wehub-resource-sync
92 lines
4.7 KiB
C#
92 lines
4.7 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 NodaTime;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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using HistoryRequest = QuantConnect.Data.HistoryRequest;
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namespace QuantConnect.Tests.Engine.HistoricalData
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{
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/// <summary>
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/// Provides FAKE implementation of <see cref="IHistoryProvider"/>
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/// </summary>
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internal class TestHistoryProvider : HistoryProviderBase
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{
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public override int DataPointCount => 2;
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/// <summary>
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/// Initializes this history provider to work for the specified job
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/// </summary>
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/// <param name="parameters">The initialization parameters</param>
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public override void Initialize(HistoryProviderInitializeParameters parameters)
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{
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}
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/// <summary>
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/// Gets the history for the requested securities
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/// </summary>
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/// <param name="requests">The historical data requests</param>
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/// <param name="sliceTimeZone">The time zone used when time stamping the slice instances</param>
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/// <returns>An enumerable of the slices of data covering the span specified in each request</returns>
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public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> requests, DateTimeZone sliceTimeZone)
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{
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List<Slice> result = new();
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var slice1Date = new DateTime(2008, 01, 03, 5, 0, 0);
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var slice2Date = new DateTime(2013, 06, 28, 13, 32, 0);
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TradeBar tradeBar1 = new TradeBar { Symbol = Symbols.SPY, Time = DateTime.Now };
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TradeBar tradeBar2 = new TradeBar { Symbol = Symbols.AAPL, Time = DateTime.Now };
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var quoteBar1 = new QuoteBar { Symbol = Symbols.SPY, Time = DateTime.Now };
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var tick1 = new Tick(DateTime.Now, Symbols.SPY, 1.1m, 2.1m) { TickType = TickType.Trade };
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var split1 = new Split(Symbols.SPY, DateTime.Now, 1, 1, SplitType.SplitOccurred);
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var dividend1 = new Dividend(Symbols.SPY, DateTime.Now, 1, 1);
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var delisting1 = new Delisting(Symbols.SPY, DateTime.Now, 1, DelistingType.Delisted);
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var symbolChangedEvent1 = new SymbolChangedEvent(Symbols.SPY, DateTime.Now, "SPY", "SP");
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Slice slice1 = new Slice(slice1Date, new BaseData[] { tradeBar1, tradeBar2,
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quoteBar1, tick1, split1, dividend1, delisting1, symbolChangedEvent1
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}, slice1Date);
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TradeBar tradeBar3 = new TradeBar { Symbol = Symbols.MSFT, Time = DateTime.Now };
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TradeBar tradeBar4 = new TradeBar { Symbol = Symbols.SBIN, Time = DateTime.Now };
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var quoteBar2 = new QuoteBar { Symbol = Symbols.SBIN, Time = DateTime.Now };
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var tick2 = new Tick(DateTime.Now, Symbols.SBIN, 1.1m, 2.1m) { TickType = TickType.Trade };
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var split2 = new Split(Symbols.SBIN, DateTime.Now, 1, 1, SplitType.SplitOccurred);
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var dividend2 = new Dividend(Symbols.SBIN, DateTime.Now, 1, 1);
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var delisting2 = new Delisting(Symbols.SBIN, DateTime.Now, 1, DelistingType.Delisted);
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var symbolChangedEvent2 = new SymbolChangedEvent(Symbols.SBIN, DateTime.Now, "SBIN", "BIN");
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Slice slice2 = new Slice(slice2Date, new BaseData[] { tradeBar3, tradeBar4,
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quoteBar2, tick2, split2, dividend2, delisting2, symbolChangedEvent2
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}, slice2Date);
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result.Add(slice1);
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result.Add(slice2);
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return result;
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}
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public void TriggerEvents()
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{
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OnInvalidConfigurationDetected(new InvalidConfigurationDetectedEventArgs(Symbols.SPY, "invalid config"));
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OnNumericalPrecisionLimited(new NumericalPrecisionLimitedEventArgs(Symbols.SPY, "invalid config"));
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OnStartDateLimited(new StartDateLimitedEventArgs(Symbols.SPY, "invalid config"));
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OnDownloadFailed(new DownloadFailedEventArgs(Symbols.SPY, "invalid config"));
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OnReaderErrorDetected(new ReaderErrorDetectedEventArgs(Symbols.SPY, "invalid config"));
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}
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}
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}
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