Files
quantconnect--lean/Tests/Engine/DataFeeds/DataManagerStub.cs
Martin-Molinero f4ed48fce2 Always use AlgorithmHandler.DataProvider (#4658)
- `UniverseSelection` and `Research` will always use
  `AlgorithmHandler.DataProvider` instance instead of
  `DefaultDataProvider`
- Remove Compression at test/app.config since the dll isn't required
- Add missing license header
2020-08-27 16:07:56 -03:00

110 lines
4.1 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 QuantConnect.Algorithm;
using QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.DataFeeds;
using QuantConnect.Securities;
namespace QuantConnect.Tests.Engine.DataFeeds
{
internal class DataManagerStub : DataManager
{
public ISecurityService SecurityService { get; }
public IAlgorithm Algorithm { get; }
public DataManagerStub()
: this(new QCAlgorithm())
{
}
public DataManagerStub(ITimeKeeper timeKeeper)
: this(new QCAlgorithm(), timeKeeper)
{
}
public DataManagerStub(IAlgorithm algorithm, IDataFeed dataFeed, bool liveMode = false)
: this(dataFeed, algorithm, new TimeKeeper(DateTime.UtcNow, TimeZones.NewYork), liveMode)
{
}
public DataManagerStub(IAlgorithm algorithm)
: this(new NullDataFeed(), algorithm, new TimeKeeper(DateTime.UtcNow, TimeZones.NewYork))
{
}
public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm)
: this(dataFeed, algorithm, new TimeKeeper(DateTime.UtcNow, TimeZones.NewYork))
{
}
public DataManagerStub(IAlgorithm algorithm, ITimeKeeper timeKeeper)
: this(new NullDataFeed(), algorithm, timeKeeper)
{
}
public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, bool liveMode = false)
: this(dataFeed, algorithm, timeKeeper, MarketHoursDatabase.FromDataFolder(), SymbolPropertiesDatabase.FromDataFolder(), liveMode)
{
}
public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase, bool liveMode = false)
: this(dataFeed, algorithm, timeKeeper, marketHoursDatabase,
new SecurityService(algorithm.Portfolio.CashBook,
marketHoursDatabase,
symbolPropertiesDatabase,
algorithm,
RegisteredSecurityDataTypesProvider.Null,
new SecurityCacheProvider(algorithm.Portfolio)),
liveMode)
{
}
public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, MarketHoursDatabase marketHoursDatabase, SecurityService securityService, bool liveMode = false)
: this(dataFeed,
algorithm,
timeKeeper,
marketHoursDatabase,
securityService,
new DataPermissionManager(),
liveMode)
{
}
public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, MarketHoursDatabase marketHoursDatabase, SecurityService securityService, DataPermissionManager dataPermissionManager, bool liveMode = false)
: base(dataFeed,
new UniverseSelection(algorithm, securityService, dataPermissionManager, new DefaultDataProvider()),
algorithm,
timeKeeper,
marketHoursDatabase,
liveMode,
RegisteredSecurityDataTypesProvider.Null,
dataPermissionManager)
{
SecurityService = securityService;
algorithm.Securities.SetSecurityService(securityService);
Algorithm = algorithm;
}
}
}