public void DoesNotEmitDataBeyondTradableDate(string data, bool shouldEmitSecondDataPoint, Resolution dataResolution)
{
var start = new DateTime(2019, 12, 9);
var end = new DateTime(2019, 12, 12);
var mapFileProvider = new LocalDiskMapFileProvider();
var mapFileResolver = new MapFileResolver(mapFileProvider.Get(Market.USA));
var dataReader = new SubscriptionDataReader(
new SubscriptionDataConfig(typeof(TradeBar),
Symbols.SPY,
dataResolution,
TimeZones.NewYork,
TimeZones.NewYork,
false,
false,
false),
start,
end,
mapFileResolver,
new LocalDiskFactorFileProvider(mapFileProvider),
LinqExtensions.Range(start, end, time => time + TimeSpan.FromDays(1)),
false,
new TestDataCacheProvider
{
Data = data
}
);
Assert.IsTrue(dataReader.MoveNext());
Assert.AreEqual(shouldEmitSecondDataPoint, dataReader.MoveNext());
}
public void DoesNotEmitDataBeyondTradableDate(string data, bool shouldEmitSecondDataPoint, Resolution dataResolution)
{
var start = new DateTime(2019, 12, 9);
var end = new DateTime(2019, 12, 12);
var symbol = Symbols.SPY;
var entry = MarketHoursDatabase.FromDataFolder().GetEntry(symbol.ID.Market, symbol, symbol.SecurityType);
var config = new SubscriptionDataConfig(typeof(TradeBar),
symbol,
dataResolution,
TimeZones.NewYork,
TimeZones.NewYork,
false,
false,
false);
var dataReader = new SubscriptionDataReader(config,
new HistoryRequest(config, entry.ExchangeHours, start, end),
TestGlobals.MapFileProvider,
TestGlobals.FactorFileProvider,
new TestDataCacheProvider
{
Data = data
},
TestGlobals.DataProvider
);
Assert.IsTrue(dataReader.MoveNext());
Assert.AreEqual(shouldEmitSecondDataPoint, dataReader.MoveNext());
}
