wehub-resource-sync
48 lines
1.8 KiB
C#
48 lines
1.8 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 NUnit.Framework;
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using QuantConnect.Lean.Engine.DataFeeds;
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namespace QuantConnect.Tests.Engine.DataFeeds
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{
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[TestFixture]
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public class PredicateTimeProviderTests
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{
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[Test]
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public void RespectsCustomStepEvaluator()
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{
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var startTime = new DateTime(2018, 1, 1);
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var manualTimeProvider = new ManualTimeProvider(startTime);
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var stepTimeProvider = new PredicateTimeProvider(manualTimeProvider,
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// only step when minute is a pair number
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time => time.Minute % 2 == 0);
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Assert.AreEqual(manualTimeProvider.GetUtcNow(), stepTimeProvider.GetUtcNow());
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manualTimeProvider.AdvanceSeconds(45 * 60); // advance 45 minutes, past the interval
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// still the same because 45 minutes isn't pair
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Assert.AreEqual(startTime, stepTimeProvider.GetUtcNow());
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Assert.AreNotEqual(manualTimeProvider.GetUtcNow(), stepTimeProvider.GetUtcNow());
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manualTimeProvider.AdvanceSeconds(60);
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Assert.AreEqual(manualTimeProvider.GetUtcNow(), stepTimeProvider.GetUtcNow());
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}
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}
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}
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