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Refactored EngineTestsV2 for improved type safety and readability; updated exception handling in SymbolDataSplitterHeavyTests.
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‎High-Performance Backtest.Net.sln.DotSettings.user‎

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‎tests/Backtest.Net.Tests/EngineTests/EngineTestsV2.cs‎

Lines changed: 20 additions & 18 deletions
Original file line numberDiff line numberDiff line change
@@ -1,8 +1,10 @@
1-
using Backtest.Net.Engines;
1+
using Backtest.Net.Candlesticks;
2+
using Backtest.Net.Engines;
23
using Backtest.Net.Enums;
34
using Backtest.Net.Interfaces;
45
using Backtest.Net.SymbolDataSplitters;
56
using Backtest.Net.SymbolsData;
7+
using Backtest.Net.Timeframes;
68
using Backtest.Tests.EngineTests;
79

810
namespace Backtest.Net.Tests.EngineTests;
@@ -23,12 +25,12 @@ public class EngineTestsV2 : EngineTestsBase
2325
/// </summary>
2426
public EngineTestsV2()
2527
{
28+
WarmupCandlesCount = 2;
2629
EngineV2 = new EngineV8(WarmupCandlesCount, false)
2730
{
2831
OnTick = OnTickMethodV2
2932
};
3033

31-
WarmupCandlesCount = 2;
3234
Trade = new TestTrade();
3335
Strategy = new TestStrategyV2();
3436
}
@@ -122,19 +124,19 @@ public async Task TestWarmupCandlesResultCount()
122124
{
123125
var tokenSource = new CancellationTokenSource();
124126

125-
var allWarmupCandlesResultsAreCorrect = true;
127+
bool allWarmupCandlesResultsAreCorrect = true;
126128

127129
Strategy.ExecuteStrategyDelegateV2 = symbols =>
128130
{
129131
// --- Checking candles order
130132
var symbolsList = symbols.ToList();
131133
if (symbolsList.Count != 0)
132134
{
133-
foreach (var symbol in symbolsList)
135+
foreach (SymbolDataV2 symbol in symbolsList)
134136
{
135-
foreach (var timeframe in symbol.Timeframes)
137+
foreach (TimeframeV2 timeframe in symbol.Timeframes)
136138
{
137-
var candlesCount = timeframe.Candlesticks.Count();
139+
int candlesCount = timeframe.Candlesticks.Count;
138140

139141
allWarmupCandlesResultsAreCorrect = allWarmupCandlesResultsAreCorrect && candlesCount == WarmupCandlesCount + 1;
140142
}
@@ -145,7 +147,7 @@ public async Task TestWarmupCandlesResultCount()
145147
};
146148

147149
// --- Generate fake SymbolData splitter
148-
var data = GenerateSymbolDataList(new DateTime(2023, 1, 1), 500, 1, WarmupCandlesCount);
150+
List<List<SymbolDataV2>> data = GenerateSymbolDataList(new DateTime(2023, 1, 1), 500, 0, WarmupCandlesCount);
149151

150152
await EngineV2.RunAsync(data, tokenSource.Token);
151153

@@ -158,7 +160,7 @@ public async Task TestFirstCandleEqualToStartBacktestingDate()
158160
var tokenSource = new CancellationTokenSource();
159161

160162
var backtestingStartingDate = new DateTime(2023, 1, 1);
161-
var allStartingDatesAreCorrect = true;
163+
bool allStartingDatesAreCorrect = true;
162164

163165
Strategy.ExecuteStrategyDelegateV2 = symbols =>
164166
{
@@ -194,12 +196,12 @@ public async Task TestFirstCandleEqualToStartBacktestingDate()
194196
public virtual async Task TestIfAllIndexesReachedTheEndIndex()
195197
{
196198
// --- Generate fake SymbolData splitter
197-
var data = GenerateSymbolDataList(new DateTime(2023, 1, 1), 500, 0, WarmupCandlesCount);
199+
List<List<SymbolDataV2>> data = GenerateSymbolDataList(new DateTime(2023, 1, 1), 500, 0, WarmupCandlesCount);
198200

199201
// --- Checking that before the EngineRun all the data aren't reached the EndIndex
200202
var dataList = data.ToList();
201203

202-
var allNotReachedEndIndex = dataList.All(
204+
bool allNotReachedEndIndex = dataList.All(
203205
x => x.All(
204206
y => y.Timeframes.All(
205207
k => k.Index < k.EndIndex && k.Index == k.StartIndex + WarmupCandlesCount)));
@@ -234,7 +236,7 @@ public virtual async Task TestCurrentCandleOhlcAreEqual()
234236
{
235237
var tokenSource = new CancellationTokenSource();
236238

237-
var allCurrentCandleOhlcAreEqual = true;
239+
bool allCurrentCandleOhlcAreEqual = true;
238240

239241
Strategy.ExecuteStrategyDelegateV2 = symbols =>
240242
{
@@ -243,16 +245,16 @@ public virtual async Task TestCurrentCandleOhlcAreEqual()
243245

244246
if (symbolsList.Count == 0) Assert.Fail("There is no symbols exist in test data");
245247

246-
foreach (var symbol in symbolsList)
248+
foreach (SymbolDataV2 symbol in symbolsList)
247249
{
248-
var firstTimeframe = symbol.Timeframes.FirstOrDefault();
249-
var firstCandle = firstTimeframe?.Candlesticks.FirstOrDefault();
250+
TimeframeV2? firstTimeframe = symbol.Timeframes.FirstOrDefault();
251+
CandlestickV2? firstCandle = firstTimeframe?.Candlesticks.FirstOrDefault();
250252
if (firstCandle == null) continue;
251253

252-
var openPrice = firstCandle.Open;
253-
var openTime = firstCandle.OpenTime;
254+
decimal openPrice = firstCandle.Open;
255+
DateTime openTime = firstCandle.OpenTime;
254256

255-
var areOhlcEqual = symbol.Timeframes.All(
257+
bool areOhlcEqual = symbol.Timeframes.All(
256258
y => y.Candlesticks.First().Close == openPrice &&
257259
y.Candlesticks.First().High == openPrice &&
258260
y.Candlesticks.First().Low == openPrice &&
@@ -269,7 +271,7 @@ public virtual async Task TestCurrentCandleOhlcAreEqual()
269271
};
270272

271273
// --- Generate fake SymbolData splitter
272-
var data = GenerateSymbolDataList(new DateTime(2023, 1, 1), 500, 1, WarmupCandlesCount);
274+
List<List<SymbolDataV2>> data = GenerateSymbolDataList(new DateTime(2023, 1, 1), 500, 1, WarmupCandlesCount);
273275

274276
await EngineV2.RunAsync(data, tokenSource.Token);
275277

‎tests/Backtest.Net.Tests/SymbolDataSplitterTests/SymbolDataSplitterHeavyTests.cs‎

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -111,7 +111,8 @@ public async Task TestDuplicatedSymbols()
111111
[CandlestickInterval.M5, CandlestickInterval.M15],
112112
new DateTime(2023, 1, 19), 672);
113113

114-
Exception exception = await Assert.ThrowsAsync<Exception>(async () => await SymbolDataSplitter.SplitAsyncV2(duplicatedSymbolsData));
114+
ArgumentException exception = await Assert.ThrowsAsync<ArgumentException>(async () =>
115+
await SymbolDataSplitter.SplitAsyncV2(duplicatedSymbolsData));
115116

116117
Assert.Equal("symbolsData contain duplicated symbols or timeframes", exception.Message);
117118
}
@@ -127,7 +128,7 @@ public async Task TestDuplicatedTimeframes()
127128
[CandlestickInterval.M5, CandlestickInterval.M5, CandlestickInterval.M15],
128129
new DateTime(2023, 1, 19), 672);
129130

130-
Exception exception = await Assert.ThrowsAsync<Exception>(async () =>
131+
ArgumentException exception = await Assert.ThrowsAsync<ArgumentException>(async () =>
131132
await SymbolDataSplitter.SplitAsyncV2(duplicatedSymbolsData));
132133

133134
Assert.Equal("symbolsData contain duplicated symbols or timeframes", exception.Message);

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