public void ResetTests(SecurityCache cache, SecuritySeedData seedType)
{
switch (seedType)
{
case SecuritySeedData.None:
case SecuritySeedData.OpenInterest:
case SecuritySeedData.OpenInterestTick:
break;
case SecuritySeedData.QuoteTick:
Assert.IsNotNull(cache.GetData());
Assert.Greater(cache.GetAll <Tick>().Count(x => x.TickType == TickType.Quote), 0);
cache.Reset();
Assert.IsFalse(cache.HasData(typeof(Tick)));
Assert.AreEqual(cache.GetAll <Tick>().Count(x => x.TickType == TickType.Quote), 0);
break;
case SecuritySeedData.TradeTick:
Assert.IsNotNull(cache.GetData());
Assert.Greater(cache.GetAll <Tick>().Count(x => x.TickType == TickType.Trade), 0);
cache.Reset();
Assert.IsFalse(cache.HasData(typeof(Tick)));
Assert.AreEqual(cache.GetAll <Tick>().Count(x => x.TickType == TickType.Trade), 0);
break;
default:
Assert.IsNotNull(cache.GetData());
cache.Reset();
break;
}
}
public void StoreData_SecurityCacheHasTradeAndQuoteTick()
{
// Arrange
var securityCache = new SecurityCache();
var time = DateTime.Now;
var quote = new Tick(time, Symbol.Empty, 100, 102)
{
TickType = TickType.Quote
};
securityCache.StoreData(new[] { quote }, typeof(Tick));
var trade = new Tick(time.AddMilliseconds(1), Symbol.Empty, 100, 100, 102)
{
TickType = TickType.Trade
};
securityCache.StoreData(new[] { trade }, typeof(Tick));
// Adding OpenInterest as Tick or OpenInterest should not matter
var openInterest = new OpenInterest(time, Symbol.Empty, 1000);
securityCache.StoreData(new[] { openInterest }, typeof(Tick)); // Add as Tick
securityCache.StoreData(new[] { openInterest }, typeof(OpenInterest)); // Add as OI
// Assert
Assert.IsTrue(securityCache.HasData(typeof(Tick)));
Assert.True(securityCache.GetData <Tick>().Equals(trade));
Assert.True(securityCache.GetData <OpenInterest>().Equals(openInterest));
Assert.True(securityCache.GetAll <Tick>().LastOrDefault(x => x.TickType == TickType.Quote).Equals(quote));
Assert.True(securityCache.GetAll <Tick>().LastOrDefault(x => x.TickType == TickType.Trade).Equals(trade));
}
public void AddData_SecurityCacheHasTradeAndQuoteTick()
{
// Arrange
var securityCache = new SecurityCache();
var time = DateTime.Now;
var quote = new Tick(time, Symbol.Empty, 100, 102)
{
TickType = TickType.Quote
};
securityCache.AddData(quote);
var trade = new Tick(time, Symbol.Empty, 100, 100, 102)
{
TickType = TickType.Trade
};
securityCache.AddData(trade);
var openInterest = new OpenInterest(time, Symbol.Empty, 1000);
securityCache.AddData(openInterest);
// Assert
Assert.True(securityCache.GetData().Equals(trade));
Assert.True(securityCache.GetData <Tick>().Equals(trade));
Assert.True(securityCache.GetAll <Tick>().LastOrDefault(x => x.TickType == TickType.Quote).Equals(quote));
Assert.True(securityCache.GetAll <Tick>().LastOrDefault(x => x.TickType == TickType.Trade).Equals(trade));
}
public void StoreData_TargetToModify_SecurityCacheHasTradeAndQuoteTick()
{
// Arrange
var sourceToShare = new SecurityCache();
var time = DateTime.Now;
var quote = new Tick(time, Symbol.Empty, 100, 102)
{
TickType = TickType.Quote
};
sourceToShare.StoreData(new[] { quote }, typeof(Tick));
var trade = new Tick(time, Symbol.Empty, 100, 100, 102)
{
TickType = TickType.Trade
};
sourceToShare.StoreData(new[] { trade }, typeof(Tick));
// Adding OpenInterest as Tick or OpenInterest should not matter
var openInterest = new OpenInterest(time, Symbol.Empty, 1000);
sourceToShare.StoreData(new[] { openInterest }, typeof(Tick)); // Add as Tick
sourceToShare.StoreData(new[] { openInterest }, typeof(OpenInterest)); // Add as OI
var targetToModify = new SecurityCache();
SecurityCache.ShareTypeCacheInstance(sourceToShare, targetToModify);
// Assert
Assert.IsTrue(targetToModify.HasData(typeof(Tick)));
Assert.True(targetToModify.GetData <Tick>().Equals(trade));
Assert.True(targetToModify.GetData <OpenInterest>().Equals(openInterest));
Assert.True(targetToModify.GetAll <Tick>().LastOrDefault(x => x.TickType == TickType.Quote).Equals(quote));
Assert.True(targetToModify.GetAll <Tick>().LastOrDefault(x => x.TickType == TickType.Trade).Equals(trade));
}
public void GetAllData_ReturnsListOfData()
{
var cache = new SecurityCache();
cache.StoreData(new []
{
new CustomDataBitcoinAlgorithm.Bitcoin {
Ask = 1m
},
new CustomDataBitcoinAlgorithm.Bitcoin {
Ask = 2m
}
}, typeof(CustomDataBitcoinAlgorithm.Bitcoin));
var data = cache.GetAll <CustomDataBitcoinAlgorithm.Bitcoin>().ToList();
Assert.AreEqual(2, data.Count);
Assert.AreEqual(1m, data[0].Ask);
Assert.AreEqual(2m, data[1].Ask);
}
public void GetAllData_ReturnsListOfDataOnTargetCache()
{
var cache = new SecurityCache();
cache.StoreData(new[]
{
new CustomDataBitcoinAlgorithm.Bitcoin {
Ask = 1m
},
new CustomDataBitcoinAlgorithm.Bitcoin {
Ask = 2m
}
}, typeof(CustomDataBitcoinAlgorithm.Bitcoin));
var targetToModify = new SecurityCache();
SecurityCache.ShareTypeCacheInstance(cache, targetToModify);
var data = targetToModify.GetAll <CustomDataBitcoinAlgorithm.Bitcoin>().ToList();
Assert.AreEqual(2, data.Count);
Assert.AreEqual(1m, data[0].Ask);
Assert.AreEqual(2m, data[1].Ask);
}