wehub-resource-sync
82 lines
2.8 KiB
C#
82 lines
2.8 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.Globalization;
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using System.IO;
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using NUnit.Framework;
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using QuantConnect.Data.Auxiliary;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Tests.Common.Data.Auxiliary
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{
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[TestFixture]
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public class LocalDiskFactorFileProviderTests
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{
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internal IFactorFileProvider FactorFileProvider;
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[OneTimeSetUp]
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public virtual void Setup()
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{
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FactorFileProvider = TestGlobals.FactorFileProvider;
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}
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[Test]
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public void RetrievesFromDisk()
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{
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var factorFile = FactorFileProvider.Get(Symbols.SPY);
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Assert.IsNotNull(factorFile);
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}
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[Test]
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public void CachesValueAndReturnsSameReference()
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{
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var factorFile1 = FactorFileProvider.Get(Symbols.SPY);
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var factorFile2 = FactorFileProvider.Get(Symbols.SPY);
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Assert.IsTrue(ReferenceEquals(factorFile1, factorFile2));
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}
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[Test]
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public void ReturnsNullForNotFound()
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{
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var factorFile = FactorFileProvider.Get(Symbol.Create("not-a-ticker", SecurityType.Equity, QuantConnect.Market.USA)) as CorporateFactorProvider;
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Assert.IsNotNull(factorFile);
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Assert.IsEmpty(factorFile);
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}
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[Test, Ignore("This test is meant to be run manually")]
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public void FindsFactorFilesWithErrors()
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{
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var factorFileFolder = Path.Combine(Globals.DataFolder, "equity", QuantConnect.Market.USA, "factor_files");
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foreach (var fileName in Directory.EnumerateFiles(factorFileFolder))
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{
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var ticker = Path.GetFileNameWithoutExtension(fileName).ToUpper(CultureInfo.InvariantCulture);
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var symbol = Symbol.Create(ticker, SecurityType.Equity, QuantConnect.Market.USA);
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try
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{
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FactorFileProvider.Get(symbol);
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}
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catch (Exception exception)
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{
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Console.WriteLine(ticker + ": " + exception.Message);
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}
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}
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}
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}
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}
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