/* * 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.Threading; using System.Threading.Tasks; using NUnit.Framework; using QuantConnect.Data.Market; using QuantConnect.Lean.Engine.DataFeeds.Enumerators; namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators { [TestFixture] public class EnqueableEnumeratorTests { [Test] public void PassesTicksStraightThrough() { var enumerator = new EnqueueableEnumerator(); // add some ticks var currentTime = new DateTime(2015, 10, 08); // returns true even if no data present until stop is called Assert.IsTrue(enumerator.MoveNext()); Assert.IsNull(enumerator.Current); var tick1 = new Tick(currentTime, Symbols.SPY, 199.55m, 199, 200) {Quantity = 10}; enumerator.Enqueue(tick1); Assert.IsTrue(enumerator.MoveNext()); Assert.AreEqual(tick1, enumerator.Current); Assert.IsTrue(enumerator.MoveNext()); Assert.IsNull(enumerator.Current); var tick2 = new Tick(currentTime, Symbols.SPY, 199.56m, 199.21m, 200.02m) {Quantity = 5}; enumerator.Enqueue(tick2); Assert.IsTrue(enumerator.MoveNext()); Assert.AreEqual(tick2, enumerator.Current); enumerator.Stop(); Assert.IsFalse(enumerator.MoveNext()); Assert.IsNull(enumerator.Current); enumerator.Dispose(); } [Test] public void RecordsInternalQueueCount() { var enumerator = new EnqueueableEnumerator(); var currentTime = new DateTime(2015, 12, 01); var tick = new Tick(currentTime, Symbols.SPY, 100, 101); enumerator.Enqueue(tick); Assert.AreEqual(1, enumerator.Count); tick = new Tick(currentTime, Symbols.SPY, 100, 101); enumerator.Enqueue(tick); Assert.AreEqual(2, enumerator.Count); enumerator.MoveNext(); Assert.AreEqual(1, enumerator.Count); enumerator.MoveNext(); Assert.AreEqual(0, enumerator.Count); enumerator.Dispose(); } [Test, Category("TravisExclude")] public void MoveNextBlocks() { using var finished = new ManualResetEvent(false); var enumerator = new EnqueueableEnumerator(true); // producer int count = 0; Task.Run(() => { while (!finished.WaitOne(TimeSpan.FromMilliseconds(50))) { enumerator.Enqueue(new Tick(DateTime.Now, Symbols.SPY, 100, 101)); count++; // 5 data points is plenty if (count > 5) { finished.Set(); enumerator.Stop(); } } }); // consumer int dequeuedCount = 0; bool encounteredError = false; using var consumerTaskFinished = new ManualResetEvent(false); Task.Run(() => { while (enumerator.MoveNext()) { dequeuedCount++; if (enumerator.Current == null) { encounteredError = true; } } consumerTaskFinished.Set(); }); finished.WaitOne(Timeout.Infinite); consumerTaskFinished.WaitOne(Timeout.Infinite); Assert.IsFalse(enumerator.MoveNext()); Assert.IsFalse(encounteredError); Assert.AreEqual(count, dequeuedCount); enumerator.Dispose(); } } }