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();
}
