wehub-resource-sync
81 lines
3.3 KiB
C#
81 lines
3.3 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 System.Linq;
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using NodaTime;
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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.Lean.Engine.DataFeeds.Enumerators;
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using QuantConnect.Logging;
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namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators
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{
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[TestFixture, Parallelizable(ParallelScope.All)]
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public class LiveEquityDataSynchronizingEnumeratorTests
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{
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// this test case generates data points in the past, will complete very quickly
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[TestCase(-15, 1)]
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// this test case generates data points in the future, will require at least 10 seconds to complete
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[TestCase(0, 11)]
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public void SynchronizesData(int timeOffsetSeconds, int testTimeSeconds)
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{
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var start = DateTime.UtcNow;
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var end = start.AddSeconds(testTimeSeconds);
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var time = start;
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var tickList1 = Enumerable.Range(0, 10).Select(x => new Tick { Time = time.AddSeconds(x * 1 + timeOffsetSeconds), Value = x }).ToList();
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var tickList2 = Enumerable.Range(0, 5).Select(x => new Tick { Time = time.AddSeconds(x * 2 + timeOffsetSeconds), Value = x + 100 }).ToList();
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var stream1 = tickList1.GetEnumerator();
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var stream2 = tickList2.GetEnumerator();
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var count1 = 0;
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var count2 = 0;
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var previous = DateTime.MinValue;
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var synchronizer = new LiveAuxiliaryDataSynchronizingEnumerator(new RealTimeProvider(), DateTimeZone.Utc, stream1, new List<IEnumerator<BaseData>> { stream2 });
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while (synchronizer.MoveNext() && DateTime.UtcNow < end)
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{
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if (synchronizer.Current != null)
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{
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if (synchronizer.Current.Value < 100)
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{
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Assert.AreEqual(count1, synchronizer.Current.Value);
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count1++;
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}
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else
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{
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Assert.AreEqual(count2 + 100, synchronizer.Current.Value);
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count2++;
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}
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Assert.That(synchronizer.Current.EndTime, Is.GreaterThanOrEqualTo(previous));
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previous = synchronizer.Current.EndTime;
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Log.Trace($"Data point emitted: {synchronizer.Current.EndTime:O} - {synchronizer.Current}");
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}
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}
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Log.Trace($"Total point count: {count1 + count2}");
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Assert.AreEqual(tickList1.Count, count1);
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Assert.AreEqual(tickList2.Count, count2);
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synchronizer.Dispose();
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}
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}
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}
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