture] public class RemoteFileSubscriptionStreamReaderTests { private TestDownloadProvider _api; [SetUp] public void SetUp() { _api = new TestDownloadProvider(); _api.Initialize(Globals.UserId, Globals.UserToken, Globals.DataFolder); RemoteFileSubscriptionStreamReader.SetDownloadProvider(_api); TestDownloadProvider.DownloadCount = 0; // create cache directory if not existing if (!Directory.Exists(Globals.Cache)) { Directory.CreateDirectory(Globals.Cache); } else { // clean old files out of the cache Directory.Delete(Globals.Cache, true); Directory.CreateDirectory(Globals.Cache); } } [TearDown] public void TearDown() { _api.DisposeSafely(); } [TestCase(true)] [TestCase(false)] public void SingleEntryDataCacheProviderEphemeralDataIsRespected(bool isDataEphemeral) { using var cacheProvider = new SingleEntryDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: isDataEphemeral); using var remoteReader = new RemoteFileSubscriptionStreamReader( cacheProvider, @"https://www.quantconnect.com/api/v2/proxy/quandl/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc&api_key=WyAazVXnq7ATy_fefTqm", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); Assert.AreEqual(1, TestDownloadProvider.DownloadCount); using var cacheProvider2 = new SingleEntryDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: isDataEphemeral); using var remoteReader2 = new RemoteFileSubscriptionStreamReader( cacheProvider2, @"https://www.quantconnect.com/api/v2/proxy/quandl/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc&api_key=WyAazVXnq7ATy_fefTqm", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); Assert.AreEqual(isDataEphemeral ? 2 : 1, TestDownloadProvider.DownloadCount); } [TestCase(true)] [TestCase(false)] public void ZipDataCacheProviderEphemeralDataIsRespected(bool isDataEphemeral) { using var cacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: isDataEphemeral); using var remoteReader = new RemoteFileSubscriptionStreamReader( cacheProvider, @"https://www.quantconnect.com/api/v2/proxy/quandl/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc&api_key=WyAazVXnq7ATy_fefTqm", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); Assert.AreEqual(1, TestDownloadProvider.DownloadCount); using var cacheProvider2 = new ZipDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: isDataEphemeral); using var remoteReader2 = new RemoteFileSubscriptionStreamReader( cacheProvider2, @"https://www.quantconnect.com/api/v2/proxy/quandl/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc&api_key=WyAazVXnq7ATy_fefTqm", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); Assert.AreEqual(isDataEphemeral ? 2 : 1, TestDownloadProvider.DownloadCount); } [TestCase(true)] [TestCase(false)] public void ZipDataCacheProviderEphemeralDataIsRespectedForZippedData(bool isDataEphemeral) { using var cacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: isDataEphemeral); using var remoteReader = new RemoteFileSubscriptionStreamReader( cacheProvider, @"https://cdn.quantconnect.com/uploads/multi_csv_zipped_file.zip", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); Assert.AreEqual(1, TestDownloadProvider.DownloadCount); using var remoteReader2 = new RemoteFileSubscriptionStreamReader( cacheProvider, @"https://cdn.quantconnect.com/uploads/multi_csv_zipped_file.zip", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); Assert.AreEqual(isDataEphemeral ? 2 : 1, TestDownloadProvider.DownloadCount); } [TestCase(true, "", 78)] // No fragment, will read the first entry [TestCase(false, "", 78)] [TestCase(true, "#csv_file_10.csv", 1)] [TestCase(false, "#csv_file_10.csv", 1)] public void GetsZippedDataForUrlNotEndingWithZipExtension(bool withQuery, string entryName, int expectedLines) { using var cacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider); var url = @"https://cdn.quantconnect.com/uploads/multi_csv_zipped_file.zip" + (withQuery ? "?some=query" : "") + entryName; using var remoteReader = new RemoteFileSubscriptionStreamReader(cacheProvider, url, Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); Assert.AreEqual(1, TestDownloadProvider.DownloadCount); var count = 0; while (!remoteReader.EndOfStream) { var line = remoteReader.ReadLine(); count++; var csv = line.ToCsv(); Assert.AreEqual(2, csv.Count); Assert.IsTrue(int.TryParse(csv[0], NumberStyles.Number, CultureInfo.InvariantCulture, out _)); Assert.IsTrue(decimal.TryParse(csv[1], NumberStyles.Number, CultureInfo.InvariantCulture, out _)); } Assert.AreEqual(expectedLines, count); } [Test] public void InvalidDataSource() { using var cacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider); using var remoteReader = new RemoteFileSubscriptionStreamReader( cacheProvider, @"http://quantconnect.com", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream); // Fails to get quantconnect.com, missing http:// Assert.Throws(() => new RemoteFileSubscriptionStreamReader( new SingleEntryDataCacheProvider(new DefaultDataProvider()), @"quantconnect.com", Globals.Cache, null), "Api.Download(): Failed to download data from quantconnect.com. Please verify the source for missing http:// or https://" ); } [Test] public void RetriesTransientEmptyDownload() { // the remote endpoint answers empty twice before returning the data; the reader should retry and recover var provider = new TransientEmptyDownloadProvider(emptyResponses: 2, payload: "20131007 00:00,1,2,0,1,100"); RemoteFileSubscriptionStreamReader.SetDownloadProvider(provider); using var cacheProvider = new SingleEntryDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: true); using var remoteReader = new RemoteFileSubscriptionStreamReader( cacheProvider, "https://cdn.quantconnect.com/uploads/transient-empty.csv", Globals.Cache, null); Assert.IsFalse(remoteReader.EndOfStream, "reader should have data after retrying past the empty responses"); Assert.AreEqual("20131007 00:00,1,2,0,1,100", remoteReader.ReadLine()); Assert.AreEqual(3, provider.DownloadCount); } [Test] public void EmptyDownloadIsNotCached() { var provider = new TransientEmptyDownloadProvider(emptyResponses: int.MaxValue, payload: string.Empty); RemoteFileSubscriptionStreamReader.SetDownloadProvider(provider); var url = "https://cdn.quantconnect.com/uploads/always-empty.csv"; using var cacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: false); using var remoteReader = new RemoteFileSubscriptionStreamReader(cacheProvider, url, Globals.Cache, null); Assert.IsTrue(remoteReader.EndOfStream, "an empty download should yield no data"); // the empty response must not have been persisted to the cache Assert.IsFalse(File.Exists(Path.Combine(Globals.Cache, url.ToMD5() + ".csv")), "an empty download must not be cached"); } private class TransientEmptyDownloadProvider : IDownloadProvider { private readonly int _emptyResponses; private readonly byte[] _payload; public int DownloadCount { get; private set; } public TransientEmptyDownloadProvider(int emptyResponses, string payload) { _emptyResponses = emptyResponses; _payload = Encoding.UTF8.GetBytes(payload); } public byte[] DownloadBytes(string address, IEnumerable> headers, string userName, string password) { DownloadCount++; return DownloadCount <= _emptyResponses ? Array.Empty() : _payload; } public string Download(string address, IEnumerable> headers, string userName, string password) { return Encoding.UTF8.GetString(DownloadBytes(address, headers, userName, password)); } } private class TestDownloadProvider : QuantConnect.Api.Api { public static int DownloadCount { get; set; } static TestDownloadProvider() { DownloadCount = 0; } public override byte[] DownloadBytes(string address, IEnumerable> headers, string userName, string password) { DownloadCount++; return base.DownloadBytes(address, headers, userName, password); } } } }