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2026-07-13 13:02:50 +08:00

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1.6 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using NUnit.Framework;
using QuantConnect.Lean.Engine.DataFeeds;
namespace QuantConnect.Tests.Engine.DataProviders
{
[TestFixture]
public class DefaultDataProviderTests
{
private DefaultDataProvider _defaultDataProvider;
[OneTimeSetUp]
public void Setup()
{
_defaultDataProvider = new DefaultDataProvider();
}
[Test]
public void DefaultDataProvider_CanReadDataThatExists()
{
var stream = _defaultDataProvider.Fetch("../../../Data/equity/usa/minute/aapl/20140606_trade.zip");
Assert.IsNotNull(stream);
}
[Test]
public void DefaultDataProvider_CannotReadDataThatDoesNotExist()
{
var stream = _defaultDataProvider.Fetch("../../../Data/equity/usa/minute/aapl/19980606_trade.zip");
Assert.IsNull(stream);
}
}
}