/* * 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 NodaTime; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Interfaces; using System.Collections.Generic; using HistoryRequest = QuantConnect.Data.HistoryRequest; namespace QuantConnect.Tests.Engine.HistoricalData { /// /// Provides FAKE implementation of /// internal class TestHistoryProvider : HistoryProviderBase { public override int DataPointCount => 2; /// /// Initializes this history provider to work for the specified job /// /// The initialization parameters public override void Initialize(HistoryProviderInitializeParameters parameters) { } /// /// Gets the history for the requested securities /// /// The historical data requests /// The time zone used when time stamping the slice instances /// An enumerable of the slices of data covering the span specified in each request public override IEnumerable GetHistory(IEnumerable requests, DateTimeZone sliceTimeZone) { List result = new(); var slice1Date = new DateTime(2008, 01, 03, 5, 0, 0); var slice2Date = new DateTime(2013, 06, 28, 13, 32, 0); TradeBar tradeBar1 = new TradeBar { Symbol = Symbols.SPY, Time = DateTime.Now }; TradeBar tradeBar2 = new TradeBar { Symbol = Symbols.AAPL, Time = DateTime.Now }; var quoteBar1 = new QuoteBar { Symbol = Symbols.SPY, Time = DateTime.Now }; var tick1 = new Tick(DateTime.Now, Symbols.SPY, 1.1m, 2.1m) { TickType = TickType.Trade }; var split1 = new Split(Symbols.SPY, DateTime.Now, 1, 1, SplitType.SplitOccurred); var dividend1 = new Dividend(Symbols.SPY, DateTime.Now, 1, 1); var delisting1 = new Delisting(Symbols.SPY, DateTime.Now, 1, DelistingType.Delisted); var symbolChangedEvent1 = new SymbolChangedEvent(Symbols.SPY, DateTime.Now, "SPY", "SP"); Slice slice1 = new Slice(slice1Date, new BaseData[] { tradeBar1, tradeBar2, quoteBar1, tick1, split1, dividend1, delisting1, symbolChangedEvent1 }, slice1Date); TradeBar tradeBar3 = new TradeBar { Symbol = Symbols.MSFT, Time = DateTime.Now }; TradeBar tradeBar4 = new TradeBar { Symbol = Symbols.SBIN, Time = DateTime.Now }; var quoteBar2 = new QuoteBar { Symbol = Symbols.SBIN, Time = DateTime.Now }; var tick2 = new Tick(DateTime.Now, Symbols.SBIN, 1.1m, 2.1m) { TickType = TickType.Trade }; var split2 = new Split(Symbols.SBIN, DateTime.Now, 1, 1, SplitType.SplitOccurred); var dividend2 = new Dividend(Symbols.SBIN, DateTime.Now, 1, 1); var delisting2 = new Delisting(Symbols.SBIN, DateTime.Now, 1, DelistingType.Delisted); var symbolChangedEvent2 = new SymbolChangedEvent(Symbols.SBIN, DateTime.Now, "SBIN", "BIN"); Slice slice2 = new Slice(slice2Date, new BaseData[] { tradeBar3, tradeBar4, quoteBar2, tick2, split2, dividend2, delisting2, symbolChangedEvent2 }, slice2Date); result.Add(slice1); result.Add(slice2); return result; } public void TriggerEvents() { OnInvalidConfigurationDetected(new InvalidConfigurationDetectedEventArgs(Symbols.SPY, "invalid config")); OnNumericalPrecisionLimited(new NumericalPrecisionLimitedEventArgs(Symbols.SPY, "invalid config")); OnStartDateLimited(new StartDateLimitedEventArgs(Symbols.SPY, "invalid config")); OnDownloadFailed(new DownloadFailedEventArgs(Symbols.SPY, "invalid config")); OnReaderErrorDetected(new ReaderErrorDetectedEventArgs(Symbols.SPY, "invalid config")); } } }