public void GetSourceMatchesGenerateZipFilePath(LeanDataLineTestParameters parameters)
{
var source = parameters.Data.GetSource(parameters.Config, parameters.Data.Time.Date, false);
var normalizedSourcePath = new FileInfo(source.Source).FullName;
var zipFilePath = LeanData.GenerateZipFilePath(Globals.DataFolder, parameters.Data.Symbol, parameters.Data.Time.Date, parameters.Resolution, parameters.TickType);
var normalizeZipFilePath = new FileInfo(zipFilePath).FullName;
var indexOfHash = normalizedSourcePath.LastIndexOf("#", StringComparison.Ordinal);
if (indexOfHash > 0)
{
normalizedSourcePath = normalizedSourcePath.Substring(0, indexOfHash);
}
Assert.AreEqual(normalizeZipFilePath, normalizedSourcePath);
}
public void GenerateLine(LeanDataLineTestParameters parameters)
{
var line = LeanData.GenerateLine(parameters.Data, parameters.SecurityType, parameters.Resolution);
Assert.AreEqual(parameters.ExpectedLine, line);
if (parameters.Config.Type == typeof(QuoteBar))
{
Assert.AreEqual(line.Split(',').Length, 11);
}
if (parameters.Config.Type == typeof(TradeBar))
{
Assert.AreEqual(line.Split(',').Length, 6);
}
}
public void ParsesGeneratedLines(LeanDataLineTestParameters parameters)
{
// ignore time zone issues here, we'll just say everything is UTC, so no conversions are performed
var config = new SubscriptionDataConfig(parameters.Data.GetType(), parameters.Data.Symbol, parameters.Resolution, TimeZones.Utc, TimeZones.Utc, false, true, false);
var factory = (BaseData)Activator.CreateInstance(parameters.Data.GetType());
var parsed = factory.Reader(config, parameters.ExpectedLine, parameters.Data.Time.Date, false);
Assert.IsInstanceOf(config.Type, parsed);
Assert.AreEqual(parameters.Data.Time, parsed.Time);
Assert.AreEqual(parameters.Data.EndTime, parsed.EndTime);
Assert.AreEqual(parameters.Data.Symbol, parsed.Symbol);
Assert.AreEqual(parameters.Data.Value, parsed.Value);
if (parsed is Tick)
{
var expected = (Tick)parameters.Data;
var actual = (Tick)parsed;
Assert.AreEqual(expected.Quantity, actual.Quantity);
Assert.AreEqual(expected.BidPrice, actual.BidPrice);
Assert.AreEqual(expected.AskPrice, actual.AskPrice);
Assert.AreEqual(expected.BidSize, actual.BidSize);
Assert.AreEqual(expected.AskSize, actual.AskSize);
Assert.AreEqual(expected.Exchange, actual.Exchange);
Assert.AreEqual(expected.SaleCondition, actual.SaleCondition);
Assert.AreEqual(expected.Suspicious, actual.Suspicious);
}
else if (parsed is TradeBar)
{
var expected = (TradeBar)parameters.Data;
var actual = (TradeBar)parsed;
AssertBarsAreEqual(expected, actual);
Assert.AreEqual(expected.Volume, actual.Volume);
}
else if (parsed is QuoteBar)
{
var expected = (QuoteBar)parameters.Data;
var actual = (QuoteBar)parsed;
AssertBarsAreEqual(expected.Bid, actual.Bid);
AssertBarsAreEqual(expected.Ask, actual.Ask);
Assert.AreEqual(expected.LastBidSize, actual.LastBidSize);
Assert.AreEqual(expected.LastAskSize, actual.LastAskSize);
}
}
public void ParsesGeneratedLines(LeanDataLineTestParameters parameters)
{
// ignore time zone issues here, we'll just say everything is UTC, so no conversions are performed
var factory = (BaseData) Activator.CreateInstance(parameters.Data.GetType());
var parsed = factory.Reader(parameters.Config, parameters.ExpectedLine, parameters.Data.Time.Date, false);
Assert.IsInstanceOf(parameters.Config.Type, parsed);
Assert.AreEqual(parameters.Data.Time, parsed.Time);
Assert.AreEqual(parameters.Data.EndTime, parsed.EndTime);
Assert.AreEqual(parameters.Data.Symbol, parsed.Symbol);
Assert.AreEqual(parameters.Data.Value, parsed.Value);
if (parsed is Tick)
{
var expected = (Tick) parameters.Data;
var actual = (Tick) parsed;
Assert.AreEqual(expected.Quantity, actual.Quantity);
Assert.AreEqual(expected.BidPrice, actual.BidPrice);
Assert.AreEqual(expected.AskPrice, actual.AskPrice);
Assert.AreEqual(expected.BidSize, actual.BidSize);
Assert.AreEqual(expected.AskSize, actual.AskSize);
Assert.AreEqual(expected.Exchange, actual.Exchange);
Assert.AreEqual(expected.SaleCondition, actual.SaleCondition);
Assert.AreEqual(expected.Suspicious, actual.Suspicious);
}
else if (parsed is TradeBar)
{
var expected = (TradeBar) parameters.Data;
var actual = (TradeBar) parsed;
AssertBarsAreEqual(expected, actual);
Assert.AreEqual(expected.Volume, actual.Volume);
}
else if (parsed is QuoteBar)
{
var expected = (QuoteBar) parameters.Data;
var actual = (QuoteBar) parsed;
AssertBarsAreEqual(expected.Bid, actual.Bid);
AssertBarsAreEqual(expected.Ask, actual.Ask);
Assert.AreEqual(expected.LastBidSize, actual.LastBidSize);
Assert.AreEqual(expected.LastAskSize, actual.LastAskSize);
}
}
public void GenerateLine(LeanDataLineTestParameters parameters)
{
var line = LeanData.GenerateLine(parameters.Data, parameters.SecurityType, parameters.Resolution);
Assert.AreEqual(parameters.ExpectedLine, line);
}
public void GenerateLine(LeanDataLineTestParameters parameters)
{
var line = LeanData.GenerateLine(parameters.Data, parameters.SecurityType, parameters.Resolution);
Assert.AreEqual(parameters.ExpectedLine, line);
}
public void GetSourceMatchesGenerateZipFilePath(LeanDataLineTestParameters parameters)
{
var source = parameters.Data.GetSource(parameters.Config, parameters.Data.Time.Date, false);
var normalizedSourcePath = new FileInfo(source.Source).FullName;
var zipFilePath = LeanData.GenerateZipFilePath(Globals.DataFolder, parameters.Data.Symbol, parameters.Data.Time.Date, parameters.Resolution, parameters.TickType);
var normalizeZipFilePath = new FileInfo(zipFilePath).FullName;
var indexOfHash = normalizedSourcePath.LastIndexOf("#", StringComparison.Ordinal);
if (indexOfHash > 0)
{
normalizedSourcePath = normalizedSourcePath.Substring(0, indexOfHash);
}
Assert.AreEqual(normalizeZipFilePath, normalizedSourcePath);
}
public void GetSourceMatchesGenerateZipFilePath(LeanDataLineTestParameters parameters)
{
var source = parameters.Data.GetSource(parameters.Config, parameters.Data.Time.Date, false);
var normalizedSourcePath = new FileInfo(source.Source).FullName;
var zipFilePath = LeanData.GenerateZipFilePath(Constants.DataFolder, parameters.Data.Symbol, parameters.Data.Time.Date, parameters.Resolution, parameters.TickType);
var normalizeZipFilePath = new FileInfo(zipFilePath).FullName;
Assert.AreEqual(normalizeZipFilePath, normalizedSourcePath);
}