AlgorithmIndicatorsTests.cs

/*
 * 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.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Linq.Expressions;

using Moq;
using NUnit.Framework;

using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.DataFeeds;
using QuantConnect.Lean.Engine.HistoricalData;
using QuantConnect.Tests.Engine.DataFeeds;

namespace QuantConnect.Tests.Algorithm
{
    [TestFixture]
    public class AlgorithmIndicatorsTests
    {
        private QCAlgorithm _algorithm;

        [SetUp]
        public void Setup()
        {
            _algorithm = new QCAlgorithm();
            _algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(_algorithm));

            var historyProvider = new SubscriptionDataReaderHistoryProvider();
            using var cacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider);
            historyProvider.Initialize(new HistoryProviderInitializeParameters(null, null,
                TestGlobals.DataProvider, cacheProvider, TestGlobals.MapFileProvider, TestGlobals.FactorFileProvider,
                null, true, new DataPermissionManager()));
            _algorithm.SetHistoryProvider(historyProvider);

            _algorithm.SetDateTime(new DateTime(2013, 10, 11, 15, 0, 0));
            _algorithm.AddEquity("SPY");
            _algorithm.EnableAutomaticIndicatorWarmUp = true;
        }

        [Test]
        public void IndicatorsPassSelectorToWarmUp()
        {
            var mockSelector = new Mock<Func<IBaseData, TradeBar>>();
            mockSelector.Setup(_ => _(It.IsAny<IBaseData>())).Returns<TradeBar>(_ => (TradeBar)_);

            var indicator = _algorithm.ABANDS(Symbols.SPY, 20, selector: mockSelector.Object);

            Assert.IsTrue(indicator.IsReady);
            mockSelector.Verify(_ => _(It.IsAny<IBaseData>()), Times.Exactly(indicator.WarmUpPeriod));
        }
    }
}