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