wehub-resource-sync
59 lines
2.2 KiB
C#
59 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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using System;
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using System.Linq;
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using NUnit.Framework;
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using QuantConnect.Data.Market;
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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 BaseDataCollectionAggregatorEnumeratorTests
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{
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[Test]
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public void AggregatesUntilNull()
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{
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var time = new DateTime(2015, 10, 20);
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var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList();
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underlying.AddRange(new Tick[] { null, null, null });
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var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY);
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Assert.IsTrue(aggregator.MoveNext());
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Assert.IsNotNull(aggregator.Current);
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Assert.AreEqual(5, aggregator.Current.Data.Count);
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aggregator.Dispose();
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}
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[Test]
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public void AggregatesUntilTimeChange()
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{
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var time = new DateTime(2015, 10, 20);
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var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList();
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underlying.AddRange(Enumerable.Range(0, 5).Select(x => new Tick {Time = time.AddSeconds(1)}));
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var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY);
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Assert.IsTrue(aggregator.MoveNext());
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Assert.IsNotNull(aggregator.Current);
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Assert.AreEqual(5, aggregator.Current.Data.Count);
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aggregator.Dispose();
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}
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}
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}
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