DataServer

Bugfix in DataSeries

Src/Myc.Test.Trade.DataServer.pas

@@ -0,0 +1,120 @@
+unit Myc.Test.Trade.DataServer;
+
+interface
+
+uses
+    System.SysUtils,
+    System.Generics.Collections, // E2003: Added for TList<T>
+    DUnitX.TestFramework,
+    Myc.Signals,
+    Myc.Lazy,
+    Myc.Futures,
+    Myc.Trade.DataPoint,
+    Myc.Trade.DataSeries,
+    Myc.Trade.DataServer;
+
+type
+    // Define ITickData as an alias for the specific IDataPoint interface.
+    ITickData = IDataPoint<ITick>;
+
+    [TestFixture]
+    TTest_TABFileServer_Equivalence = class(TObject)
+    private
+        FServer: IDataServer<ITickData>;
+        FExpectedData: TArray<TAskBid.TTick>;
+    public
+        [Setup]
+        procedure Setup;
+        [TearDown]
+        procedure TearDown;
+
+        [Test]
+        procedure Test_ServerReturnsSameDataAs_LoadDataSeries;
+    end;
+
+implementation
+
+uses
+    Myc.TaskManager;
+
+const
+    // The reference data file for this test.
+    C_TEST_FILENAME = '\\COFFEE\TickData\Pepperstone\AUDNZD_2024_05.tab_zip';
+    // The chunk size for fetching data from the server.
+    C_MAX_FETCH = 20;
+
+{ TTest_TABFileServer_Equivalence }
+
+procedure TTest_TABFileServer_Equivalence.Setup;
+begin
+    // SetupTaskManagerMock;
+
+    // IsMemoryLow := function: Boolean begin exit(false); end;
+
+    // 1. Load the ground truth data using the original LoadDataSeries function.
+    FExpectedData := TAskBid.LoadDataSeries(C_TEST_FILENAME).WaitFor;
+
+    // 2. Set up the filename and the TABFileServer instance.
+    FServer := TTABFileServer.Create(C_TEST_FILENAME, C_MAX_FETCH);
+end;
+
+procedure TTest_TABFileServer_Equivalence.TearDown;
+begin
+    FServer := nil;
+    SetLength(FExpectedData, 0);
+    IsMemoryLow := nil;
+end;
+
+procedure TTest_TABFileServer_Equivalence.Test_ServerReturnsSameDataAs_LoadDataSeries;
+var
+    actualDataList: TList<ITickData>;
+    chunk: TArray<ITickData>;
+    newChunk: TLazy<TArray<ITickData>>;
+begin
+    actualDataList := TList<ITickData>.Create;
+    try
+        newChunk := TLazy<TArray<ITickData>>.Construct(FServer.Data);
+
+        // Loop until the server stops providing new data chunks.
+        var cnt: Int64 := 0;
+        while not FServer.IsLiveData.Value do
+        begin
+            FServer.Fetch;
+
+            // Get the data chunk produced by the last Fetch call.
+            if newChunk.Pop(chunk) then
+            begin
+                for var i := 0 to High(chunk) do
+                begin
+                    actualDataList.Add(chunk[i]);
+                    Assert.AreEqual(chunk[i].Idx, cnt, 'Index mismatch');
+                    inc(cnt);
+                end;
+            end;
+        end;
+
+        // --- Assertions ---
+
+        // 1. Verify that the total number of records matches.
+        Assert.AreEqual(Length(FExpectedData), actualDataList.Count, 'Data record count mismatch');
+
+        // 2. Verify that the content of each record is identical.
+        for var i := 0 to High(FExpectedData) do
+        begin
+            var expectedTick := FExpectedData[i];
+            var actualTick := actualDataList[i];
+
+            // E2003: Removed assertion for 'Index', as it's not part of the IDataPoint interface.
+            // The index is an implementation detail of the faulty ConvertTicks and cannot be tested here.
+            Assert.AreEqual(expectedTick.OADateTime, actualTick.Time, 'Timestamp mismatch ');
+            Assert.IsTrue(Abs(expectedTick.Data.Ask - actualTick.Data.Ask) < 0.0001, 'Ask price mismatch');
+            Assert.IsTrue(Abs(expectedTick.Data.Bid - actualTick.Data.Bid) < 0.0001, 'Bid price mismatch');
+        end;
+    finally
+        actualDataList.Free;
+    end;
+end;
+
+initialization
+    TDUnitX.RegisterTestFixture(TTest_TABFileServer_Equivalence);
+end.