public void SetUp() { filePath = string.Format("{0}/{1}/{2}/{3}/{4}/{5}.zip", TestConfiguration.Parameters["dataPath"], "forex", "oanda", "minute", "eurusd", "20171022_quote"); filePathDaily = string.Format("{0}/{1}/{2}/{3}/{4}.zip", TestConfiguration.Parameters["dataPath"], "forex", "oanda", "daily", "eurusd"); filePathCfdDaily = string.Format("{0}/{1}/{2}/{3}/{4}.zip", TestConfiguration.Parameters["dataPath"], "cfd", "oanda", "daily", "bcousd"); _dataProvider = new QuantConnect.Lean.Engine.DataFeeds.OandaDataProvider(); }
public void DataIsCorrect() { var date = new DateTime(2017, 10, 22); var config = new SubscriptionDataConfig( typeof(QuoteBar), Symbol.Create("OANDA/EURUSD", SecurityType.Forex, Market.Oanda), Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, true, true, false); //var dataCacheProvider = new CustomEphemeralDataCacheProvider { IsDataEphemeral = true }; var dataProvider = new QuantConnect.Lean.Engine.DataFeeds.OandaDataProvider(); //dataProvider.Initialize(TestConfiguration.Parameters["token"], TestConfiguration.Parameters["dataPath"]); var dataCacheProvider = new SingleEntryDataCacheProvider(dataProvider); var reader = new TextSubscriptionDataSourceReader( dataCacheProvider, config, date, false); Config.Set("oanda-data-access-token", TestConfiguration.Parameters["token"]); Config.Set("data-folder", TestConfiguration.Parameters["dataPath"]); Globals.Reset(); var source = (new ForexOandaVolume()).GetSource(config, date, false); var dataBars = reader.Read(source); decimal[] prices = { 1.176455m, 1.17648m }; BaseData[] data = dataBars.ToArray(); Assert.AreEqual(data[0].Price, prices[0]); Assert.AreEqual(data[1].Price, prices[1]); }