public void EmptyNullEnumerators(bool skipsBasedOnEndTime)
{
var time = new DateTime(2020, 1, 1);
// empty enumerators
var enumerator1 = new List <BaseData>().GetEnumerator();
var enumerator2 = new List <BaseData>().GetEnumerator();
var enumerator3 = new List <BaseData>
{
new Tick(time, Symbols.SPY, 10, 10),
new Tick(time.AddSeconds(-1), Symbols.SPY, 20, 20),
new Tick(time.AddSeconds(1), Symbols.SPY, 30, 30)
}.GetEnumerator();
var concat = new ConcatEnumerator(skipsBasedOnEndTime, enumerator1, null, enumerator2, enumerator3);
Assert.IsTrue(concat.MoveNext());
Assert.AreEqual(10, (concat.Current as Tick).AskPrice);
Assert.IsTrue(concat.MoveNext());
Assert.AreEqual(20, (concat.Current as Tick).AskPrice);
Assert.IsTrue(concat.MoveNext());
Assert.AreEqual(30, (concat.Current as Tick).AskPrice);
Assert.IsFalse(concat.MoveNext());
Assert.IsNull(concat.Current);
concat.Dispose();
}
public void SkipsBasedOnEndTime(bool skipsBasedOnEndTime)
{
var time = new DateTime(2020, 1, 1);
var enumerator1 = new List <BaseData> {
new Tick(time, Symbols.SPY, 10, 10)
}.GetEnumerator();
var enumerator2 = new List <BaseData>
{
new Tick(time.AddSeconds(-1), Symbols.SPY, 20, 20), //should be skipped because end time is before previous tick
new Tick(time.AddSeconds(1), Symbols.SPY, 30, 30)
}.GetEnumerator();
var concat = new ConcatEnumerator(skipsBasedOnEndTime, enumerator1, enumerator2);
Assert.IsTrue(concat.MoveNext());
Assert.AreEqual(10, (concat.Current as Tick).AskPrice);
if (!skipsBasedOnEndTime)
{
Assert.IsTrue(concat.MoveNext());
Assert.AreEqual(20, (concat.Current as Tick).AskPrice);
}
Assert.IsTrue(concat.MoveNext());
Assert.AreEqual(30, (concat.Current as Tick).AskPrice);
Assert.IsFalse(concat.MoveNext());
Assert.IsNull(concat.Current);
concat.Dispose();
}
public void DropsEnumeratorsReturningNullAndTrue(bool skipsBasedOnEndTime)
{
var enumerator1 = new TestEnumerator();
var enumerator2 = new TestEnumerator();
var concat = new ConcatEnumerator(skipsBasedOnEndTime, enumerator1, null, enumerator2);
Assert.IsTrue(concat.MoveNext());
Assert.IsNull(concat.Current);
Assert.IsTrue(enumerator1.Disposed);
Assert.IsFalse(enumerator2.Disposed);
Assert.AreEqual(1, enumerator2.MoveNextCount);
Assert.IsTrue(concat.MoveNext());
// we assert it just keeps the last enumerator and drops the rest
Assert.IsTrue(enumerator1.Disposed);
Assert.IsFalse(enumerator2.Disposed);
Assert.IsNull(concat.Current);
Assert.AreEqual(2, enumerator2.MoveNextCount);
concat.Dispose();
}
