wehub-resource-sync
63 lines
2.2 KiB
C#
63 lines
2.2 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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*/
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using System;
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using System.Globalization;
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using System.Linq;
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using NUnit.Framework;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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using QuantConnect.Lean.Engine.DataFeeds;
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using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
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namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators
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{
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[TestFixture]
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public class RateLimitEnumeratorTests
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{
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[Test]
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public void LimitsBasedOnTimeBetweenCalls()
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{
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var currentTime = new DateTime(2015, 10, 10, 13, 6, 0);
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var timeProvider = new ManualTimeProvider(currentTime, TimeZones.Utc);
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var data = Enumerable.Range(0, 100).Select(x => new Tick {Symbol = CreateSymbol(x)}).GetEnumerator();
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var rateLimit = new RateLimitEnumerator<BaseData>(data, timeProvider, Time.OneSecond);
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Assert.IsTrue(rateLimit.MoveNext());
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while (rateLimit.MoveNext() && rateLimit.Current == null)
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{
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timeProvider.AdvanceSeconds(0.1);
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}
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var delta = (timeProvider.GetUtcNow() - currentTime).TotalSeconds;
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Assert.AreEqual(1, delta);
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Assert.AreEqual("1", data.Current.Symbol.Value);
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rateLimit.Dispose();
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}
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private static Symbol CreateSymbol(int x)
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{
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return new Symbol(
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SecurityIdentifier.GenerateBase(null, x.ToString(CultureInfo.InvariantCulture), Market.USA),
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x.ToString(CultureInfo.InvariantCulture));
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}
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}
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}
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