wehub-resource-sync
104 lines
3.5 KiB
C#
104 lines
3.5 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.Collections.Generic;
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using NUnit.Framework;
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using QuantConnect.Data;
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using QuantConnect.Data.Auxiliary;
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using QuantConnect.Data.Market;
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using QuantConnect.Interfaces;
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using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
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using QuantConnect.Tests.Common.Securities;
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namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators
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{
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[TestFixture]
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public class AuxiliaryDataEnumeratorTests
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{
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private SubscriptionDataConfig _config;
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private TestTradableDayNotifier _tradableDayNotifier;
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private Delisting _delistingEvent;
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[SetUp]
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public void Setup()
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{
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_config = SecurityTests.CreateTradeBarConfig();
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_tradableDayNotifier = new TestTradableDayNotifier();
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_tradableDayNotifier.Symbol = _config.Symbol;
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_delistingEvent = new Delisting(_config.Symbol, new DateTime(2009, 1, 1), 1, DelistingType.Delisted);
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}
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[Test]
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public void IsSetToNullIfNoDataAlwaysReturnsTrue()
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{
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var eventProvider = new TestableEventProvider();
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var enumerator = new AuxiliaryDataEnumerator(
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_config,
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null,
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null,
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new ITradableDateEventProvider[] { eventProvider },
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_tradableDayNotifier,
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DateTime.UtcNow
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);
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eventProvider.Data.Enqueue(_delistingEvent);
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_tradableDayNotifier.TriggerEvent();
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Assert.Null(enumerator.Current);
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Assert.IsTrue(enumerator.MoveNext());
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Assert.NotNull(enumerator.Current);
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Assert.AreEqual(_delistingEvent, enumerator.Current);
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Assert.IsTrue(enumerator.MoveNext());
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Assert.Null(enumerator.Current);
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Assert.IsTrue(enumerator.MoveNext());
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Assert.Null(enumerator.Current);
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enumerator.Dispose();
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}
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}
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class TestableEventProvider : ITradableDateEventProvider
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{
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public readonly Queue<BaseData> Data = new Queue<BaseData>();
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public IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventArgs)
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{
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yield return Data.Dequeue();
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}
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public void Initialize(SubscriptionDataConfig config, IFactorFileProvider factorFileProvider, IMapFileProvider mapFileProvider, DateTime startTime)
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{
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}
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}
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class TestTradableDayNotifier : ITradableDatesNotifier
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{
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public event EventHandler<NewTradableDateEventArgs> NewTradableDate;
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public DateTime TradableDate { get; set; }
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public BaseData LastBaseData { get; set; }
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public Symbol Symbol { get; set; }
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public void TriggerEvent()
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{
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NewTradableDate?.Invoke(this, new NewTradableDateEventArgs(TradableDate, LastBaseData, Symbol, null));
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}
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}
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}
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