/*
* 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"));
}
}
}