wehub-resource-sync
112 lines
3.8 KiB
C#
112 lines
3.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.IO;
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using NUnit.Framework;
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using System.Threading;
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using QuantConnect.Util;
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using QuantConnect.Data.Auxiliary;
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using QuantConnect.Lean.Engine.DataFeeds;
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namespace QuantConnect.Tests.Common.Data.Auxiliary
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{
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[TestFixture]
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public class LocalZipFactorFileProviderTests : LocalDiskFactorFileProviderTests
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{
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private string _zipFilePath;
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[OneTimeSetUp]
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public override void Setup()
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{
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// Take our repo included factor files and zip them up for these tests
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var date = DateTime.UtcNow.ConvertFromUtc(TimeZones.NewYork).Date.AddDays(-1);
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var path = Path.Combine(Globals.DataFolder, $"equity/usa/factor_files/");
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var tmp = "./tmp.zip";
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_zipFilePath = Path.Combine(Globals.DataFolder, $"equity/usa/factor_files/factor_files_{date:yyyyMMdd}.zip");
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// Have to compress to tmp file or else it doesn't finish reading all the files in dir
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QuantConnect.Compression.ZipDirectory(path, tmp);
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File.Move(tmp, _zipFilePath, true);
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FactorFileProvider = new LocalZipFactorFileProvider();
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FactorFileProvider.Initialize(TestGlobals.MapFileProvider, TestGlobals.DataProvider);
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}
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[OneTimeTearDown]
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public void TearDown()
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{
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if (File.Exists(_zipFilePath))
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{
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File.Delete(_zipFilePath);
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}
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}
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[Test]
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public void CacheIsCleared()
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{
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var fileProviderTest = new LocalZipFactorFileProviderTest();
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using var dataProviderTest = new DefaultDataProviderTest();
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fileProviderTest.Initialize(TestGlobals.MapFileProvider, dataProviderTest);
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fileProviderTest.CacheCleared.Reset();
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fileProviderTest.Get(Symbols.AAPL);
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Assert.AreEqual(1, dataProviderTest.FetchCount);
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Thread.Sleep(50);
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fileProviderTest.Get(Symbols.AAPL);
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Assert.AreEqual(1, dataProviderTest.FetchCount);
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fileProviderTest.CacheCleared.WaitOne(TimeSpan.FromSeconds(2));
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fileProviderTest.Get(Symbols.AAPL);
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Assert.AreEqual(2, dataProviderTest.FetchCount);
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fileProviderTest.Enabled = false;
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dataProviderTest.DisposeSafely();
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}
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private class LocalZipFactorFileProviderTest : LocalZipFactorFileProvider
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{
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public bool Enabled = true;
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public readonly ManualResetEvent CacheCleared = new (false);
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protected override TimeSpan CacheRefreshPeriod => TimeSpan.FromMilliseconds(300);
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protected override void StartExpirationTask()
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{
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if (Enabled)
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{
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base.StartExpirationTask();
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CacheCleared.Set();
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}
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}
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}
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private class DefaultDataProviderTest : DefaultDataProvider
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{
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public int FetchCount { get; set; }
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public override Stream Fetch(string key)
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{
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FetchCount++;
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return base.Fetch(key);
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}
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}
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}
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}
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