wehub-resource-sync
103 lines
3.0 KiB
C#
103 lines
3.0 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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using System;
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using NUnit.Framework;
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using QuantConnect.Data.Consolidators;
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using QuantConnect.Data.Market;
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using QuantConnect.Indicators;
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namespace QuantConnect.Tests.Common.Data
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{
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[TestFixture]
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public class IdentityDataConsolidatorTests: BaseConsolidatorTests
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{
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[Test]
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public void ThrowsOnDataOfWrongType()
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{
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Assert.Throws<ArgumentNullException>(() =>
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{
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var identity = new IdentityDataConsolidator<Tick>();
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identity.Update(new TradeBar());
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});
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}
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[Test]
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public void ReturnsTheSameObjectReference()
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{
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using var identity = new IdentityDataConsolidator<Tick>();
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var tick = new Tick();
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int count = 0;
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identity.DataConsolidated += (sender, data) =>
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{
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Assert.IsTrue(ReferenceEquals(tick, data));
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count++;
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};
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identity.Update(tick);
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Assert.AreEqual(1, count);
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}
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[Test]
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public void IgnoresNonTickDataWithSameTimestamps()
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{
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var reference = new DateTime(2015, 09, 23);
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using var identity = new IdentityDataConsolidator<TradeBar>();
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int count = 0;
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identity.DataConsolidated += (sender, data) =>
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{
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count++;
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};
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var tradeBar = new TradeBar{EndTime = reference};
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identity.Update(tradeBar);
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tradeBar = (TradeBar) tradeBar.Clone();
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identity.Update(tradeBar);
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Assert.AreEqual(1, count);
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}
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[Test]
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public void AcceptsTickDataWithSameTimestamps()
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{
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var reference = new DateTime(2015, 09, 23);
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using var identity = new IdentityDataConsolidator<Tick>();
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int count = 0;
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identity.DataConsolidated += (sender, data) =>
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{
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count++;
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};
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var tradeBar = new Tick { EndTime = reference };
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identity.Update(tradeBar);
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tradeBar = (Tick)tradeBar.Clone();
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identity.Update(tradeBar);
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Assert.AreEqual(2, count);
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}
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protected override IDataConsolidator CreateConsolidator()
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{
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return new IdentityDataConsolidator<IndicatorDataPoint>();
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}
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}
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}
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