wehub-resource-sync
112 lines
4.4 KiB
C#
112 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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using System.IO;
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using System.Linq;
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using Newtonsoft.Json;
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using NUnit.Framework;
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using QuantConnect.Commands;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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using System.Globalization;
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namespace QuantConnect.Tests.Common.Commands
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{
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[TestFixture]
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public class FileCommandHandlerTests
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{
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// NOTE: command file name should follow the file pattern "command*.json"
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private const string SingleCommandFilePath = "command.json";
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private const string MultiCommandFilePath = "commands.json";
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[Test]
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public void ReadsSingleCommandFromFile()
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{
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if (File.Exists(SingleCommandFilePath)) File.Delete(SingleCommandFilePath);
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using var queue = new TestFileCommandHandler();
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Assert.IsEmpty(queue.GetCommandsPublic());
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File.WriteAllText(SingleCommandFilePath, JsonConvert.SerializeObject(new LiquidateCommand
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{
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Ticker = "aapl",
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SecurityType = SecurityType.Equity,
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Market = Market.USA
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}, new JsonSerializerSettings { TypeNameHandling = TypeNameHandling.All }));
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Assert.IsInstanceOf(typeof(LiquidateCommand), queue.GetCommandsPublic().Single());
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}
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[Test]
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public void ReadsMultipleCommandsFromFile()
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{
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if (File.Exists(MultiCommandFilePath)) File.Delete(MultiCommandFilePath);
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using var queue = new TestFileCommandHandler();
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Assert.IsEmpty(queue.GetCommandsPublic());
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File.WriteAllText(MultiCommandFilePath, JsonConvert.SerializeObject(new List<ICommand>
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{
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new CancelOrderCommand
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{
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OrderId = 2342
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},
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new SpecialCommand()
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}, new JsonSerializerSettings { TypeNameHandling = TypeNameHandling.All }));
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var list = queue.GetCommandsPublic().ToList();
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Assert.IsInstanceOf(typeof(CancelOrderCommand), list[0]);
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Assert.IsInstanceOf(typeof(SpecialCommand), list[1]);
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Assert.IsEmpty(queue.GetCommandsPublic());
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}
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[Test]
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public void ReadsFilesInOrder()
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{
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foreach (var file in FileCommandHandler.GetCommandFiles())
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{
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File.Delete(file.FullName);
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}
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using var queue = new TestFileCommandHandler();
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Assert.IsEmpty(queue.GetCommandsPublic());
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var baseName = SingleCommandFilePath.Split(".")[0];
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var commands = new List<BaseCommand>()
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{
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new LiquidateCommand(), new SpecialCommand(), new AlgorithmStatusCommand()
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};
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var fileSerialNumber = 0;
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foreach (var command in commands)
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{
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var fileName = $"{baseName}-{++fileSerialNumber}.json";
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File.WriteAllText(fileName, JsonConvert.SerializeObject(command, new JsonSerializerSettings { TypeNameHandling = TypeNameHandling.All }));
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}
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var list = queue.GetCommandsPublic().ToList();
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Assert.AreEqual(commands.Count, list.Count);
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for (int i = 0; i < commands.Count; i++)
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{
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Assert.AreEqual(commands[i].GetType().FullName, list[i].GetType().FullName);
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}
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Assert.IsEmpty(queue.GetCommandsPublic());
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}
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private sealed class SpecialCommand : BaseCommand
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{
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public override CommandResultPacket Run(IAlgorithm algorithm)
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{
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return new CommandResultPacket(this, true);
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}
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}
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private class TestFileCommandHandler : FileCommandHandler
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{
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public IEnumerable<ICommand> GetCommandsPublic() => base.GetCommands();
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}
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}
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}
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