/* * 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.Collections.Generic; using NUnit.Framework; using QuantConnect.Data; using QuantConnect.Data.Consolidators; using QuantConnect.Data.Market; namespace QuantConnect.Tests.Common.Securities { [TestFixture] public class SubscriptionDataConfigTests { [Test] public void UsesValueEqualsSemantics() { var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false); var config2 = new SubscriptionDataConfig(config1); Assert.AreEqual(config1, config2); } [Test] public void UsedAsDictionaryKey() { var set = new HashSet(); var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false); Assert.IsTrue(set.Add(config1)); var config2 = new SubscriptionDataConfig(config1); Assert.IsFalse(set.Add(config2)); } [Test] public void CanRemoveConsolidatorWhileEnumeratingList() { var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false); var consolidator1 = new TradeBarConsolidator(1); var consolidator2 = new TradeBarConsolidator(2); config.Consolidators.Add(consolidator1); config.Consolidators.Add(consolidator2); foreach (var consolidator in config.Consolidators) { Assert.DoesNotThrow(() => config.Consolidators.Remove(consolidator)); } } [TestCase(1, 0, DataMappingMode.OpenInterest, DataMappingMode.OpenInterest)] [TestCase(0, 0, DataMappingMode.OpenInterest, DataMappingMode.FirstDayMonth)] public void NotEqualsMappingAndOffset(int offsetA, int offsetB, DataMappingMode mappingModeA, DataMappingMode mappingModeB) { var configA = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, dataMappingMode: mappingModeA, contractDepthOffset: (uint)offsetA); var configB = new SubscriptionDataConfig(configA, dataMappingMode: mappingModeB, contractDepthOffset: (uint)offsetB); Assert.AreNotEqual(configA, configB); Assert.AreNotEqual(configA.GetHashCode(), configB.GetHashCode()); } [TestCase(false)] [TestCase(true)] public void EqualityMapped(bool mapped) { var configA = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false); var configB = new SubscriptionDataConfig(configA, mappedConfig: mapped); if (mapped) { Assert.AreNotEqual(configA, configB); Assert.AreNotEqual(configA.GetHashCode(), configB.GetHashCode()); } else { Assert.AreEqual(configA, configB); Assert.AreEqual(configA.GetHashCode(), configB.GetHashCode()); } } } }