/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using System.Linq; using NUnit.Framework; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Logging; using QuantConnect.Securities; namespace QuantConnect.Tests.Engine.DataFeeds { [TestFixture] public class BacktestingFutureChainProviderTests { private ILogHandler _logHandler; private BacktestingFutureChainProvider _provider; [SetUp] public void SetUp() { _logHandler = Log.LogHandler; _provider = new BacktestingFutureChainProvider(); } [TearDown] public void TearDown() { Log.LogHandler = _logHandler; } [Test] public void CorrectlyDeterminesContractList() { var symbol = Symbol.CreateFuture(Futures.Indices.SP500EMini, Market.CME, DateTime.Today); var result = _provider.GetFutureContractList(symbol, new DateTime(2013, 10, 11)); Assert.IsNotEmpty(result); } [Test] public void ChecksBothOpenInterestAndQuoteFiles() { var testHandler = new QueueLogHandler(); Log.LogHandler = testHandler; var symbol = Symbol.CreateFuture("NonExisting", Market.USA, DateTime.UtcNow); var result = _provider.GetFutureContractList(symbol, new DateTime(2013, 10, 11)).ToList(); Assert.IsTrue(testHandler.Logs.Any(entry => entry.Message.Contains("BacktestingFutureChainProvider.GetFutureContractList(): Failed, files not found:"))); Assert.IsEmpty(result); } } }