Files
quantconnect--lean/Tests/Common/SymbolCacheTests.cs
2016-04-20 12:15:36 -04:00

110 lines
3.7 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 NUnit.Framework;
using QuantConnect.Securities;
namespace QuantConnect.Tests.Common
{
[TestFixture]
public class SymbolCacheTests
{
[Test]
public void HandlesRoundTripAccessSymbolToTicker()
{
var ticker = "ticker";
SymbolCache.Set(ticker, Symbols.EURUSD);
var actual = SymbolCache.GetSymbol(ticker);
Assert.AreEqual(Symbols.EURUSD, actual);
}
[Test]
public void HandlesRoundTripAccessTickerToSymbol()
{
var expected = "ticker";
expected = Symbols.EURUSD.Value;
SymbolCache.Set(expected, Symbols.EURUSD);
var actual = SymbolCache.GetTicker(Symbols.EURUSD);
Assert.AreEqual(expected, actual);
}
[Test]
public void TryGetSymbol()
{
SymbolCache.Set("EURUSD", Symbols.EURUSD);
Symbol actual;
Assert.IsTrue(SymbolCache.TryGetSymbol("EURUSD", out actual));
Assert.AreEqual(Symbols.EURUSD, actual);
Assert.IsFalse(SymbolCache.TryGetSymbol("EURUSD1", out actual));
Assert.AreEqual(default(Symbol), actual);
}
[Test]
public void TryGetTicker()
{
SymbolCache.Set("EURUSD", Symbols.EURUSD);
string ticker;
Assert.IsTrue(SymbolCache.TryGetTicker(Symbols.EURUSD, out ticker));
Assert.AreEqual(Symbols.EURUSD.Value, ticker);
var symbol = new Symbol(SecurityIdentifier.GenerateForex("NOT-A-FOREX-PAIR", Market.FXCM), "EURGBP");
Assert.IsFalse(SymbolCache.TryGetTicker(symbol, out ticker));
Assert.AreEqual(default(string), ticker);
}
[Test]
public void TryGetSymbolFromSidString()
{
var sid = Symbols.EURUSD.ID.ToString();
var symbol = SymbolCache.GetSymbol(sid);
Assert.AreEqual(Symbols.EURUSD, symbol);
}
[Test]
public void TryGetTickerFromUncachedSymbol()
{
var symbol = Symbol.Create("My-Ticker", SecurityType.Equity, Market.USA);
var ticker = SymbolCache.GetTicker(symbol);
Assert.AreEqual(symbol.ID.ToString(), ticker);
}
[Test]
public void TryRemoveSymbolRemovesSymbolMappings()
{
string ticker;
Symbol symbol;
SymbolCache.Set("SPY", Symbols.SPY);
Assert.IsTrue(SymbolCache.TryRemove(Symbols.SPY));
Assert.IsFalse(SymbolCache.TryGetSymbol("SPY", out symbol));
Assert.IsFalse(SymbolCache.TryGetTicker(Symbols.SPY, out ticker));
}
[Test]
public void TryRemoveTickerRemovesSymbolMappings()
{
string ticker;
Symbol symbol;
SymbolCache.Set("SPY", Symbols.SPY);
Assert.IsTrue(SymbolCache.TryRemove("SPY"));
Assert.IsFalse(SymbolCache.TryGetSymbol("SPY", out symbol));
Assert.IsFalse(SymbolCache.TryGetTicker(Symbols.SPY, out ticker));
}
}
}