Martin-Molinero
a8e104f696
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* Allow DataWriter to merge existing ticks if desired - Optionally allow lean data writer to merge new ticks with existing - Adjust ZipStreamWriter - Fix bug in compression lib that was leaving files open. Reproduced by added tests. * Address reviews - Define new WritePolicy to configure the behavior of the LeanDataWriter regarding how it should handle writing to a file: merge, overwrite, append
101 lines
3.3 KiB
C#
101 lines
3.3 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 System;
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using System.IO;
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using System.Linq;
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using NUnit.Framework;
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using QuantConnect.Util;
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namespace QuantConnect.Tests.Compression
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{
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[TestFixture]
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public class ZipStreamWriterTests
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{
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[Test]
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public void Create()
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{
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var fileName = Guid.NewGuid().ToString();
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var file = new ZipStreamWriter(fileName, "pepe");
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file.WriteLine("grillo");
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file.WriteLine("the");
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file.WriteLine("best");
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file.DisposeSafely();
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var lines = QuantConnect.Compression.ReadLines(fileName).ToList();
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Assert.AreEqual(3, lines.Count);
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Assert.AreEqual("grillo", lines[0]);
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Assert.AreEqual("the", lines[1]);
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Assert.AreEqual("best", lines[2]);
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File.Delete(fileName);
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}
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[Test]
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public void Update()
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{
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var fileName = Guid.NewGuid().ToString();
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var file = new ZipStreamWriter(fileName, "pepe");
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file.WriteLine("grillo");
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file.DisposeSafely();
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var fileBis = new ZipStreamWriter(fileName, "pepe");
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fileBis.WriteLine("the");
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fileBis.WriteLine("best");
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fileBis.DisposeSafely();
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var lines = QuantConnect.Compression.ReadLines(fileName).ToList();
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Assert.AreEqual(3, lines.Count);
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Assert.AreEqual("grillo", lines[0]);
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Assert.AreEqual("the", lines[1]);
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Assert.AreEqual("best", lines[2]);
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File.Delete(fileName);
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}
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[Test]
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public void MultipleEntries()
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{
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var fileName = Guid.NewGuid().ToString();
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var file = new ZipStreamWriter(fileName, "pepe");
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file.WriteLine("grillo");
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file.DisposeSafely();
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var fileBis = new ZipStreamWriter(fileName, "pepeBis");
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fileBis.WriteLine("the");
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fileBis.WriteLine("best");
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fileBis.DisposeSafely();
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var lines = QuantConnect.Compression.Unzip(fileName).ToList();
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Assert.AreEqual(2, lines.Count);
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Assert.AreEqual("pepe", lines[0].Key);
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Assert.AreEqual("pepeBis", lines[1].Key);
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var entry1 = lines[0].Value.ToList();
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Assert.AreEqual(1, entry1.Count);
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Assert.AreEqual("grillo", entry1[0]);
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var entry2 = lines[1].Value.ToList();
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Assert.AreEqual(2, entry2.Count);
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Assert.AreEqual("the", entry2[0]);
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Assert.AreEqual("best", entry2[1]);
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File.Delete(fileName);
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}
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}
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}
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