feat: generic example of GetHistory (#18)

feat: several test cases where specific implementation should validate it
QuantConnect · Mar 1, 2024 · ddc3616 · ddc3616
1 parent 2146341
commit ddc3616
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Showing 2 changed files with 29 additions and 4 deletions.
diff --git a/QuantConnect.TemplateBrokerage.Tests/TemplateBrokerageHistoryProviderTests.cs b/QuantConnect.TemplateBrokerage.Tests/TemplateBrokerageHistoryProviderTests.cs
@@ -42,6 +42,15 @@ private static TestCaseData[] TestParameters
                     new TestCaseData(Symbols.BTCUSD, Resolution.Tick, TimeSpan.FromMinutes(1), TickType.Trade, typeof(Tick), false),
                     new TestCaseData(Symbols.BTCUSD, Resolution.Minute, TimeSpan.FromMinutes(10), TickType.Trade, typeof(TradeBar), false),
                     new TestCaseData(Symbols.BTCUSD, Resolution.Daily, TimeSpan.FromDays(10), TickType.Trade, typeof(TradeBar), false),
+
+                    // invalid parameter, validate SecurityType more accurate
+                    new TestCaseData(Symbols.SPY, Resolution.Hour, TimeSpan.FromHours(14), TickType.Quote, typeof(QuoteBar), true),
+
+                    /// New Listed Symbol on Brokerage <see cref="Slice.SymbolChangedEvents"/>
+                    new TestCaseData(Symbol.Create("SUSHIGBP", SecurityType.Crypto, Market.Coinbase), Resolution.Minute, TimeSpan.FromHours(2), TickType.Trade, typeof(TradeBar), false),
+
+                    /// Symbol was delisted form Brokerage (can return history data or not) <see cref="Slice.Delistings"/>
+                    new TestCaseData(Symbol.Create("SNTUSD", SecurityType.Crypto, Market.Coinbase), Resolution.Daily, TimeSpan.FromDays(14), TickType.Trade, typeof(TradeBar), true),
                 };
             }
         }
@@ -87,11 +96,11 @@ public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, T
                             Log.Debug($"{tick}");
                         }
                     }
-                    else if(slice.QuoteBars.TryGetValue(symbol, out var quoteBar))
+                    else if (slice.QuoteBars.TryGetValue(symbol, out var quoteBar))
                     {
                         Log.Debug($"{quoteBar}");
                     }
-                    else if(slice.Bars.TryGetValue(symbol, out var tradeBar))
+                    else if (slice.Bars.TryGetValue(symbol, out var tradeBar))
                     {
                         Log.Debug($"{tradeBar}");
                     }

diff --git a/QuantConnect.TemplateBrokerage/TemplateBrokerage.cs b/QuantConnect.TemplateBrokerage/TemplateBrokerage.cs
@@ -47,8 +47,8 @@ public TemplateBrokerage()
         }
 
         /// <summary>
-         /// Creates a new instance
-         /// </summary>
+        /// Creates a new instance
+        /// </summary>
         /// <param name="aggregator">consolidate ticks</param>
         public TemplateBrokerage(IDataAggregator aggregator) : base("TemplateBrokerage")
         {
@@ -241,5 +241,21 @@ private bool Unsubscribe(IEnumerable<Symbol> symbols)
         {
             throw new NotImplementedException();
         }
+
+        /// <summary>
+        /// Gets the history for the requested symbols
+        /// <see cref="IBrokerage.GetHistory(Data.HistoryRequest)"/>
+        /// </summary>
+        /// <param name="request">The historical data request</param>
+        /// <returns>An enumerable of bars covering the span specified in the request</returns>
+        public override IEnumerable<BaseData> GetHistory(Data.HistoryRequest request)
+        {
+            if (!CanSubscribe(request.Symbol))
+            {
+                return null; // Should consistently return null instead of an empty enumerable
+            }
+
+            throw new NotImplementedException();
+        }
     }
 }