Files
quantconnect--lean/Tests/Common/Util/RateGateTests.cs
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2026-07-13 13:02:50 +08:00

71 lines
2.4 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using NUnit.Framework;
using QuantConnect.Util;
using System.Diagnostics;
namespace QuantConnect.Tests.Common.Util
{
[TestFixture, Parallelizable(ParallelScope.Fixtures)]
public class RateGateTests
{
[TestCase(5)]
[TestCase(10)]
public void RateGateWithTimeout(int count)
{
var rate = TimeSpan.FromMilliseconds(500);
using var gate = new RateGate(1, rate);
var timer = Stopwatch.StartNew();
for (var i = 0; i <= count; i++)
{
Assert.IsTrue(gate.WaitToProceed(TimeSpan.FromSeconds(5)));
}
timer.Stop();
var elapsed = timer.Elapsed;
var expectedDelay = rate * count;
var lowerBound = expectedDelay - expectedDelay * 0.30;
var upperBound = expectedDelay + expectedDelay * 0.30;
Assert.GreaterOrEqual(elapsed, lowerBound, $"RateGate was early: {lowerBound - elapsed}");
Assert.LessOrEqual(elapsed, upperBound, $"RateGate was late: {elapsed - upperBound}");
}
[Test]
public void RateGate_ShouldSkipBecauseOfTimeout()
{
using var gate = new RateGate(1, TimeSpan.FromSeconds(5));
var timer = Stopwatch.StartNew();
Assert.IsTrue(gate.WaitToProceed(-1));
Assert.IsFalse(gate.WaitToProceed(0));
Assert.IsTrue(gate.IsRateLimited);
timer.Stop();
Assert.LessOrEqual(timer.Elapsed, TimeSpan.FromSeconds(5));
timer.Restart();
Assert.IsTrue(gate.WaitToProceed(-1));
timer.Stop();
Assert.LessOrEqual(timer.Elapsed, TimeSpan.FromSeconds(10));
}
}
}