/* * 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.Linq; using NUnit.Framework; using QuantConnect.Data.Market; using QuantConnect.Lean.Engine.DataFeeds.Enumerators; namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators { [TestFixture] public class BaseDataCollectionAggregatorEnumeratorTests { [Test] public void AggregatesUntilNull() { var time = new DateTime(2015, 10, 20); var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList(); underlying.AddRange(new Tick[] { null, null, null }); var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY); Assert.IsTrue(aggregator.MoveNext()); Assert.IsNotNull(aggregator.Current); Assert.AreEqual(5, aggregator.Current.Data.Count); aggregator.Dispose(); } [Test] public void AggregatesUntilTimeChange() { var time = new DateTime(2015, 10, 20); var underlying = Enumerable.Range(0, 5).Select(x => new Tick { Time = time }).ToList(); underlying.AddRange(Enumerable.Range(0, 5).Select(x => new Tick {Time = time.AddSeconds(1)})); var aggregator = new BaseDataCollectionAggregatorEnumerator(underlying.GetEnumerator(), Symbols.SPY); Assert.IsTrue(aggregator.MoveNext()); Assert.IsNotNull(aggregator.Current); Assert.AreEqual(5, aggregator.Current.Data.Count); aggregator.Dispose(); } } }