public void MappedConfig(bool canonicalUnsubscribeFirst) { TestDataHandler.UnsubscribeCounter = 0; TestDataHandler.SubscribeCounter = 0; var compositeDataQueueHandler = new DataQueueHandlerManager(); compositeDataQueueHandler.SetJob(new LiveNodePacket { Brokerage = "OandaBrokerage", DataQueueHandler = "[ \"TestDataHandler\" ]" }); var canonicalSymbol = Symbols.ES_Future_Chain.UpdateMappedSymbol(Symbols.Future_ESZ18_Dec2018.ID.ToString()); var canonicalConfig = GetConfig(canonicalSymbol); var contractConfig = GetConfig(Symbols.Future_ESZ18_Dec2018); var enumerator = new LiveSubscriptionEnumerator(canonicalConfig, compositeDataQueueHandler, (_, _) => {}); var enumerator2 = new LiveSubscriptionEnumerator(contractConfig, compositeDataQueueHandler, (_, _) => {}); var firstUnsubscribe = canonicalUnsubscribeFirst ? canonicalConfig : contractConfig; var secondUnsubscribe = canonicalUnsubscribeFirst ? contractConfig : canonicalConfig; Assert.AreEqual(2, TestDataHandler.SubscribeCounter); compositeDataQueueHandler.UnsubscribeWithMapping(firstUnsubscribe); Assert.AreEqual(1, TestDataHandler.UnsubscribeCounter); compositeDataQueueHandler.UnsubscribeWithMapping(secondUnsubscribe); Assert.AreEqual(2, TestDataHandler.UnsubscribeCounter); enumerator.Dispose(); enumerator2.Dispose(); compositeDataQueueHandler.Dispose(); }
public void HandlesSymbolMapping() { var canonical = Symbols.Fut_SPY_Feb19_2016.Canonical; var dataQueue = new TestDataQueueHandler { DataPerSymbol = new Dictionary <Symbol, List <BaseData> > { { Symbols.Fut_SPY_Feb19_2016, new List <BaseData> { new Tick(Time.BeginningOfTime, Symbols.Fut_SPY_Feb19_2016, 1, 1) } }, { Symbols.Fut_SPY_Mar19_2016, new List <BaseData> { new Tick(Time.BeginningOfTime, Symbols.Fut_SPY_Mar19_2016, 2, 2) } }, } }; var config = new SubscriptionDataConfig(typeof(Tick), canonical, Resolution.Tick, DateTimeZone.Utc, DateTimeZone.Utc, false, false, false) { MappedSymbol = Symbols.Fut_SPY_Feb19_2016.ID.ToString() }; var compositeDataQueueHandler = new TestDataQueueHandlerManager(); compositeDataQueueHandler.ExposedDataHandlers.Add(dataQueue); var data = new LiveSubscriptionEnumerator(config, compositeDataQueueHandler, (_, _) => {}); Assert.IsTrue(data.MoveNext()); Assert.AreEqual(1, (data.Current as Tick).AskPrice); Assert.AreEqual(canonical, (data.Current as Tick).Symbol); Assert.IsFalse(data.MoveNext()); Assert.IsNull(data.Current); Assert.AreEqual(2, dataQueue.DataPerSymbol.Count); config.MappedSymbol = Symbols.Fut_SPY_Mar19_2016.ID.ToString(); Assert.AreEqual(1, dataQueue.DataPerSymbol.Count); Assert.IsTrue(data.MoveNext()); Assert.AreEqual(2, (data.Current as Tick).AskPrice); Assert.AreEqual(canonical, (data.Current as Tick).Symbol); Assert.AreNotEqual(canonical, dataQueue.DataPerSymbol[Symbols.Fut_SPY_Mar19_2016].Single().Symbol); Assert.IsFalse(data.MoveNext()); Assert.IsNull(data.Current); Assert.AreEqual(1, dataQueue.DataPerSymbol.Count); data.Dispose(); compositeDataQueueHandler.Dispose(); }