From 766eeb347b8d73a462da46c4789d95e55a48abcd Mon Sep 17 00:00:00 2001 From: Dave Skender <8432125+DaveSkender@users.noreply.github.com> Date: Sun, 28 Jan 2024 13:22:21 -0500 Subject: [PATCH] test: Remove live feed unit tests (#1157) --- tests/indicators/Tests.Indicators.csproj | 3 + tests/indicators/_common/Helper.LiveQuotes.cs | 73 -- .../s-z/WilliamsR/WilliamsR.Tests.cs | 13 +- .../s-z/WilliamsR/issue1127quotes.csv | 754 ++++++++++++++++++ 4 files changed, 764 insertions(+), 79 deletions(-) delete mode 100644 tests/indicators/_common/Helper.LiveQuotes.cs create mode 100644 tests/indicators/s-z/WilliamsR/issue1127quotes.csv diff --git a/tests/indicators/Tests.Indicators.csproj b/tests/indicators/Tests.Indicators.csproj index 07d210c97..2b3cf2ad0 100644 --- a/tests/indicators/Tests.Indicators.csproj +++ b/tests/indicators/Tests.Indicators.csproj @@ -32,6 +32,9 @@ Always + + Always + Always diff --git a/tests/indicators/_common/Helper.LiveQuotes.cs b/tests/indicators/_common/Helper.LiveQuotes.cs deleted file mode 100644 index 0f8a9278d..000000000 --- a/tests/indicators/_common/Helper.LiveQuotes.cs +++ /dev/null @@ -1,73 +0,0 @@ -using Alpaca.Markets; - -namespace Tests.Indicators; - -internal class FeedData -{ - internal static async Task> GetQuotes(string symbol) - => await GetQuotes(symbol, 365 * 2) - .ConfigureAwait(false); - - internal static async Task> GetQuotes(string symbol, int days) - { - /* This won't run if environment variables not set. - Use FeedData.InconclusiveIfNotSetup() in tests. - - (1) get your API keys - https://alpaca.markets/docs/market-data/getting-started/ - - (2) manually install in your environment (replace value) - - setx ALPACA_KEY "y0ur_Alp@ca_K3Y_v@lue" - setx ALPACA_SECRET "y0ur_Alp@ca_S3cret_v@lue" - - ****************************************************/ - - // get and validate keys - string alpacaApiKey = Environment.GetEnvironmentVariable("ALPACA_KEY"); - string alpacaSecret = Environment.GetEnvironmentVariable("ALPACA_SECRET"); - - if (string.IsNullOrEmpty(alpacaApiKey) || string.IsNullOrEmpty(alpacaSecret)) - { - Assert.Inconclusive("Data feed unusable. Environment variables missing."); - } - - ArgumentException.ThrowIfNullOrEmpty(nameof(alpacaApiKey)); - ArgumentException.ThrowIfNullOrEmpty(nameof(alpacaSecret)); - - // connect to Alpaca REST API - SecretKey secretKey = new(alpacaApiKey, alpacaSecret); - - IAlpacaDataClient client = Environments - .Paper - .GetAlpacaDataClient(secretKey); - - // compose request - // (excludes last 15 minutes for free delayed quotes) - DateTime into = DateTime.Now.Subtract(TimeSpan.FromMinutes(16)); - DateTime from = into.Subtract(TimeSpan.FromDays(days)); - - HistoricalBarsRequest request = new(symbol, from, into, BarTimeFrame.Day); - - // fetch minute-bar quotes in Alpaca's format - IPage barSet = await client - .ListHistoricalBarsAsync(request) - .ConfigureAwait(false); - - // convert library compatible quotes - IEnumerable quotes = barSet - .Items - .Select(bar => new Quote - { - Date = bar.TimeUtc, - Open = bar.Open, - High = bar.High, - Low = bar.Low, - Close = bar.Close, - Volume = bar.Volume - }) - .OrderBy(x => x.Date); - - return quotes; - } -} diff --git a/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs b/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs index b18d96745..99f9455a1 100644 --- a/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs +++ b/tests/indicators/s-z/WilliamsR/WilliamsR.Tests.cs @@ -113,18 +113,19 @@ public void Boundary() } [TestMethod] - public async Task Issue1127() + public void Issue1127() { // initialize - IEnumerable quotes = await FeedData - .GetQuotes("A", 365 * 3) - .ConfigureAwait(false); + IOrderedEnumerable test1127 = File.ReadAllLines("s-z/WilliamsR/issue1127quotes.csv") + .Skip(1) + .Select(Importer.QuoteFromCsv) + .OrderByDescending(x => x.Date); - List quotesList = quotes.ToList(); + List quotesList = test1127.ToList(); int length = quotesList.Count; // get indicators - List resultsList = quotes + List resultsList = test1127 .GetWilliamsR(14) .ToList(); diff --git a/tests/indicators/s-z/WilliamsR/issue1127quotes.csv 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