public void DoesNotEmitDataBeyondTradableDate(string data, bool shouldEmitSecondDataPoint, Resolution dataResolution) { var start = new DateTime(2019, 12, 9); var end = new DateTime(2019, 12, 12); var mapFileProvider = new LocalDiskMapFileProvider(); var mapFileResolver = new MapFileResolver(mapFileProvider.Get(Market.USA)); var dataReader = new SubscriptionDataReader( new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, dataResolution, TimeZones.NewYork, TimeZones.NewYork, false, false, false), start, end, mapFileResolver, new LocalDiskFactorFileProvider(mapFileProvider), LinqExtensions.Range(start, end, time => time + TimeSpan.FromDays(1)), false, new TestDataCacheProvider { Data = data } ); Assert.IsTrue(dataReader.MoveNext()); Assert.AreEqual(shouldEmitSecondDataPoint, dataReader.MoveNext()); }
public void DoesNotEmitDataBeyondTradableDate(string data, bool shouldEmitSecondDataPoint, Resolution dataResolution) { var start = new DateTime(2019, 12, 9); var end = new DateTime(2019, 12, 12); var symbol = Symbols.SPY; var entry = MarketHoursDatabase.FromDataFolder().GetEntry(symbol.ID.Market, symbol, symbol.SecurityType); var config = new SubscriptionDataConfig(typeof(TradeBar), symbol, dataResolution, TimeZones.NewYork, TimeZones.NewYork, false, false, false); var dataReader = new SubscriptionDataReader(config, new HistoryRequest(config, entry.ExchangeHours, start, end), TestGlobals.MapFileProvider, TestGlobals.FactorFileProvider, new TestDataCacheProvider { Data = data }, TestGlobals.DataProvider ); Assert.IsTrue(dataReader.MoveNext()); Assert.AreEqual(shouldEmitSecondDataPoint, dataReader.MoveNext()); }