/* * 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.Collections.Generic; using NodaTime; using NUnit.Framework; using QuantConnect.Data.Market; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Lean.Engine.DataFeeds.Enumerators; namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators { [TestFixture] public class FrontierAwareEnumeratorTests { [Test] public void ReturnsTrueWhenNextDataIsAheadOfFrontier() { var currentTime = new DateTime(2015, 10, 13); var timeProvider = new ManualTimeProvider(currentTime); var underlying = new List { new Tick {Time = currentTime.AddSeconds(1)} }; var offsetProvider = new TimeZoneOffsetProvider(DateTimeZone.Utc, new DateTime(2015, 1, 1), new DateTime(2016, 1, 1)); var frontierAware = new FrontierAwareEnumerator(underlying.GetEnumerator(), timeProvider, offsetProvider); Assert.IsTrue(frontierAware.MoveNext()); Assert.IsNull(frontierAware.Current); frontierAware.Dispose(); } [Test] public void YieldsDataWhenFrontierPasses() { var currentTime = new DateTime(2015, 10, 13); var timeProvider = new ManualTimeProvider(currentTime); var underlying = new List { new Tick {Time = currentTime.AddSeconds(1)} }; var offsetProvider = new TimeZoneOffsetProvider(DateTimeZone.Utc, new DateTime(2015, 1, 1), new DateTime(2016, 1, 1)); var frontierAware = new FrontierAwareEnumerator(underlying.GetEnumerator(), timeProvider, offsetProvider); timeProvider.AdvanceSeconds(1); Assert.IsTrue(frontierAware.MoveNext()); Assert.IsNotNull(frontierAware.Current); Assert.AreEqual(underlying[0], frontierAware.Current); frontierAware.Dispose(); } [Test] public void YieldsFutureDataAtCorrectTime() { var currentTime = new DateTime(2015, 10, 13); var timeProvider = new ManualTimeProvider(currentTime); var underlying = new List { new Tick {Time = currentTime.AddSeconds(10)} }; var offsetProvider = new TimeZoneOffsetProvider(DateTimeZone.Utc, new DateTime(2015, 1, 1), new DateTime(2016, 1, 1)); var frontierAware = new FrontierAwareEnumerator(underlying.GetEnumerator(), timeProvider, offsetProvider); for (int i = 0; i < 10; i++) { timeProvider.AdvanceSeconds(1); Assert.IsTrue(frontierAware.MoveNext()); if (i < 9) { Assert.IsNull(frontierAware.Current); } else { Assert.IsNotNull(frontierAware.Current); Assert.AreEqual(underlying[0], frontierAware.Current); } } frontierAware.Dispose(); } } }