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