/* * 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 System.Collections.Generic; using NUnit.Framework; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Data.UniverseSelection; using QuantConnect.Securities; namespace QuantConnect.Tests.Common.Data.UniverseSelection { [TestFixture] public class UniverseTests { private SubscriptionDataConfig _config; private Security _security; [SetUp] public void SetUp() { _config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.AAPL, Resolution.Second, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false); _security = new Security( SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), _config, new Cash(Currencies.USD, 0, 1m), SymbolProperties.GetDefault(Currencies.USD), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache()); _security.SetMarketPrice(new TradeBar(new DateTime(2022, 10, 10), _security.Symbol, 1, 1, 1, 1, 1)); } [Test] public void RoundsTimeWhenCheckingMinimumTimeInUniverse_Seconds() { using var universe = new TestUniverse(_config, new UniverseSettings(Resolution.Daily, 1, false, false, TimeSpan.FromSeconds(30))); var addedTime = new DateTime(2018, 1, 1); universe.AddMember(addedTime, _security, false); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddSeconds(29), _security)); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddSeconds(29.4), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddSeconds(29.5), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddSeconds(31), _security)); } [Test] public void RoundsTimeWhenCheckingMinimumTimeInUniverse_Minutes() { using var universe = new TestUniverse(_config, new UniverseSettings(Resolution.Daily, 1, false, false, TimeSpan.FromMinutes(30))); var addedTime = new DateTime(2018, 1, 1); universe.AddMember(addedTime, _security, false); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddMinutes(29), _security)); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddMinutes(29.4), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddMinutes(29.5), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddMinutes(31), _security)); } [Test] public void RoundsTimeWhenCheckingMinimumTimeInUniverse_Hour() { using var universe = new TestUniverse(_config, new UniverseSettings(Resolution.Daily, 1, false, false, TimeSpan.FromHours(6))); var addedTime = new DateTime(2018, 1, 1); universe.AddMember(addedTime, _security, false); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(5), _security)); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(5.1), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(5.5), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(6), _security)); } [Test] public void RoundsTimeWhenCheckingMinimumTimeInUniverse_Daily() { using var universe = new TestUniverse(_config, new UniverseSettings(Resolution.Daily, 1, false, false, TimeSpan.FromDays(1))); var addedTime = new DateTime(2018, 1, 1); universe.AddMember(addedTime, _security, false); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(5), _security)); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(12), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(12.1), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(28), _security)); } [Test] public void RoundsTimeWhenCheckingMinimumTimeInUniverse_SevenDays() { using var universe = new TestUniverse(_config, new UniverseSettings(Resolution.Daily, 1, false, false, TimeSpan.FromDays(7))); var addedTime = new DateTime(2018, 1, 1); universe.AddMember(addedTime, _security, false); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddDays(4), _security)); Assert.IsFalse(universe.CanRemoveMember(addedTime.AddDays(6.5), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddDays(6.51), _security)); Assert.IsTrue(universe.CanRemoveMember(addedTime.AddDays(8), _security)); } private class TestUniverse : Universe { public TestUniverse(SubscriptionDataConfig config, UniverseSettings universeSettings) : base(config) { UniverseSettings = universeSettings; } public override IEnumerable SelectSymbols(DateTime utcTime, BaseDataCollection data) { throw new NotImplementedException(); } } } }