implementing DataStream

Src/Myc.Test.Trade.DataStream.pas

@@ -0,0 +1,126 @@
+unit Myc.Test.Trade.DataStream;
+
+interface
+
+uses
+    System.SysUtils,
+    System.Generics.Collections,
+    DUnitX.TestFramework,
+    Myc.Signals,
+    Myc.Lazy,
+    Myc.Futures,
+    Myc.Trade.DataPoint,
+    Myc.Trade.DataStream;
+
+type
+    // Test fixture for TDataServer and TAuraTABFileServer, focusing on data equivalence
+    // with TDataSeries.LoadDataSeries.
+    [TestFixture]
+    [IgnoreMemoryLeaks(true)]
+    TTest_TABFileServer_Equivalence = class(TObject)
+    private
+        FServer: IAuraDataServer<TAskBidItem>;
+        FStream: IDataStream<TAskBidItem>;
+    public
+        [SetupFixture]
+        procedure SetupFixture;
+        [Setup]
+        procedure Setup;
+        [TearDown]
+        procedure TearDown;
+        [TearDownFixture]
+        procedure TearDownFixture;
+
+        [Test]
+        procedure Test_ServerReturnsSameDataAs_LoadDataSeries;
+    end;
+
+implementation
+
+uses
+    Myc.TaskManager;
+
+const
+    // The reference data file for this test.
+    C_TEST_PATH = '\\COFFEE\TickData\Pepperstone';
+    C_TEST_SYMBOL = 'GER40';
+    // The chunk size for fetching data from the server.
+    C_MAX_FETCH = 200;
+
+{ TTest_TABFileServer_Equivalence }
+
+procedure TTest_TABFileServer_Equivalence.SetupFixture;
+begin
+    FServer := TAuraTABFileServer.Create(C_TEST_PATH);
+    // TAskBid.ClearCache ensures a clean state for data series loading.
+    FServer.ClearCache;
+end;
+
+procedure TTest_TABFileServer_Equivalence.TearDownFixture;
+begin
+    FServer := nil;
+
+    // Resets the global IsMemoryLow function pointer, if it was set for testing.
+    IsMemoryLow := nil;
+end;
+
+procedure TTest_TABFileServer_Equivalence.Setup;
+begin
+    // Initializes the data server with a specific test file.
+    FStream := FServer.CreateStream(C_TEST_SYMBOL);
+end;
+
+procedure TTest_TABFileServer_Equivalence.TearDown;
+begin
+    // Releases the data server instance.
+    FStream := nil;
+    // Clears any cached data to prevent interference with subsequent tests.
+    FServer.ClearCache;
+end;
+
+procedure TTest_TABFileServer_Equivalence.Test_ServerReturnsSameDataAs_LoadDataSeries;
+var
+    chunk: array[0..C_MAX_FETCH - 1] of TDataPoint<TAskBidItem>;
+    Dst: TArray<TDataPoint<TAskBidItem>>;
+    i: Int64;
+begin
+    // Loads the expected data directly using TAskBid.LoadDataSeries.WaitFor.
+
+    var Filename := TAuraTABFileServer.FindFirstDataFile(C_TEST_PATH, C_TEST_SYMBOL);
+
+    Assert.IsNotEmpty(Filename);
+
+    var ExpectedData := FServer.LoadDataSeries(Filename).WaitFor;
+    SetLength(Dst, Length(ExpectedData));
+
+    var cnt: Int64 := 0;
+    var n: Integer;
+    // Fetches data chunks from the server until all data is retrieved or server indicates live data.
+    while not FStream.IsLiveData.Value and (cnt < Length(Dst)) do
+    begin
+        n := FStream.GetChunk(chunk);
+        if n > 0 then
+            Move(chunk[0], dst[cnt], n * sizeof(TDataPoint<TAskBidItem>));
+        inc(cnt, n);
+    end;
+
+    // --- Assertions ---
+
+    // 1. Verify that the total number of records fetched from the server matches the expected count.
+    Assert.AreEqual(Length(ExpectedData), cnt, 'Data record count mismatch');
+
+    // 2. Verify that the content of each record is identical.
+    // The loop checks every 1000th element for efficiency.
+    for n := 0 to High(ExpectedData) div 1000 do
+    begin
+        i := n * 1000;
+        Assert.AreEqual(ExpectedData[i].TimeStamp, Dst[i].Time, 'Timestamp mismatch');
+        Assert.AreEqual(ExpectedData[i].Data.Ask, Dst[i].Data.Ask, 'Ask price mismatch');
+        Assert.AreEqual(ExpectedData[i].Data.Bid, Dst[i].Data.Bid, 'Bid price mismatch');
+    end;
+end;
+
+initialization
+    // Registers the test fixture with DUnitX.
+    TDUnitX.RegisterTestFixture(TTest_TABFileServer_Equivalence);
+end.