Files
quantconnect--lean/Tests/Common/Securities/SubscriptionDataConfigTests.cs
2016-04-12 19:06:33 -04:00

44 lines
1.8 KiB
C#

/*
* 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.Collections.Generic;
using NUnit.Framework;
using QuantConnect.Data;
using QuantConnect.Data.Market;
namespace QuantConnect.Tests.Common.Securities
{
[TestFixture]
public class SubscriptionDataConfigTests
{
[Test]
public void UsesValueEqualsSemantics()
{
var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
var config2 = new SubscriptionDataConfig(config1);
Assert.AreEqual(config1, config2);
}
[Test]
public void UsedAsDictionaryKey()
{
var set = new HashSet<SubscriptionDataConfig>();
var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
Assert.IsTrue(set.Add(config1));
var config2 = new SubscriptionDataConfig(config1);
Assert.IsFalse(set.Add(config2));
}
}
}