/* * 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.Custom.IconicTypes; using Bitcoin = QuantConnect.Algorithm.CSharp.LiveTradingFeaturesAlgorithm.Bitcoin; namespace QuantConnect.Tests.Common { [TestFixture] public class SymbolCacheTests { [SetUp] public void Setup() { // always start fresh SymbolCache.Clear(); } [TearDown] public void TearDown() { // clean up any lingering mess SymbolCache.Clear(); } [Test] public void HandlesRoundTripAccessSymbolToTicker() { var ticker = "ticker"; SymbolCache.Set(ticker, Symbols.EURUSD); var actual = SymbolCache.GetSymbol(ticker); Assert.AreEqual(Symbols.EURUSD, actual); } [Test] public void HandlesRoundTripAccessTickerToSymbol() { var expected = "ticker"; expected = Symbols.EURUSD.Value; SymbolCache.Set(expected, Symbols.EURUSD); var actual = SymbolCache.GetTicker(Symbols.EURUSD); Assert.AreEqual(expected, actual); } [Test] [TestCase(SecurityType.Base)] [TestCase(SecurityType.Cfd)] //[TestCase(SecurityType.Commodity)] [TestCase(SecurityType.Crypto)] [TestCase(SecurityType.Equity)] [TestCase(SecurityType.Forex)] [TestCase(SecurityType.Future)] [TestCase(SecurityType.Option)] public void GetSymbol_ReturnsSymbolMappedByTicker_WhenExactlyOneMatch(SecurityType securityType) { var ticker = "ticker"; var symbol = Symbol.Create(ticker, securityType, Market.USA); SymbolCache.Set(ticker, symbol); Assert.AreEqual(symbol, SymbolCache.GetSymbol(ticker)); } [Test] public void GetSymbol_ThrowsInvalidOperationException_WhenNoMatches() { Assert.Throws( // make random string guaranteed to not exist () => SymbolCache.GetSymbol(Guid.NewGuid().ToString()) ); } [Test] public void GetSymbol_ThrowsInvalidOperation_WhenTooManyCustomDataSymbolMatches() { // SID.GenerateBase uses . as the alias for custom data types var ticker = "ticker"; var symbol1 = Symbol.Create(ticker, SecurityType.Base, Market.USA, baseDataType: typeof(UnlinkedData)); SymbolCache.Set(symbol1.ID.Symbol, symbol1); var symbol2 = Symbol.Create(ticker, SecurityType.Base, Market.USA, baseDataType: typeof(UnlinkedDataTradeBar)); SymbolCache.Set(symbol2.ID.Symbol, symbol2); Assert.Throws( () => SymbolCache.GetSymbol(ticker) ); } [Test] public void TryGetSymbol() { SymbolCache.Set("EURUSD", Symbols.EURUSD); Symbol actual; Assert.IsTrue(SymbolCache.TryGetSymbol("EURUSD", out actual)); Assert.AreEqual(Symbols.EURUSD, actual); Assert.IsFalse(SymbolCache.TryGetSymbol("EURUSD1", out actual)); Assert.AreEqual(default(Symbol), actual); } [Test] public void TryGetTicker() { SymbolCache.Set("EURUSD", Symbols.EURUSD); string ticker; Assert.IsTrue(SymbolCache.TryGetTicker(Symbols.EURUSD, out ticker)); Assert.AreEqual(Symbols.EURUSD.Value, ticker); var symbol = new Symbol(SecurityIdentifier.GenerateForex("NOT-A-FOREX-PAIR", Market.FXCM), "EURGBP"); Assert.IsFalse(SymbolCache.TryGetTicker(symbol, out ticker)); Assert.AreEqual(default(string), ticker); } [Test] public void TryGetSymbolFromSidString() { var sid = Symbols.EURUSD.ID.ToString(); var symbol = SymbolCache.GetSymbol(sid); Assert.AreEqual(Symbols.EURUSD, symbol); } [Test] public void TryGetTickerFromUncachedSymbol() { var symbol = Symbol.Create("My-Ticker", SecurityType.Equity, Market.USA); var ticker = SymbolCache.GetTicker(symbol); Assert.AreEqual(symbol.ID.ToString(), ticker); } [Test] public void TryGetSymbol_FromTicker_WithConflictingSymbolWithCustomDataSuffix() { var ticker = "My-Ticker"; var symbol = Symbol.Create(ticker, SecurityType.Equity, Market.USA); SymbolCache.Set(ticker, symbol); var customTicker = $"{ticker}.CustomDataTypeName"; var customSymbol = Symbol.Create(customTicker, SecurityType.Base, Market.USA, baseDataType: typeof(Bitcoin)); SymbolCache.Set(customTicker, customSymbol); Symbol fetchedSymbol; Assert.IsTrue(SymbolCache.TryGetSymbol(ticker, out fetchedSymbol)); Assert.AreEqual(symbol, fetchedSymbol); Symbol fetchedCustomSymbol; Assert.IsTrue(SymbolCache.TryGetSymbol(customTicker, out fetchedCustomSymbol)); Assert.AreEqual(customSymbol, fetchedCustomSymbol); } [Test] public void TryGetSymbol_FromTicker_CacheMissDoesNotStick() { var ticker = "My-Ticker"; Assert.IsFalse(SymbolCache.TryGetSymbol(ticker, out var _)); var customTicker = $"{ticker}.CustomDataTypeName"; var customSymbol = Symbol.Create(customTicker, SecurityType.Base, Market.USA, baseDataType: typeof(Bitcoin)); SymbolCache.Set(customTicker, customSymbol); Assert.IsTrue(SymbolCache.TryGetSymbol(ticker, out var fetchedSymbol)); Assert.AreEqual(customSymbol, fetchedSymbol); Assert.IsTrue(SymbolCache.TryGetSymbol(customTicker, out var fetchedCustomSymbol)); Assert.AreEqual(customSymbol, fetchedCustomSymbol); // now we set symbol var symbol = Symbol.Create(ticker, SecurityType.Equity, Market.USA); SymbolCache.Set(ticker, symbol); Assert.IsTrue(SymbolCache.TryGetSymbol(ticker, out var equitySymbol)); Assert.AreEqual(symbol, equitySymbol); Assert.IsTrue(SymbolCache.TryGetSymbol(customTicker, out fetchedCustomSymbol)); Assert.AreEqual(customSymbol, fetchedCustomSymbol); } [Test] public void TryGetSymbol_FromTicker_WithoutCustomDataSuffix() { var ticker = "My-Ticker"; var symbol = Symbol.Create(ticker, SecurityType.Base, Market.USA, baseDataType: typeof(Bitcoin)); // alias is the SID's symbol of the form: . var alias = symbol.ID.Symbol; SymbolCache.Set(alias, symbol); Symbol fetchedSymbol; Assert.IsTrue(SymbolCache.TryGetSymbol(ticker, out fetchedSymbol)); Assert.AreEqual(symbol, fetchedSymbol); } [Test] public void TryRemoveSymbolRemovesSymbolMappings() { string ticker; Symbol symbol; SymbolCache.Set("SPY", Symbols.SPY); Assert.IsTrue(SymbolCache.TryRemove(Symbols.SPY)); Assert.IsFalse(SymbolCache.TryGetSymbol("SPY", out symbol)); Assert.IsFalse(SymbolCache.TryGetTicker(Symbols.SPY, out ticker)); } [Test] public void TryRemoveTickerRemovesSymbolMappings() { string ticker; Symbol symbol; SymbolCache.Set("SPY", Symbols.SPY); Assert.IsTrue(SymbolCache.TryRemove("SPY")); Assert.IsFalse(SymbolCache.TryGetSymbol("SPY", out symbol)); Assert.IsFalse(SymbolCache.TryGetTicker(Symbols.SPY, out ticker)); } } }