Files
quantconnect--lean/Tests/Common/Data/ChannelTests.cs
Adalyat Nazirov 75eac27795 Bug 4600 brokerage unsubscribe symbol granular (#4640)
* bitfinex unsubscribe impl

* IB implementation

* Alpaca Brokerage

* Fxcm Brokerage

* Bitfinex remake

* GDAX Brokerage

* move & rename DataQueueHandler subscription manager to better place for using in ToolBox

* performance tuning

use unified Channel class everywhere
BaseWebsocketBrokerage.GetSubscribed method relies on DQHSubscriptionManager

* TradierBrokerage implementation

* OandaBrokerage implementation

* FakeDataQueue subcription manager

* Fake SubscriptionManager for testing

* CoinApi implementation

* IEXDataQueueHandler implementation

* IQFeed Implementation

* unit tests

* fix SubscribeSymbols params

* thread safe subscribed symbols

* don't need to lock Keys prop, because it's thread safe

* accurate PolygonDataQueueHandler subscribe/unsubscribe methods

* Alpaca isnt DataQueueHAndler anymore

* remove unused variable

* remove redundant hashset

* fix coin api subscribe method

* disclaimer

* prettify code

* race condition?

* fix symbol conversion

* log if unsubscribed; change Channel Id type

* requested changes

* pass GetChannelName func as required parameter

* centralized logs

* use single name for all idqh with no difference in tick type

* change Oanda resubscribe method

* CanSubscribe doesn't change instance state - can be marked as static.

* change Oanda Subscription tracking

* style changes

* bitfinex fix

* fix spelling
2020-09-14 20:11:44 -03:00

60 lines
2.4 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;
using System.Linq;
using NUnit.Framework;
using QuantConnect.Data;
namespace QuantConnect.Tests.Common.Data
{
[TestFixture]
public class ChannelTests
{
private static TestCaseData[] Equality => new[]
{
new TestCaseData(new Channel("trade", Symbols.SPY), Symbols.SPY, "trade"),
new TestCaseData(new Channel("quote", Symbols.AAPL), Symbols.AAPL, "quote"),
new TestCaseData(new Channel("quote-trade", Symbols.IBM), Symbols.IBM, "quote-trade")
};
[TestCaseSource(nameof(Equality))]
public void Equal(Channel expected, Symbol symbol, string channelName)
{
var actual = new Channel(channelName, symbol);
Assert.AreNotSame(expected, actual);
Assert.AreEqual(expected, actual);
Assert.AreEqual(expected.GetHashCode(), actual.GetHashCode());
}
private static TestCaseData[] Inequality => new[]
{
new TestCaseData(new Channel("trade", Symbols.SPY), Symbols.SPY, "quote"),
new TestCaseData(new Channel("trade", Symbols.AAPL), Symbols.SPY, "trade"),
new TestCaseData(new Channel("quote-trade", Symbols.IBM), Symbols.IBM, "quote"),
new TestCaseData(new Channel("quote-trade", Symbols.MSFT), Symbols.MSFT, "trade")
};
[TestCaseSource(nameof(Inequality))]
public void NotEqual(Channel expected, Symbol symbol, string channelName)
{
var actual = new Channel(channelName, symbol);
Assert.AreNotSame(expected, actual);
Assert.AreNotEqual(expected, actual);
Assert.AreNotEqual(expected.GetHashCode(), actual.GetHashCode());
}
}
}