/* * 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 Moq; using NUnit.Framework; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Securities; using QuantConnect.ToolBox.RandomDataGenerator; using System; using System.Linq; using QuantConnect.Util; namespace QuantConnect.Tests.ToolBox.RandomDataGenerator { [TestFixture] public class RandomPriceGeneratorTests { private Security _security; public RandomPriceGeneratorTests() { _security = new Security( SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), new SubscriptionDataConfig( typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false ), new Cash("USD", 0, 1m), SymbolProperties.GetDefault("USD"), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache() ); } [Test] public void ReturnsSameAsReference() { var randomMock = new Mock(); randomMock.Setup(s => s.NextPrice(It.IsAny(), It.IsNotNull(), It.IsAny(), It.IsAny())) .Returns(50); var randomPriceGenerator = new RandomPriceGenerator(_security, randomMock.Object); _security.SetMarketPrice(new Tick(DateTime.UtcNow, Symbols.SPY, 10, 100)); var actual = randomPriceGenerator.NextValue(1, DateTime.MinValue); randomMock.Verify(s => s.NextPrice(It.IsAny(), It.IsNotNull(), 55, 1), Times.Once); Assert.AreEqual(50, actual); } [Test] public void AlwaysReady() { var priceGenerator = new RandomPriceGenerator(_security, Mock.Of()); Assert.True(priceGenerator.WarmedUp); } [Test] public void ComposeRandomDataGenerator() { Assert.NotNull(Composer.Instance.GetExportedValueByTypeName("QuantConnect.ToolBox.RandomDataGenerator.RandomDataGenerator")); } } }