wehub-resource-sync
112 lines
3.9 KiB
C#
112 lines
3.9 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 System.Collections.Specialized;
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using System.Linq;
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using NUnit.Framework;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Securities;
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namespace QuantConnect.Tests.Common.Securities
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{
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[TestFixture]
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public class UniverseManagerTests
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{
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[Test]
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public void NotifiesWhenSecurityAdded()
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{
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var manager = new UniverseManager();
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var universe = new FuncUniverse(CreateTradeBarConfig(), new UniverseSettings(Resolution.Minute, 2, true, false, TimeSpan.Zero),
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data => data.Select(x => x.Symbol)
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);
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manager.CollectionChanged += (sender, args) =>
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{
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if (args.Value != universe)
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{
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Assert.Fail("Expected args.NewItems to have exactly one element equal to universe");
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}
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else
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{
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Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Add);
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Assert.Pass();
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}
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};
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manager.Add(universe.Configuration.Symbol, universe);
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}
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[Test]
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public void NotifiesWhenSecurityAddedViaIndexer()
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{
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var manager = new UniverseManager();
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var universe = new FuncUniverse(CreateTradeBarConfig(), new UniverseSettings(Resolution.Minute, 2, true, false, TimeSpan.Zero),
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data => data.Select(x => x.Symbol)
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);
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manager.CollectionChanged += (sender, args) =>
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{
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if (args.Value != universe)
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{
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Assert.Fail("Expected args.NewItems to have exactly one element equal to universe");
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}
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else
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{
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Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Add);
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Assert.Pass();
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}
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};
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manager[universe.Configuration.Symbol] = universe;
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}
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[Test]
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public void NotifiesWhenSecurityRemoved()
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{
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var manager = new UniverseManager();
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var universe = new FuncUniverse(CreateTradeBarConfig(), new UniverseSettings(Resolution.Minute, 2, true, false, TimeSpan.Zero),
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data => data.Select(x => x.Symbol)
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);
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manager.Add(universe.Configuration.Symbol, universe);
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manager.CollectionChanged += (sender, args) =>
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{
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if (args.Value != universe)
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{
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Assert.Fail("Expected args.OldItems to have exactly one element equal to universe");
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}
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else
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{
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Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Remove);
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Assert.Pass();
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}
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};
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manager.Remove(universe.Configuration.Symbol);
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}
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private SubscriptionDataConfig CreateTradeBarConfig()
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{
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return new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, true);
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}
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}
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}
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