Martin-Molinero
400a0d42d9
* Add internal subscription manager - Add InternalSubscriptionManager that will handle internal Subscription. Replaces the realtime updates - Fix thread race condition in the TimeTriggeredUniverseSubscription, we have one thread injecting data points, the main algorithm thread, and the base exchange is pulling from it - Fixes for FakeDataQueue - Adding unit tests * Address reviews and fixes - Internal subscription will use extended market hours - Only sample charts accordingly - Get api-url once
111 lines
3.5 KiB
C#
111 lines
3.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using NUnit.Framework;
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using QuantConnect.Util;
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using System;
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using System.Collections.Generic;
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using System.Diagnostics;
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using System.Threading.Tasks;
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namespace QuantConnect.Tests.Common.Util
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{
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[TestFixture]
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public class RateGateTests
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{
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[Test, Ignore("Running multiple tests at once causes this test to fail")]
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public void RateGate_200InstancesWaitOnAveragePlus150msMinus20ms()
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{
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var gates = new Dictionary<int, RateGate>();
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for (var i = 300; i < 500; i++)
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{
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gates[i] = new RateGate(10, TimeSpan.FromMilliseconds(i));
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}
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foreach (var kvp in gates)
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{
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var gate = kvp.Value;
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var timer = Stopwatch.StartNew();
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for (var i = 0; i <= 10; i++)
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{
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gate.WaitToProceed();
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}
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timer.Stop();
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var elapsed = timer.Elapsed;
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var lowerBound = TimeSpan.FromMilliseconds(kvp.Key - 20);
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var upperBound = TimeSpan.FromMilliseconds(kvp.Key + 150);
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Assert.GreaterOrEqual(elapsed, lowerBound, $"RateGate was early: {lowerBound - elapsed}");
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Assert.LessOrEqual(elapsed, upperBound, $"RateGate was late: {elapsed - upperBound}");
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gate.Dispose();
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}
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}
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[Test]
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public void RateGate_400InstancesWaitOnAveragePlus150msMinus20msWithTimeout()
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{
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var gates = new Dictionary<int, RateGate>();
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for (var i = 100; i < 500; i++)
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{
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gates[i] = new RateGate(10, TimeSpan.FromMilliseconds(i));
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}
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Parallel.ForEach(gates, kvp =>
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{
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var gate = kvp.Value;
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var timer = Stopwatch.StartNew();
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for (var i = 0; i <= 10; i++)
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{
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gate.WaitToProceed(kvp.Key);
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}
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timer.Stop();
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var elapsed = timer.Elapsed;
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var lowerBound = TimeSpan.FromMilliseconds(kvp.Key - 20);
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var upperBound = TimeSpan.FromMilliseconds(kvp.Key + 150);
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Assert.GreaterOrEqual(elapsed, lowerBound, $"RateGate was early: {lowerBound - elapsed}");
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Assert.LessOrEqual(elapsed, upperBound, $"RateGate was late: {elapsed - upperBound}");
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gate.Dispose();
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});
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}
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[Test]
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public void RateGate_ShouldSkipBecauseOfTimeout()
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{
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var gate = new RateGate(1, TimeSpan.FromSeconds(20));
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var timer = Stopwatch.StartNew();
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Assert.IsTrue(gate.WaitToProceed(-1));
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Assert.IsFalse(gate.WaitToProceed(0));
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timer.Stop();
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Assert.LessOrEqual(timer.Elapsed, TimeSpan.FromSeconds(10));
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gate.Dispose();
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}
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}
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}
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