public void CachesValueAndReturnsSameReference()
{
var provider = new LocalDiskFactorFileProvider();
var factorFile1 = provider.Get(Symbols.SPY);
var factorFile2 = provider.Get(Symbols.SPY);
Assert.IsTrue(ReferenceEquals(factorFile1, factorFile2));
}
public void TestsFileSystemDataFeedSpeed()
{
var job = new BacktestNodePacket();
var resultHandler = new BacktestingResultHandler();
var mapFileProvider = new LocalDiskMapFileProvider();
var factorFileProvider = new LocalDiskFactorFileProvider(mapFileProvider);
var dataFileProvider = new DefaultDataFileProvider();
var algorithm = new BenchmarkTest();
var feed = new FileSystemDataFeed();
feed.Initialize(algorithm, job, resultHandler, mapFileProvider, factorFileProvider, dataFileProvider);
algorithm.Initialize();
var feedThreadStarted = new ManualResetEvent(false);
Task.Factory.StartNew(() =>
{
feedThreadStarted.Set();
feed.Run();
});
feedThreadStarted.WaitOne();
var stopwatch = Stopwatch.StartNew();
var lastMonth = -1;
var count = 0;
foreach (var timeSlice in feed)
{
if (timeSlice.Time.Month != lastMonth)
{
Console.WriteLine(DateTime.Now + " - Time: " + timeSlice.Time);
lastMonth = timeSlice.Time.Month;
}
count++;
}
Console.WriteLine("Count: " + count);
stopwatch.Stop();
Console.WriteLine("Elapsed time: " + stopwatch.Elapsed);
}
public void ReturnsNullForNotFound()
{
var provider = new LocalDiskFactorFileProvider();
var factorFile = provider.Get(Symbol.Create("not - a - ticker", SecurityType.Equity, QuantConnect.Market.USA));
Assert.IsNull(factorFile);
}
public void RetrievesFromDisk()
{
var provider = new LocalDiskFactorFileProvider();
var factorFile = provider.Get(Symbols.SPY);
Assert.IsNotNull(factorFile);
}