/*
* 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.Diagnostics;
using System.IO;
using System.Linq;
using NUnit.Framework;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Lean.Engine.DataFeeds;
using QuantConnect.Logging;
using QuantConnect.Util;
namespace QuantConnect.Tests.Common.Util
{
[TestFixture, Parallelizable(ParallelScope.All)]
public class StreamReaderExtensionsTests
{
[TestCase("\r\n", "")]
[TestCase("\n", "")]
[TestCase("\r", "")]
[TestCase(",", "")]
[TestCase("-16", "-16")]
[TestCase("16.2,", "16.2")]
[TestCase("16.2", "16.2")]
public void GetSimpleString(string input, string result)
{
var stream = input.ToStream();
using var smartStream = new StreamReader(stream);
var value = smartStream.GetString();
Assert.AreEqual(result, value);
}
[TestCase("He Llo\r\nHe Llo2\r\n", "He Llo", "He Llo2")]
[TestCase("\nTT\n", "", "TT")]
[TestCase("\rpl op\r", "", "pl op")]
[TestCase(",He Llo,", "", "He Llo")]
[TestCase("-16\rPe pe", "-16", "Pe pe")]
[TestCase("16.2,,", "16.2", "")]
[TestCase("16.2,8", "16.2", "8")]
public void GetString(string input, string result, string result2)
{
var stream = input.ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(result, smartStream.GetString());
Assert.AreEqual(result2, smartStream.GetString());
}
[TestCase("8,16.2,a", new[] { '8', '1', '6', '.', '2', 'a' })]
[TestCase(",,a,\n\r\n, c\r\nd\n,,", new[] { '\0', '\0', 'a', '\0', '\0', '\0', ' ', 'c', 'd', '\0', '\0', '\0' })]
[TestCase("\rp\rnl\r\n op\r", new[] { '\0', 'p', 'n', 'l', ' ', 'o', 'p', '\0' })]
[TestCase(",\n\r\n\r\r", new[] { '\0', '\0', '\0', '\0', '\0', '\0' })]
public void GetChar(string input, char[] results)
{
using var stream = input.ToStream();
using var smartStream = new StreamReader(stream);
foreach (var result in results)
{
var value = smartStream.GetChar();
Assert.AreEqual(result, value);
}
Assert.AreEqual((char)0, smartStream.GetChar());
}
[Test]
public void GetDecimal()
{
var stream = "16.2".ToStream();
using var smartStream = new StreamReader(stream);
bool pastLineEnd;
var value = smartStream.GetDecimal(out pastLineEnd);
Assert.IsTrue(pastLineEnd);
Assert.AreEqual(16.2, value);
}
[Test]
public void GetNegativeDecimal()
{
var stream = "-16.2,-88".ToStream();
using var smartStream = new StreamReader(stream);
bool pastLineEnd;
Assert.AreEqual(-16.2, smartStream.GetDecimal(out pastLineEnd));
Assert.IsFalse(pastLineEnd);
Assert.AreEqual(-88, smartStream.GetDecimal(out pastLineEnd));
Assert.IsTrue(pastLineEnd);
}
[Test]
public void GetMultipleDecimals()
{
var stream = "16.2,0,12.2111111111,".ToStream();
bool pastLineEnd;
using var smartStream = new StreamReader(stream);
Assert.AreEqual(16.2, smartStream.GetDecimal(out pastLineEnd));
Assert.IsFalse(pastLineEnd);
Assert.AreEqual(0, smartStream.GetDecimal(out pastLineEnd));
Assert.IsFalse(pastLineEnd);
Assert.AreEqual(12.2111111111, smartStream.GetDecimal(out pastLineEnd));
Assert.IsFalse(pastLineEnd);
}
[Test]
public void GetMultipleDecimalsWithCarriageReturn()
{
bool pastLineEnd;
var stream = "16.2,0\r12.2111111111".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(16.2, smartStream.GetDecimal(out pastLineEnd));
Assert.IsFalse(pastLineEnd);
Assert.AreEqual(0, smartStream.GetDecimal(out pastLineEnd));
Assert.IsTrue(pastLineEnd);
Assert.AreEqual(12.2111111111, smartStream.GetDecimal(out pastLineEnd));
Assert.IsTrue(pastLineEnd);
}
[Test]
public void GetMultipleDecimalsWithLineFeed()
{
bool pastLineEnd;
var stream = "16.2,0\n12.2111111111".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(16.2, smartStream.GetDecimal(out pastLineEnd));
Assert.IsFalse(pastLineEnd);
Assert.AreEqual(0, smartStream.GetDecimal(out pastLineEnd));
Assert.IsTrue(pastLineEnd);
Assert.AreEqual(12.2111111111, smartStream.GetDecimal(out pastLineEnd));
Assert.IsTrue(pastLineEnd);
}
[Test]
public void GetMultipleDecimalsWithCarriageReturnAndLineFeed()
{
bool pastLineEnd;
var stream = "16.2,0\r\n12.2111111111".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(16.2, smartStream.GetDecimal(out pastLineEnd));
Assert.IsFalse(pastLineEnd);
Assert.AreEqual(0, smartStream.GetDecimal(out pastLineEnd));
Assert.IsTrue(pastLineEnd);
Assert.AreEqual(12.2111111111, smartStream.GetDecimal(out pastLineEnd));
Assert.IsTrue(pastLineEnd);
}
[Test]
public void GetDecimalEmptyString()
{
var stream = "".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(0, smartStream.GetDecimal());
stream = ",".ToStream();
using var secondSmartStream = new StreamReader(stream);
Assert.AreEqual(0, secondSmartStream.GetDecimal());
}
[Test]
public void GetDateTime()
{
var stream = "20190102 02:13".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(new DateTime(2019, 1, 2, 2, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
}
[Test]
public void GetMultipleDateTime()
{
var stream = "20190102 02:13,20190203 05:13".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(new DateTime(2019, 1, 2, 2, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
Assert.AreEqual(new DateTime(2019, 2, 3, 5, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
}
[Test]
public void GetMultipleDateTimeWithCarriageReturn()
{
var stream = "20190102 02:13\r20190203 05:13".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(new DateTime(2019, 1, 2, 2, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
Assert.AreEqual(new DateTime(2019, 2, 3, 5, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
}
[Test]
public void GetMultipleDateTimeWithLineFeed()
{
var stream = "20190102 02:13\n20190203 05:13".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(new DateTime(2019, 1, 2, 2, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
Assert.AreEqual(new DateTime(2019, 2, 3, 5, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
}
[Test]
public void GetMultipleDateTimeWithCarriageReturnAndLineFeed()
{
var stream = "20190102 02:13\r\n20190203 05:13".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(new DateTime(2019, 1, 2, 2, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
Assert.AreEqual(new DateTime(2019, 2, 3, 5, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
}
[Test]
public void GetDecimalsAndDateTimes()
{
var stream = $"20190102 02:13,0,19{Environment.NewLine}20190203 05:13,15,1000{Environment.NewLine}".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(new DateTime(2019, 1, 2, 2, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
Assert.AreEqual(0, smartStream.GetDecimal());
Assert.AreEqual(19, smartStream.GetDecimal());
Assert.AreEqual(new DateTime(2019, 2, 3, 5, 13, 0),
smartStream.GetDateTime(DateFormat.TwelveCharacter));
Assert.AreEqual(15, smartStream.GetDecimal());
Assert.AreEqual(1000, smartStream.GetDecimal());
}
[Test]
public void GetInt()
{
var stream = $"20190,0,19{Environment.NewLine}201900{Environment.NewLine}".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(20190, smartStream.GetInt32());
Assert.AreEqual(0, smartStream.GetInt32());
Assert.AreEqual(19, smartStream.GetInt32());
Assert.AreEqual(201900, smartStream.GetInt32());
}
[Test]
public void GetNegativeInt()
{
var stream = $"-20190,0,-19{Environment.NewLine}-201900{Environment.NewLine}".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(-20190, smartStream.GetInt32());
Assert.AreEqual(0, smartStream.GetInt32());
Assert.AreEqual(-19, smartStream.GetInt32());
Assert.AreEqual(-201900, smartStream.GetInt32());
}
[Test]
public void GetIntWithCarriageReturnAndLineFeed()
{
var stream = "20190,0,19\r\n201900\r\n".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(20190, smartStream.GetInt32());
Assert.AreEqual(0, smartStream.GetInt32());
Assert.AreEqual(19, smartStream.GetInt32());
Assert.AreEqual(201900, smartStream.GetInt32());
}
[Test]
public void GetIntWithCarriageReturn()
{
var stream = "20190,0,19\r201900\r".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(20190, smartStream.GetInt32());
Assert.AreEqual(0, smartStream.GetInt32());
Assert.AreEqual(19, smartStream.GetInt32());
Assert.AreEqual(201900, smartStream.GetInt32());
}
[Test]
public void GetIntWithLineFeed()
{
var stream = "20190,0,19\n201900\n".ToStream();
using var smartStream = new StreamReader(stream);
Assert.AreEqual(20190, smartStream.GetInt32());
Assert.AreEqual(0, smartStream.GetInt32());
Assert.AreEqual(19, smartStream.GetInt32());
Assert.AreEqual(201900, smartStream.GetInt32());
}
[Parallelizable(ParallelScope.None)]
[TestCase(typeof(TradeBar), typeof(TradeBarTest), TickType.Trade)]
[TestCase(typeof(QuoteBar), typeof(QuoteBarTest), TickType.Quote)]
public void Performance(Type streamReaderType, Type readLineReaderType, TickType tickType)
{
var streamReaderMilliSeconds = 0L;
var streamReaderCount = 0;
var getLineReaderMilliSeconds = 0L;
var getLineReaderCount = 0;
var stopWatch = new Stopwatch();
{
var config = new SubscriptionDataConfig(
streamReaderType,
Symbols.SPY,
Resolution.Minute,
TimeZones.NewYork,
TimeZones.NewYork,
false,
true,
false,
tickType: tickType
);
using var zipCache = new ZipDataCacheProvider(TestGlobals.DataProvider);
var date = new DateTime(2013, 10, 07);
var reader = new TextSubscriptionDataSourceReader(
zipCache,
config,
date,
false,
null);
var source = streamReaderType.GetBaseDataInstance().GetSource(config, date, false);
// warmup
streamReaderCount = reader.Read(source).Count();
streamReaderCount = 0;
// start test
stopWatch.Start();
for (int i = 0; i < 300; i++)
{
streamReaderCount += reader.Read(source).Count();
}
stopWatch.Stop();
streamReaderMilliSeconds = stopWatch.ElapsedMilliseconds;
zipCache.DisposeSafely();
}
{
var config = new SubscriptionDataConfig(
readLineReaderType,
Symbols.SPY,
Resolution.Minute,
TimeZones.NewYork,
TimeZones.NewYork,
false,
true,
false,
tickType: tickType
);
using var zipCache = new ZipDataCacheProvider(TestGlobals.DataProvider);
var date = new DateTime(2013, 10, 07);
var reader = new TextSubscriptionDataSourceReader(
zipCache,
config,
date,
false,
null);
var source = readLineReaderType.GetBaseDataInstance().GetSource(config, date, false);
// warmup
getLineReaderCount = reader.Read(source).Count();
getLineReaderCount = 0;
// start test
stopWatch.Start();
for (int i = 0; i < 300; i++)
{
getLineReaderCount += reader.Read(source).Count();
}
stopWatch.Stop();
getLineReaderMilliSeconds = stopWatch.ElapsedMilliseconds;
}
Log.Trace($"StreamReader: {streamReaderMilliSeconds}ms. Count {streamReaderCount}");
Log.Trace($"GetLine Reader: {getLineReaderMilliSeconds}ms. Count {getLineReaderCount}");
// its 50% faster but lets leave some room to avoid noise
Assert.IsTrue((streamReaderMilliSeconds * 1.5d) < getLineReaderMilliSeconds);
Assert.AreEqual(getLineReaderCount, streamReaderCount);
}
///
/// Since this class does not implement
/// directly it will fallback to get line reader
///
private class TradeBarTest : TradeBar
{
}
///
/// Since this class does not implement
/// directly it will fallback to get line reader
///
private class QuoteBarTest : QuoteBar
{
}
}
}