wehub-resource-sync
92 lines
4.0 KiB
C#
92 lines
4.0 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.Collections.Generic;
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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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namespace QuantConnect.Tests.Common.Securities
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{
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[TestFixture]
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public class SubscriptionDataConfigTests
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{
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[Test]
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public void UsesValueEqualsSemantics()
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{
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var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
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var config2 = new SubscriptionDataConfig(config1);
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Assert.AreEqual(config1, config2);
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}
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[Test]
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public void UsedAsDictionaryKey()
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{
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var set = new HashSet<SubscriptionDataConfig>();
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var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
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Assert.IsTrue(set.Add(config1));
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var config2 = new SubscriptionDataConfig(config1);
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Assert.IsFalse(set.Add(config2));
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}
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[Test]
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public void CanRemoveConsolidatorWhileEnumeratingList()
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{
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var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
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var consolidator1 = new TradeBarConsolidator(1);
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var consolidator2 = new TradeBarConsolidator(2);
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config.Consolidators.Add(consolidator1);
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config.Consolidators.Add(consolidator2);
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foreach (var consolidator in config.Consolidators)
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{
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Assert.DoesNotThrow(() => config.Consolidators.Remove(consolidator));
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}
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}
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[TestCase(1, 0, DataMappingMode.OpenInterest, DataMappingMode.OpenInterest)]
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[TestCase(0, 0, DataMappingMode.OpenInterest, DataMappingMode.FirstDayMonth)]
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public void NotEqualsMappingAndOffset(int offsetA, int offsetB, DataMappingMode mappingModeA, DataMappingMode mappingModeB)
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{
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var configA = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork,
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TimeZones.NewYork, false, false, false, dataMappingMode: mappingModeA, contractDepthOffset: (uint)offsetA);
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var configB = new SubscriptionDataConfig(configA, dataMappingMode: mappingModeB, contractDepthOffset: (uint)offsetB);
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Assert.AreNotEqual(configA, configB);
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Assert.AreNotEqual(configA.GetHashCode(), configB.GetHashCode());
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}
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[TestCase(false)]
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[TestCase(true)]
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public void EqualityMapped(bool mapped)
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{
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var configA = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork,
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TimeZones.NewYork, false, false, false);
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var configB = new SubscriptionDataConfig(configA, mappedConfig: mapped);
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if (mapped)
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{
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Assert.AreNotEqual(configA, configB);
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Assert.AreNotEqual(configA.GetHashCode(), configB.GetHashCode());
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}
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else
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{
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Assert.AreEqual(configA, configB);
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Assert.AreEqual(configA.GetHashCode(), configB.GetHashCode());
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}
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}
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}
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}
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