71 lines
2.4 KiB
C#
71 lines
2.4 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;
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using NUnit.Framework;
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using QuantConnect.Util;
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using System.Diagnostics;
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namespace QuantConnect.Tests.Common.Util
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{
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[TestFixture, Parallelizable(ParallelScope.Fixtures)]
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public class RateGateTests
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{
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[TestCase(5)]
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[TestCase(10)]
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public void RateGateWithTimeout(int count)
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{
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var rate = TimeSpan.FromMilliseconds(500);
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using var gate = new RateGate(1, rate);
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var timer = Stopwatch.StartNew();
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for (var i = 0; i <= count; i++)
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{
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Assert.IsTrue(gate.WaitToProceed(TimeSpan.FromSeconds(5)));
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}
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timer.Stop();
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var elapsed = timer.Elapsed;
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var expectedDelay = rate * count;
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var lowerBound = expectedDelay - expectedDelay * 0.30;
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var upperBound = expectedDelay + expectedDelay * 0.30;
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Assert.GreaterOrEqual(elapsed, lowerBound, $"RateGate was early: {lowerBound - elapsed}");
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Assert.LessOrEqual(elapsed, upperBound, $"RateGate was late: {elapsed - upperBound}");
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}
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[Test]
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public void RateGate_ShouldSkipBecauseOfTimeout()
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{
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using var gate = new RateGate(1, TimeSpan.FromSeconds(5));
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var timer = Stopwatch.StartNew();
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Assert.IsTrue(gate.WaitToProceed(-1));
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Assert.IsFalse(gate.WaitToProceed(0));
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Assert.IsTrue(gate.IsRateLimited);
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timer.Stop();
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Assert.LessOrEqual(timer.Elapsed, TimeSpan.FromSeconds(5));
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timer.Restart();
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Assert.IsTrue(gate.WaitToProceed(-1));
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timer.Stop();
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Assert.LessOrEqual(timer.Elapsed, TimeSpan.FromSeconds(10));
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}
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}
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}
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