/* * 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.Globalization; using System.Linq; using NUnit.Framework; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Lean.Engine.DataFeeds.Enumerators; namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators { [TestFixture] public class RateLimitEnumeratorTests { [Test] public void LimitsBasedOnTimeBetweenCalls() { var currentTime = new DateTime(2015, 10, 10, 13, 6, 0); var timeProvider = new ManualTimeProvider(currentTime, TimeZones.Utc); var data = Enumerable.Range(0, 100).Select(x => new Tick {Symbol = CreateSymbol(x)}).GetEnumerator(); var rateLimit = new RateLimitEnumerator(data, timeProvider, Time.OneSecond); Assert.IsTrue(rateLimit.MoveNext()); while (rateLimit.MoveNext() && rateLimit.Current == null) { timeProvider.AdvanceSeconds(0.1); } var delta = (timeProvider.GetUtcNow() - currentTime).TotalSeconds; Assert.AreEqual(1, delta); Assert.AreEqual("1", data.Current.Symbol.Value); rateLimit.Dispose(); } private static Symbol CreateSymbol(int x) { return new Symbol( SecurityIdentifier.GenerateBase(null, x.ToString(CultureInfo.InvariantCulture), Market.USA), x.ToString(CultureInfo.InvariantCulture)); } } }