Martin Molinero
50 lines
1.7 KiB
C#
50 lines
1.7 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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*/
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using NUnit.Framework;
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using QuantConnect.Lean.Engine.DataFeeds;
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namespace QuantConnect.Tests.Engine.DataCacheProviders
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{
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[TestFixture]
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public class SingleEntryDataCacheProviderTests
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{
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private SingleEntryDataCacheProvider _singleEntryDataCacheProvider;
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[OneTimeSetUp]
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public void Setup()
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{
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_singleEntryDataCacheProvider = new SingleEntryDataCacheProvider(new DefaultDataProvider());
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}
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[Test]
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public void SingleEntryDataCache_CanFetchDataThatExists()
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{
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var stream = _singleEntryDataCacheProvider.Fetch("../../../Data/equity/usa/minute/aapl/20140606_trade.zip");
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Assert.IsNotNull(stream);
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}
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[Test]
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public void SingleEntryDataCache_CannotFetchDataThatDoesNotExist()
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{
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var stream = _singleEntryDataCacheProvider.Fetch("../../../Data/equity/usa/minute/aapl/19980606_trade.zip");
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Assert.IsNull(stream);
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}
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}
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}
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