// reproduces GH issue 3877
public void ConfigurationForAddedSubscriptionIsAlwaysPresent()
{
var dataFeed = new TestDataFeed();
var dataManager = new DataManager(dataFeed,
new UniverseSelection(_algorithm,
_securityService),
_algorithm,
_algorithm.TimeKeeper,
MarketHoursDatabase.AlwaysOpen,
false,
new RegisteredSecurityDataTypesProvider());
var config = new SubscriptionDataConfig(typeof(TradeBar),
Symbols.SPY,
Resolution.Daily,
TimeZones.NewYork,
TimeZones.NewYork,
false,
false,
false);
// Universe A: adds the config
dataManager.SubscriptionManagerGetOrAdd(config);
var request = new SubscriptionRequest(false,
null,
new Security(Symbols.SPY,
SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc),
new Cash(Currencies.USD, 1, 1),
SymbolProperties.GetDefault(Currencies.USD),
new IdentityCurrencyConverter(Currencies.USD),
new RegisteredSecurityDataTypesProvider(),
new SecurityCache()),
config,
new DateTime(2019, 1, 1),
new DateTime(2019, 1, 1));
dataFeed.Subscription = new Subscription(request,
new EnqueueableEnumerator <SubscriptionData>(),
null);
// Universe A: adds the subscription
dataManager.AddSubscription(request);
// Universe B: adds the config
dataManager.SubscriptionManagerGetOrAdd(config);
// Universe A: removes the subscription
Assert.IsTrue(dataManager.RemoveSubscription(config));
Assert.AreEqual(0, dataManager.GetSubscriptionDataConfigs(config.Symbol).Count);
// Universe B: adds the subscription
Assert.IsTrue(dataManager.AddSubscription(request));
// the config should be present
Assert.AreEqual(1, dataManager.GetSubscriptionDataConfigs(config.Symbol).Count);
dataManager.RemoveAllSubscriptions();
}
public TanpActorSystem()
{
ActorSystem = ActorSystem.Create("TANP");
// initialize structure
IActorRef productManager = ActorSystem.ActorOf <ProductManagementActor>(ActorNames.ProductManager());
IActorRef basketManager = ActorSystem.ActorOf <ProductManagementActor>(ActorNames.BasketManager());
// populate with hard coded test feed
TestDataFeed.GetProducts().ForEach(m => productManager.Tell(m));
}
