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]);
}