wehub-resource-sync
137 lines
4.4 KiB
C#
137 lines
4.4 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.Threading;
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using System.Threading.Tasks;
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using NUnit.Framework;
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using QuantConnect.Data.Market;
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using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
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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 EnqueableEnumeratorTests
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{
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[Test]
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public void PassesTicksStraightThrough()
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{
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var enumerator = new EnqueueableEnumerator<Tick>();
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// add some ticks
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var currentTime = new DateTime(2015, 10, 08);
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// returns true even if no data present until stop is called
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Assert.IsTrue(enumerator.MoveNext());
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Assert.IsNull(enumerator.Current);
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var tick1 = new Tick(currentTime, Symbols.SPY, 199.55m, 199, 200) {Quantity = 10};
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enumerator.Enqueue(tick1);
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Assert.IsTrue(enumerator.MoveNext());
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Assert.AreEqual(tick1, enumerator.Current);
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Assert.IsTrue(enumerator.MoveNext());
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Assert.IsNull(enumerator.Current);
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var tick2 = new Tick(currentTime, Symbols.SPY, 199.56m, 199.21m, 200.02m) {Quantity = 5};
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enumerator.Enqueue(tick2);
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Assert.IsTrue(enumerator.MoveNext());
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Assert.AreEqual(tick2, enumerator.Current);
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enumerator.Stop();
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Assert.IsFalse(enumerator.MoveNext());
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Assert.IsNull(enumerator.Current);
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enumerator.Dispose();
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}
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[Test]
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public void RecordsInternalQueueCount()
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{
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var enumerator = new EnqueueableEnumerator<Tick>();
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var currentTime = new DateTime(2015, 12, 01);
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var tick = new Tick(currentTime, Symbols.SPY, 100, 101);
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enumerator.Enqueue(tick);
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Assert.AreEqual(1, enumerator.Count);
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tick = new Tick(currentTime, Symbols.SPY, 100, 101);
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enumerator.Enqueue(tick);
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Assert.AreEqual(2, enumerator.Count);
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enumerator.MoveNext();
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Assert.AreEqual(1, enumerator.Count);
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enumerator.MoveNext();
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Assert.AreEqual(0, enumerator.Count);
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enumerator.Dispose();
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}
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[Test, Category("TravisExclude")]
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public void MoveNextBlocks()
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{
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using var finished = new ManualResetEvent(false);
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var enumerator = new EnqueueableEnumerator<Tick>(true);
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// producer
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int count = 0;
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Task.Run(() =>
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{
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while (!finished.WaitOne(TimeSpan.FromMilliseconds(50)))
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{
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enumerator.Enqueue(new Tick(DateTime.Now, Symbols.SPY, 100, 101));
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count++;
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// 5 data points is plenty
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if (count > 5)
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{
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finished.Set();
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enumerator.Stop();
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}
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}
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});
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// consumer
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int dequeuedCount = 0;
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bool encounteredError = false;
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using var consumerTaskFinished = new ManualResetEvent(false);
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Task.Run(() =>
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{
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while (enumerator.MoveNext())
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{
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dequeuedCount++;
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if (enumerator.Current == null)
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{
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encounteredError = true;
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}
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}
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consumerTaskFinished.Set();
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});
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finished.WaitOne(Timeout.Infinite);
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consumerTaskFinished.WaitOne(Timeout.Infinite);
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Assert.IsFalse(enumerator.MoveNext());
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Assert.IsFalse(encounteredError);
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Assert.AreEqual(count, dequeuedCount);
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enumerator.Dispose();
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}
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}
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}
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