public void HandlesRestApi()
{
var resolution = Resolution.Second;
FuncDataQueueHandler dqgh;
var feed = RunDataFeed(out dqgh);
_algorithm.AddData <RestApiBaseData>("RestApi", resolution);
var symbol = SymbolCache.GetSymbol("RestApi");
var count = 0;
var receivedData = false;
var timeZone = _algorithm.Securities[symbol].Exchange.TimeZone;
RestApiBaseData last = null;
var cancellationTokenSource = new CancellationTokenSource();
foreach (var ts in _synchronizer.StreamData(cancellationTokenSource.Token))
{
if (!ts.Slice.ContainsKey(symbol))
{
return;
}
count++;
receivedData = true;
var data = (RestApiBaseData)ts.Slice[symbol];
var time = data.EndTime.ConvertToUtc(timeZone);
ConsoleWriteLine(DateTime.UtcNow + ": Data time: " + time.ConvertFromUtc(TimeZones.NewYork) + Environment.NewLine);
if (last != null)
{
Assert.AreEqual(last.EndTime, data.EndTime.Subtract(resolution.ToTimeSpan()));
}
last = data;
}
feed.Exit();
Assert.That(count, Is.GreaterThanOrEqualTo(8));
Assert.IsTrue(receivedData);
Assert.That(RestApiBaseData.ReaderCount, Is.LessThanOrEqualTo(30)); // we poll at 10x frequency
Console.WriteLine("Count: " + count + " ReaderCount: " + RestApiBaseData.ReaderCount);
}
