public void WontRemoveEnumeratorsReturningTrueWithCurrentNull() { var time = new DateTime(2016, 03, 03, 12, 05, 00); var tradeBar1 = new TradeBar { Symbol = Symbols.SPY, Time = time }; var tradeBar2 = new TradeBar { Symbol = Symbols.AAPL, Time = time, Open = 23 }; var stream1 = Enumerable.Range(0, 20) // return null except the last value and check if its emitted .Select(x => x == 19 ? new Slice(time.AddSeconds(x * 1), new BaseData[] { tradeBar1, tradeBar2 }, utcTime: time.AddSeconds(x * 1)) : null ).GetEnumerator(); var stream2 = Enumerable.Range(0, 5).Select(x => new Slice(time.AddSeconds(x * 2), new List <BaseData>(), utcTime: time.AddSeconds(x * 2))).GetEnumerator(); var stream3 = Enumerable.Range(0, 20).Select(x => new Slice(time.AddSeconds(x * 0.5), new List <BaseData>(), utcTime: time.AddSeconds(x * 0.5))).GetEnumerator(); var previous = new Slice(DateTime.MinValue, new List <BaseData>(), DateTime.MinValue); var synchronizer = new SynchronizingSliceEnumerator(stream1, stream2, stream3); while (synchronizer.MoveNext()) { Assert.That(synchronizer.Current.UtcTime, Is.GreaterThanOrEqualTo(previous.UtcTime)); previous = synchronizer.Current; } Assert.AreEqual(2, previous.Bars.Count); synchronizer.Dispose(); }
public void WillStopIfAllEnumeratorsCurrentIsNullAndReturningFalse() { var stream1 = new TestEnumerator { MoveNextReturnValue = false }; var synchronizer = new SynchronizingSliceEnumerator(stream1); while (synchronizer.MoveNext()) { Assert.Fail(); } Assert.IsTrue(stream1.MoveNextWasCalled); synchronizer.Dispose(); }
public void SynchronizesData() { var time = new DateTime(2016, 03, 03, 12, 05, 00); var stream1 = Enumerable.Range(0, 10).Select(x => new Slice(time.AddSeconds(x * 1), new List <BaseData>(), utcTime: time.AddSeconds(x * 1))).GetEnumerator(); var stream2 = Enumerable.Range(0, 5).Select(x => new Slice(time.AddSeconds(x * 2), new List <BaseData>(), utcTime: time.AddSeconds(x * 2))).GetEnumerator(); var stream3 = Enumerable.Range(0, 20).Select(x => new Slice(time.AddSeconds(x * 0.5), new List <BaseData>(), utcTime: time.AddSeconds(x * 0.5))).GetEnumerator(); var previous = DateTime.MinValue; var synchronizer = new SynchronizingSliceEnumerator(stream1, stream2, stream3); while (synchronizer.MoveNext()) { Assert.That(synchronizer.Current.UtcTime, Is.GreaterThanOrEqualTo(previous)); previous = synchronizer.Current.UtcTime; } synchronizer.Dispose(); }
public void WillRemoveEnumeratorsReturningFalse() { var time = new DateTime(2016, 03, 03, 12, 05, 00); var stream1 = new TestEnumerator { MoveNextReturnValue = false }; var stream2 = Enumerable.Range(0, 10).Select(x => new Slice(time.AddSeconds(x * 0.5), new List <BaseData>(), utcTime: time.AddSeconds(x * 0.5))).GetEnumerator(); var synchronizer = new SynchronizingSliceEnumerator(stream1, stream2); var emitted = false; while (synchronizer.MoveNext()) { emitted = true; } Assert.IsTrue(emitted); Assert.IsTrue(stream1.MoveNextWasCalled); Assert.AreEqual(1, stream1.MoveNextCallCount); synchronizer.Dispose(); }