wehub-resource-sync
110 lines
3.6 KiB
C#
110 lines
3.6 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 NUnit.Framework;
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using QuantConnect.Data;
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using QuantConnect.Data.Consolidators;
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using QuantConnect.Data.Market;
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using QuantConnect.Indicators;
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namespace QuantConnect.Tests.Common.Data
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{
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[TestFixture]
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public class SequentialConsolidatorTests: BaseConsolidatorTests
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{
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[Test]
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public void SequentialConsolidatorsFiresAllEvents()
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{
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using var first = new IdentityDataConsolidator<IBaseData>();
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using var second = new IdentityDataConsolidator<IBaseData>();
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using var sequential = new SequentialConsolidator(first, second);
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bool firstFired = false;
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bool secondFired = false;
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bool sequentialFired = false;
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first.DataConsolidated += (sender, consolidated) =>
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{
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firstFired = true;
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};
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second.DataConsolidated += (sender, consolidated) =>
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{
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secondFired = true;
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};
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sequential.DataConsolidated += (sender, consolidated) =>
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{
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sequentialFired = true;
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};
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sequential.Update(new TradeBar());
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Assert.IsTrue(firstFired);
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Assert.IsTrue(secondFired);
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Assert.IsTrue(sequentialFired);
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}
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[Test]
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public void SequentialConsolidatorAcceptsSubTypesForSecondInputType()
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{
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using var first = new IdentityDataConsolidator<TradeBar>();
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using var second = new IdentityDataConsolidator<IBaseData>();
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using var sequential = new SequentialConsolidator(first, second);
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bool firstFired = false;
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bool secondFired = false;
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bool sequentialFired = false;
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first.DataConsolidated += (sender, consolidated) =>
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{
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firstFired = true;
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};
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second.DataConsolidated += (sender, consolidated) =>
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{
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secondFired = true;
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};
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sequential.DataConsolidated += (sender, consolidated) =>
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{
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sequentialFired = true;
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};
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sequential.Update(new TradeBar());
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Assert.IsTrue(firstFired);
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Assert.IsTrue(secondFired);
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Assert.IsTrue(sequentialFired);
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}
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protected override IDataConsolidator CreateConsolidator()
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{
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var first = new IdentityDataConsolidator<IndicatorDataPoint>();
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var second = new IdentityDataConsolidator<IndicatorDataPoint>();
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return new SequentialConsolidator(first, second);
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}
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protected override void AssertConsolidator(IDataConsolidator consolidator)
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{
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base.AssertConsolidator(consolidator);
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var sequentialConsolidator = consolidator as SequentialConsolidator;
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Assert.IsNull(sequentialConsolidator.First.Consolidated);
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Assert.IsNull(sequentialConsolidator.Second.Consolidated);
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}
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}
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}
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