wehub-resource-sync
305 lines
15 KiB
C#
305 lines
15 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.Drawing;
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using System.Linq;
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using Newtonsoft.Json;
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using NUnit.Framework;
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using QuantConnect.Util;
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using System.Collections.Generic;
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using Newtonsoft.Json.Serialization;
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namespace QuantConnect.Tests.Common.Util
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{
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[TestFixture]
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public class SeriesJsonConverterTests
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{
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[TestCase(null, null, "Tooltip template")]
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[TestCase(87, null, "Tooltip template")]
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[TestCase(null, "Index Name", "Tooltip template")]
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[TestCase(87, "Index Name", "Tooltip template")]
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[TestCase(null,null, null)]
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[TestCase(87, null, null)]
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[TestCase(null, "Index Name", null)]
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[TestCase(87, "Index Name", null)]
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public void SerializeDeserializeReturnsSameSeriesValue(int? zIndex, string indexName, string toolTip)
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var series = new Series("Pepito Grillo", SeriesType.Bar, "%", Color.Blue, ScatterMarkerSymbol.Diamond) { ZIndex = zIndex, Index = 6, IndexName = indexName, Tooltip = toolTip };
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series.AddPoint(date, 1);
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series.AddPoint(date.AddSeconds(1), 2);
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var serializedSeries = JsonConvert.SerializeObject(series);
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var result = (Series) JsonConvert.DeserializeObject(serializedSeries, typeof(Series));
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Assert.AreEqual(series.Values.Count, result.Values.Count);
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var values = series.GetValues<ChartPoint>().ToList();
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var resultValues = result.GetValues<ChartPoint>().ToList();
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for (var i = 0; i < values.Count; i++)
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{
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Assert.AreEqual(values[i].x, resultValues[i].x);
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Assert.AreEqual(values[i].y, resultValues[i].y);
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}
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Assert.AreEqual(series.Tooltip, result.Tooltip);
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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Assert.AreEqual(series.Color.ToArgb(), result.Color.ToArgb());
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Assert.AreEqual(series.ScatterMarkerSymbol, result.ScatterMarkerSymbol);
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Assert.AreEqual(series.ZIndex, result.ZIndex);
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Assert.AreEqual(series.Index, result.Index);
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Assert.AreEqual(series.IndexName, result.IndexName);
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}
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[Test]
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public void SerializedPieSeriesWillOnlyHaveOneValue()
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var date2 = date.AddSeconds(1);
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var series = new Series("Pepito Grillo", SeriesType.Pie, "$", Color.Empty, ScatterMarkerSymbol.Diamond);
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series.AddPoint(date, 1);
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series.AddPoint(date2, 2);
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var serializedSeries = JsonConvert.SerializeObject(series);
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var result = (Series)JsonConvert.DeserializeObject(serializedSeries, typeof(Series));
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var expectedX = Convert.ToInt64(Time.DateTimeToUnixTimeStamp(date2)); // expect last dateTime (date2)
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Assert.AreEqual(1, result.Values.Count); // expect only one value
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Assert.AreEqual(expectedX, ((ChartPoint)result.Values[0]).x);
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Assert.AreEqual(3, ((ChartPoint)result.Values[0]).y); // expect sum of values (1 + 2)
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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Assert.AreEqual(series.Color.ToArgb(), result.Color.ToArgb());
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Assert.AreEqual(series.ScatterMarkerSymbol, result.ScatterMarkerSymbol);
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}
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[TestCase(null, null, "Tooltip template")]
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[TestCase(87, null, "Tooltip template")]
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[TestCase(null, "Index Name", "Tooltip template")]
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[TestCase(87, "Index Name", "Tooltip template")]
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[TestCase(null, null, null)]
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[TestCase(87, null, null)]
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[TestCase(null, "Index Name", null)]
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[TestCase(87, "Index Name", null)]
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public void SerializeDeserializeReturnsSameCandlestickSeriesValue(int? zIndex, string indexName, string toolTip)
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var series = new CandlestickSeries("Pepito Grillo") { ZIndex = zIndex, IndexName = indexName, Index = 7, Tooltip = toolTip };
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series.AddPoint(date, 100, 110, 80, 90);
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series.AddPoint(date.AddSeconds(1), 105, 115, 85, 95);
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var serializedSeries = JsonConvert.SerializeObject(series);
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var result = (CandlestickSeries)JsonConvert.DeserializeObject(serializedSeries, typeof(CandlestickSeries));
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Assert.AreEqual(series.Values.Count, result.Values.Count);
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var values = series.GetValues<Candlestick>().ToList();
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var resultValues = result.GetValues<Candlestick>().ToList();
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for (var i = 0; i < values.Count; i++)
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{
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Assert.AreEqual(values[i].Time, resultValues[i].Time);
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Assert.AreEqual(values[i].Open, resultValues[i].Open);
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Assert.AreEqual(values[i].High, resultValues[i].High);
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Assert.AreEqual(values[i].Low, resultValues[i].Low);
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Assert.AreEqual(values[i].Close, resultValues[i].Close);
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}
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Assert.AreEqual(series.Tooltip, result.Tooltip);
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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Assert.AreEqual(series.ZIndex, result.ZIndex);
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Assert.AreEqual(series.Index, result.Index);
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Assert.AreEqual(series.IndexName, result.IndexName);
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}
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[Test]
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public void DeserializeChartPointObject()
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var date2 = date.AddSeconds(1);
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var series = new Series("Pepito Grillo", SeriesType.Bar, "$", Color.Empty, ScatterMarkerSymbol.Diamond);
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series.AddPoint(date, 1);
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series.AddPoint(new ChartPoint(date2, null));
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var result = (Series)JsonConvert.DeserializeObject("{\"Name\":\"Pepito Grillo\",\"Unit\":\"$\",\"Index\":0,\"SeriesType\":3," +
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"\"Values\":[ {\"x\":2524611661,\"y\":1.0},{\"x\":2524611662,\"y\":null}],\"Color\":\"\",\"ScatterMarkerSymbol\":\"diamond\"}", typeof(Series));
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Assert.AreEqual(2, result.Values.Count);
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Assert.AreEqual(date, ((ChartPoint)result.Values[0]).Time);
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Assert.AreEqual(1, ((ChartPoint)result.Values[0]).y);
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Assert.AreEqual(date2, ((ChartPoint)result.Values[1]).Time);
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Assert.AreEqual(null, ((ChartPoint)result.Values[1]).y);
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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Assert.AreEqual(series.Color.ToArgb(), result.Color.ToArgb());
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Assert.AreEqual(series.ScatterMarkerSymbol, result.ScatterMarkerSymbol);
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}
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[Test]
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public void DeserializeUpperCaseChartPoint()
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var date2 = date.AddSeconds(1);
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var series = new Series("Pepito Grillo", SeriesType.Bar, "$", Color.Empty, ScatterMarkerSymbol.Diamond);
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series.AddPoint(date, 1);
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series.AddPoint(new ChartPoint(date2, null));
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var result = (Series)JsonConvert.DeserializeObject("{\"Name\":\"Pepito Grillo\",\"Unit\":\"$\",\"Index\":0,\"SeriesType\":3," +
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"\"Values\":[[2524611661,1.0],[2524611662,null]],\"Color\":\"\",\"ScatterMarkerSymbol\":\"diamond\"}", typeof(Series));
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Assert.AreEqual(2, result.Values.Count);
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Assert.AreEqual(date, ((ChartPoint)result.Values[0]).Time);
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Assert.AreEqual(1, ((ChartPoint)result.Values[0]).y);
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Assert.AreEqual(date2, ((ChartPoint)result.Values[1]).Time);
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Assert.AreEqual(null, ((ChartPoint)result.Values[1]).y);
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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Assert.AreEqual(series.Color.ToArgb(), result.Color.ToArgb());
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Assert.AreEqual(series.ScatterMarkerSymbol, result.ScatterMarkerSymbol);
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}
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[Test]
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public void NullChartPointValue()
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var date2 = date.AddSeconds(1);
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var series = new Series("Pepito Grillo", SeriesType.Bar, "$", Color.Empty, ScatterMarkerSymbol.Diamond);
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series.AddPoint(date, 1);
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series.AddPoint(new ChartPoint(date2, null));
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var serializedSeries = JsonConvert.SerializeObject(series);
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var result = (Series)JsonConvert.DeserializeObject(serializedSeries, typeof(Series));
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Assert.AreEqual("{\"name\":\"Pepito Grillo\",\"unit\":\"$\",\"index\":0,\"seriesType\":3," +
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"\"values\":[[2524611661,1.0],[2524611662,null]],\"color\":\"\",\"scatterMarkerSymbol\":\"diamond\"}", serializedSeries);
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Assert.AreEqual(2, result.Values.Count);
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Assert.AreEqual(date, ((ChartPoint)result.Values[0]).Time);
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Assert.AreEqual(1, ((ChartPoint)result.Values[0]).y);
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Assert.AreEqual(date2, ((ChartPoint)result.Values[1]).Time);
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Assert.AreEqual(null, ((ChartPoint)result.Values[1]).y);
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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Assert.AreEqual(series.Color.ToArgb(), result.Color.ToArgb());
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Assert.AreEqual(series.ScatterMarkerSymbol, result.ScatterMarkerSymbol);
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}
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[Test]
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public void DeserializeUpperCaseCandleStick()
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var series = new CandlestickSeries("Pepito Grillo");
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series.AddPoint(date, 100, 110, 80, 90);
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series.AddPoint(new Candlestick(date.AddSeconds(1), null, null, null, null));
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var result = (CandlestickSeries)JsonConvert.DeserializeObject("{\"Name\":\"Pepito Grillo\",\"Unit\":\"$\",\"Index\":0,\"SeriesType\":2," +
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"\"Values\":[[2524611661,100.0,110.0,80.0,90.0],[2524611662,null,null,null,null]]}", typeof(CandlestickSeries));
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Assert.AreEqual(series.Values.Count, result.Values.Count);
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var values = series.GetValues<Candlestick>().ToList();
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var resultValues = result.GetValues<Candlestick>().ToList();
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for (var i = 0; i < values.Count; i++)
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{
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Assert.AreEqual(values[i].Time, resultValues[i].Time);
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Assert.AreEqual(values[i].Open, resultValues[i].Open);
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Assert.AreEqual(values[i].High, resultValues[i].High);
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Assert.AreEqual(values[i].Low, resultValues[i].Low);
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Assert.AreEqual(values[i].Close, resultValues[i].Close);
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}
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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}
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[Test]
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public void NullCandleStickValue()
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var series = new CandlestickSeries("Pepito Grillo");
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series.AddPoint(date, 100, 110, 80, 90);
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series.AddPoint(new Candlestick(date.AddSeconds(1), null, null, null, null));
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var serializedSeries = JsonConvert.SerializeObject(series);
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var result = (CandlestickSeries)JsonConvert.DeserializeObject(serializedSeries, typeof(CandlestickSeries));
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Assert.AreEqual("{\"name\":\"Pepito Grillo\",\"unit\":\"$\",\"index\":0,\"seriesType\":2,\"values\":[[2524611661,100.0,110.0,80.0,90.0],[2524611662,null,null,null,null]]}", serializedSeries);
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Assert.AreEqual(series.Values.Count, result.Values.Count);
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var values = series.GetValues<Candlestick>().ToList();
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var resultValues = result.GetValues<Candlestick>().ToList();
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for (var i = 0; i < values.Count; i++)
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{
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Assert.AreEqual(values[i].Time, resultValues[i].Time);
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Assert.AreEqual(values[i].Open, resultValues[i].Open);
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Assert.AreEqual(values[i].High, resultValues[i].High);
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Assert.AreEqual(values[i].Low, resultValues[i].Low);
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Assert.AreEqual(values[i].Close, resultValues[i].Close);
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}
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Assert.AreEqual(series.Name, result.Name);
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Assert.AreEqual(series.Unit, result.Unit);
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Assert.AreEqual(series.SeriesType, result.SeriesType);
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}
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[Test]
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public void HandlesAnyBaseSeries()
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{
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var date = new DateTime(2050, 1, 1, 1, 1, 1);
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var testSeries = new TestSeries();
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testSeries.AddPoint(new TestPoint { Time = date, Property = "Pepe" });
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var serializedSeries = JsonConvert.SerializeObject(testSeries);
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Assert.AreEqual("{\"name\":null,\"unit\":\"$\",\"index\":0,\"seriesType\":0,\"values\":[{\"time\":\"2050-01-01T01:01:01\",\"property\":\"Pepe\"}]}", serializedSeries);
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}
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private class TestSeries : BaseSeries
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{
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public override BaseSeries Clone(bool empty = false)
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{
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var series = new TestSeries();
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if (!empty)
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{
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series.Values = CloneValues();
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}
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return series;
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}
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public override ISeriesPoint ConsolidateChartPoints()
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{
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throw new NotImplementedException();
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}
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public override void AddPoint(DateTime time, List<decimal> values)
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{
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throw new NotImplementedException();
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}
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}
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private class TestPoint : ISeriesPoint
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{
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[JsonProperty("time")]
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public DateTime Time { get; set; }
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[JsonProperty("property")]
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public string Property { get; set;}
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public ISeriesPoint Clone()
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{
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return new TestPoint { Property = Property, Time = Time };
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}
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}
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}
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}
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