/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using NUnit.Framework; using QuantConnect.Data.Consolidators; using QuantConnect.Data.Market; using QuantConnect.Indicators; namespace QuantConnect.Tests.Common.Data { [TestFixture] public class IdentityDataConsolidatorTests: BaseConsolidatorTests { [Test] public void ThrowsOnDataOfWrongType() { Assert.Throws(() => { var identity = new IdentityDataConsolidator(); identity.Update(new TradeBar()); }); } [Test] public void ReturnsTheSameObjectReference() { using var identity = new IdentityDataConsolidator(); var tick = new Tick(); int count = 0; identity.DataConsolidated += (sender, data) => { Assert.IsTrue(ReferenceEquals(tick, data)); count++; }; identity.Update(tick); Assert.AreEqual(1, count); } [Test] public void IgnoresNonTickDataWithSameTimestamps() { var reference = new DateTime(2015, 09, 23); using var identity = new IdentityDataConsolidator(); int count = 0; identity.DataConsolidated += (sender, data) => { count++; }; var tradeBar = new TradeBar{EndTime = reference}; identity.Update(tradeBar); tradeBar = (TradeBar) tradeBar.Clone(); identity.Update(tradeBar); Assert.AreEqual(1, count); } [Test] public void AcceptsTickDataWithSameTimestamps() { var reference = new DateTime(2015, 09, 23); using var identity = new IdentityDataConsolidator(); int count = 0; identity.DataConsolidated += (sender, data) => { count++; }; var tradeBar = new Tick { EndTime = reference }; identity.Update(tradeBar); tradeBar = (Tick)tradeBar.Clone(); identity.Update(tradeBar); Assert.AreEqual(2, count); } protected override IDataConsolidator CreateConsolidator() { return new IdentityDataConsolidator(); } } }