public void DataIsNotCachedForEphemeralDataCacheProvider()
{
var config = new SubscriptionDataConfig(
typeof(TestTradeBarFactory),
Symbol.Create("SymbolNonEphemeralTest1", SecurityType.Equity, Market.USA),
Resolution.Daily,
TimeZones.NewYork,
TimeZones.NewYork,
true,
true,
false);
var dataCacheProvider = new CustomEphemeralDataCacheProvider {
IsDataEphemeral = true
};
var reader = new TextSubscriptionDataSourceReader(
dataCacheProvider,
config,
_initialDate,
false);
var source = (new TradeBar()).GetSource(config, _initialDate, false);
dataCacheProvider.Data = "20000101 00:00,1,1,1,1,1";
var dataBars = reader.Read(source).First();
dataCacheProvider.Data = "20000101 00:00,2,2,2,2,2";
var dataBars2 = reader.Read(source).First();
Assert.AreEqual(new DateTime(2000, 1, 1), dataBars.Time);
Assert.AreEqual(new DateTime(2000, 1, 1), dataBars2.Time);
Assert.AreNotEqual(dataBars.Price, dataBars2.Price);
}
public void CacheHappyPerformance()
{
long counter = 0;
var datas = new List <IEnumerable <BaseData> >();
var factory = new TradeBar();
var cacheProvider = new CustomEphemeralDataCacheProvider();
// we load SPY hour zip into memory and use it as the source of different fake tickers
var config = new SubscriptionDataConfig(typeof(TradeBar),
Symbols.SPY,
Resolution.Hour,
TimeZones.NewYork,
TimeZones.NewYork,
true,
true,
false);
var fakeSource = factory.GetSource(config, new DateTime(2013, 10, 07), false);
cacheProvider.Data = string.Join(Environment.NewLine, QuantConnect.Compression.ReadLines(fakeSource.Source));
for (var i = 0; i < 500; i++)
{
var ticker = $"{i}";
var fakeConfig = new SubscriptionDataConfig(
typeof(TradeBar),
Symbol.Create(ticker, SecurityType.Equity, Market.USA),
Resolution.Hour,
TimeZones.NewYork,
TimeZones.NewYork,
true,
true,
false);
var reader = new TextSubscriptionDataSourceReader(cacheProvider, fakeConfig, Time.EndOfTime, false);
var source = factory.GetSource(fakeConfig, Time.BeginningOfTime, false);
datas.Add(reader.Read(source));
}
var timer = new Stopwatch();
timer.Start();
Parallel.ForEach(datas, enumerable =>
{
// after the first call should use the cache
foreach (var data in enumerable)
{
Interlocked.Increment(ref counter);
}
foreach (var data in enumerable)
{
Interlocked.Increment(ref counter);
}
foreach (var data in enumerable)
{
Interlocked.Increment(ref counter);
}
});
timer.Stop();
Log.Trace($"Took {timer.ElapsedMilliseconds}ms. Data count {counter}");
}
