/* * 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 System.Threading; using QuantConnect.Data; using QuantConnect.Logging; using System.Collections.Generic; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Lean.Engine.DataFeeds.Queues; namespace QuantConnect.Tests.Engine.DataFeeds { [TestFixture, Parallelizable(ParallelScope.All)] public class FakeDataQueueTests { [Test] public void GeneratesDataCorrectly() { using var aggregator = new AggregationManager(); var algorithm = new AlgorithmStub(); var dataQueue = new FakeDataQueue(aggregator, dataPointsPerSecondPerSymbol: 10); algorithm.AddEquity("SPY", Resolution.Second); List> enumerators = new(); foreach (var config in algorithm.SubscriptionManager.Subscriptions) { using var newDataEvent = new ManualResetEvent(false); enumerators.Add(dataQueue.Subscribe(config, (_, _) => { try { newDataEvent.Set(); } catch (ObjectDisposedException) { } })); Assert.IsTrue(newDataEvent.WaitOne(15000)); // let's just generate a single point dataQueue.Unsubscribe(config); } dataQueue.Dispose(); foreach (var enumerator in enumerators) { // assert each data type generate data correctly Assert.IsTrue(enumerator.MoveNext()); Assert.IsNotNull(enumerator.Current); Log.Debug($"FakeDataQueueTests.GeneratesDataCorrectly(): {enumerator.Current}"); } } } }