wehub-resource-sync
72 lines
2.6 KiB
C#
72 lines
2.6 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 System;
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using NUnit.Framework;
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using QuantConnect.Lean.Engine.DataFeeds;
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using QuantConnect.Util.RateLimit;
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namespace QuantConnect.Tests.Common.Util.RateLimit
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{
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[TestFixture]
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public class FixedIntervalRefillStrategyTests
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{
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[Test]
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public void DoesNotRefillUntilIntervalHasElapsed()
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{
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var time = new DateTime(2000, 01, 01);
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var timeProvider = new ManualTimeProvider(time);
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const int refillAmount = 1;
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var refillInterval = TimeSpan.FromMinutes(1);
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var strategy = new FixedIntervalRefillStrategy(timeProvider, refillAmount, refillInterval);
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var refill = strategy.Refill();
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Assert.AreEqual(0, refill);
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timeProvider.Advance(refillInterval.Subtract(TimeSpan.FromTicks(1)));
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refill = strategy.Refill();
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Assert.AreEqual(0, refill);
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timeProvider.Advance(TimeSpan.FromTicks(1));
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refill = strategy.Refill();
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Assert.AreEqual(refillAmount, refill);
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}
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[Test]
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public void ComputesRefillsBasedOnNumberOfPassedIntervals()
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{
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var time = new DateTime(2000, 01, 01);
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var timeProvider = new ManualTimeProvider(time);
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const int refillAmount = 1;
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var refillInterval = TimeSpan.FromMinutes(1);
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var strategy = new FixedIntervalRefillStrategy(timeProvider, refillAmount, refillInterval);
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var intervals = 3.5;
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var advance = TimeSpan.FromTicks((long) (refillInterval.Ticks * intervals));
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timeProvider.Advance(advance);
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var refill = strategy.Refill();
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var expected = (int) intervals * refillAmount;
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Assert.AreEqual(expected, refill);
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timeProvider.Advance(advance);
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refill = strategy.Refill();
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expected = (int) (intervals * 2) * refillAmount - expected;
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Assert.AreEqual(expected, refill);
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}
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}
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} |