public void CachesValueAndReturnsSameReference() { var provider = new LocalDiskFactorFileProvider(); var factorFile1 = provider.Get(Symbols.SPY); var factorFile2 = provider.Get(Symbols.SPY); Assert.IsTrue(ReferenceEquals(factorFile1, factorFile2)); }
public void TestsFileSystemDataFeedSpeed() { var job = new BacktestNodePacket(); var resultHandler = new BacktestingResultHandler(); var mapFileProvider = new LocalDiskMapFileProvider(); var factorFileProvider = new LocalDiskFactorFileProvider(mapFileProvider); var dataFileProvider = new DefaultDataFileProvider(); var algorithm = new BenchmarkTest(); var feed = new FileSystemDataFeed(); feed.Initialize(algorithm, job, resultHandler, mapFileProvider, factorFileProvider, dataFileProvider); algorithm.Initialize(); var feedThreadStarted = new ManualResetEvent(false); Task.Factory.StartNew(() => { feedThreadStarted.Set(); feed.Run(); }); feedThreadStarted.WaitOne(); var stopwatch = Stopwatch.StartNew(); var lastMonth = -1; var count = 0; foreach (var timeSlice in feed) { if (timeSlice.Time.Month != lastMonth) { Console.WriteLine(DateTime.Now + " - Time: " + timeSlice.Time); lastMonth = timeSlice.Time.Month; } count++; } Console.WriteLine("Count: " + count); stopwatch.Stop(); Console.WriteLine("Elapsed time: " + stopwatch.Elapsed); }
public void ReturnsNullForNotFound() { var provider = new LocalDiskFactorFileProvider(); var factorFile = provider.Get(Symbol.Create("not - a - ticker", SecurityType.Equity, QuantConnect.Market.USA)); Assert.IsNull(factorFile); }
public void RetrievesFromDisk() { var provider = new LocalDiskFactorFileProvider(); var factorFile = provider.Get(Symbols.SPY); Assert.IsNotNull(factorFile); }