/* * 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; using System.Collections; using QuantConnect.Data.Market; using System.Collections.Generic; using QuantConnect.Lean.Engine.DataFeeds.Enumerators; namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators { [TestFixture] public class ConcatEnumeratorTests { [TestCase(true)] [TestCase(false)] public void SkipsBasedOnEndTime(bool skipsBasedOnEndTime) { var time = new DateTime(2020, 1, 1); var enumerator1 = new List { new Tick(time, Symbols.SPY, 10, 10) }.GetEnumerator(); var enumerator2 = new List { new Tick(time.AddSeconds(-1), Symbols.SPY, 20, 20), //should be skipped because end time is before previous tick new Tick(time.AddSeconds(1), Symbols.SPY, 30 , 30) }.GetEnumerator(); var concat = new ConcatEnumerator(skipsBasedOnEndTime, enumerator1, enumerator2); Assert.IsTrue(concat.MoveNext()); Assert.AreEqual(10, (concat.Current as Tick).AskPrice); if (!skipsBasedOnEndTime) { Assert.IsTrue(concat.MoveNext()); Assert.AreEqual(20, (concat.Current as Tick).AskPrice); } Assert.IsTrue(concat.MoveNext()); Assert.AreEqual(30, (concat.Current as Tick).AskPrice); Assert.IsFalse(concat.MoveNext()); Assert.IsNull(concat.Current); concat.Dispose(); } [TestCase(true)] [TestCase(false)] public void EmptyNullEnumerators(bool skipsBasedOnEndTime) { var time = new DateTime(2020, 1, 1); // empty enumerators var enumerator1 = new List().GetEnumerator(); var enumerator2 = new List().GetEnumerator(); var enumerator3 = new List { new Tick(time, Symbols.SPY, 10, 10), new Tick(time.AddSeconds(-1), Symbols.SPY, 20, 20), new Tick(time.AddSeconds(1), Symbols.SPY, 30 , 30) }.GetEnumerator(); var concat = new ConcatEnumerator(skipsBasedOnEndTime, enumerator1, null, enumerator2, enumerator3); Assert.IsTrue(concat.MoveNext()); Assert.AreEqual(10, (concat.Current as Tick).AskPrice); Assert.IsTrue(concat.MoveNext()); Assert.AreEqual(20, (concat.Current as Tick).AskPrice); Assert.IsTrue(concat.MoveNext()); Assert.AreEqual(30, (concat.Current as Tick).AskPrice); Assert.IsFalse(concat.MoveNext()); Assert.IsNull(concat.Current); concat.Dispose(); } [TestCase(true)] [TestCase(false)] public void DropsEnumeratorsReturningNullAndTrue(bool skipsBasedOnEndTime) { var enumerator1 = new TestEnumerator(); var enumerator2 = new TestEnumerator(); var concat = new ConcatEnumerator(skipsBasedOnEndTime, enumerator1, null, enumerator2); Assert.IsTrue(concat.MoveNext()); Assert.IsNull(concat.Current); Assert.IsTrue(enumerator1.Disposed); Assert.IsFalse(enumerator2.Disposed); Assert.AreEqual(1, enumerator2.MoveNextCount); Assert.IsTrue(concat.MoveNext()); // we assert it just keeps the last enumerator and drops the rest Assert.IsTrue(enumerator1.Disposed); Assert.IsFalse(enumerator2.Disposed); Assert.IsNull(concat.Current); Assert.AreEqual(2, enumerator2.MoveNextCount); concat.Dispose(); } private class TestEnumerator : IEnumerator { public bool Disposed { get; private set; } public int MoveNextCount { get; private set; } public BaseData Current => null; object IEnumerator.Current => null; public void Dispose() { Disposed = true; } public bool MoveNext() { MoveNextCount++; return true; } public void Reset() { } } } }