public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
{
var source = Path.Combine(Globals.DataFolder, "equity", "usa", config.Resolution.ToString().ToLower(),
Symbols.SPY.Value.ToLowerInvariant(), LeanData.GenerateZipFileName(Symbols.SPY, date, config.Resolution, config.TickType));
return(new SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.Csv));
}
public void DecomposesAccordingToLeanDataFileGeneration(Arguments args)
{
var sourceString = LeanData.GenerateRelativeZipFilePath(args.Symbol, args.Date, args.Resolution, args.TickType);
var decomposed = LeanDataPathComponents.Parse(sourceString);
var expectedFileName = LeanData.GenerateZipFileName(args.Symbol, args.Date, args.Resolution, args.TickType);
Assert.AreEqual(args.Symbol, decomposed.Symbol);
Assert.AreEqual(args.Date, decomposed.Date);
Assert.AreEqual(expectedFileName, decomposed.Filename);
Assert.AreEqual(args.Symbol.ID.SecurityType, decomposed.SecurityType);
Assert.AreEqual(args.Symbol.ID.Market, decomposed.Market);
Assert.AreEqual(args.TickType, decomposed.TickType);
Assert.AreEqual(args.Market, decomposed.Market);
}
public void GenerateZipFileName(LeanDataTestParameters parameters)
{
var zip = LeanData.GenerateZipFileName(parameters.Symbol, parameters.Date, parameters.Resolution, parameters.TickType);
Assert.AreEqual(parameters.ExpectedZipFileName, zip);
}