/* * 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.Specialized; using System.Linq; using NUnit.Framework; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Securities; using QuantConnect.Tests.Engine.DataFeeds; namespace QuantConnect.Tests.Common.Securities { [TestFixture] public class SecurityManagerTests { private SubscriptionManager _subscriptionManager; [SetUp] public void Setup() { SymbolCache.Clear(); var timeKeeper = new TimeKeeper(new DateTime(2015, 12, 07)); _subscriptionManager = new SubscriptionManager(NullTimeKeeper.Instance); _subscriptionManager.SetDataManager(new DataManagerStub(timeKeeper)); } [Test] public void NotifiesWhenSecurityAdded() { var timeKeeper = new TimeKeeper(new DateTime(2015, 12, 07)); var manager = new SecurityManager(timeKeeper); var security = new Security( SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), CreateTradeBarConfig(), new Cash(Currencies.USD, 0, 1m), SymbolProperties.GetDefault(Currencies.USD), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache() ); manager.CollectionChanged += (sender, args) => { if (args.NewItems.OfType().Single() != security) { Assert.Fail("Expected args.NewItems to have exactly one element equal to security"); } else { Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Add); Assert.Pass(); } }; manager.Add(security.Symbol, security); } [Test] public void NotifiesWhenSecurityAddedViaIndexer() { var timeKeeper = new TimeKeeper(new DateTime(2015, 12, 07)); var manager = new SecurityManager(timeKeeper); var security = new Security( SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), CreateTradeBarConfig(), new Cash(Currencies.USD, 0, 1m), SymbolProperties.GetDefault(Currencies.USD), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache() ); manager.CollectionChanged += (sender, args) => { if (args.NewItems.OfType().Single() != security) { Assert.Fail("Expected args.NewItems to have exactly one element equal to security"); } else { Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Add); Assert.Pass(); } }; manager[security.Symbol] = security; } [Test] public void NotifiesWhenSecurityRemoved() { var timeKeeper = new TimeKeeper(new DateTime(2015, 12, 07)); var manager = new SecurityManager(timeKeeper); var security = new Security( SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), CreateTradeBarConfig(), new Cash(Currencies.USD, 0, 1m), SymbolProperties.GetDefault(Currencies.USD), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache() ); manager.Add(security.Symbol, security); manager.CollectionChanged += (sender, args) => { if (args.OldItems.OfType().Single() != security) { Assert.Fail("Expected args.NewItems to have exactly one element equal to security"); } else { Assert.IsTrue(args.Action == NotifyCollectionChangedAction.Remove); Assert.Pass(); } }; manager.Remove(security.Symbol); } [Test] public void Option_SubscriptionDataConfigList_CanOnlyHave_RawDataNormalization() { var option = new Symbol(SecurityIdentifier.GenerateOption(SecurityIdentifier.DefaultDate, Symbols.SPY.ID, Market.USA, 0, default(OptionRight), default(OptionStyle)), "?SPY"); var subscriptionDataConfigList = new SubscriptionDataConfigList(option); Assert.DoesNotThrow(() => { subscriptionDataConfigList.SetDataNormalizationMode(DataNormalizationMode.Raw); }); Assert.Throws(typeof(ArgumentException), () => { subscriptionDataConfigList.SetDataNormalizationMode(DataNormalizationMode.Adjusted); }); Assert.Throws(typeof(ArgumentException), () => { subscriptionDataConfigList.SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted); }); Assert.Throws(typeof(ArgumentException), () => { subscriptionDataConfigList.SetDataNormalizationMode(DataNormalizationMode.Adjusted); }); Assert.Throws(typeof(ArgumentException), () => { subscriptionDataConfigList.SetDataNormalizationMode(DataNormalizationMode.TotalReturn); }); } private SubscriptionDataConfig CreateTradeBarConfig() { return new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, true, true, false); } } }