Minor fix for universe history (QuantConnect#7852)

- Do not cache universe collection data. Adding unit test
ebengtso · Mar 14, 2024 · a8280e1 · a8280e1
1 parent 934a8e0
commit a8280e1
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Showing 2 changed files with 18 additions and 10 deletions.
diff --git a/Engine/DataFeeds/TextSubscriptionDataSourceReader.cs b/Engine/DataFeeds/TextSubscriptionDataSourceReader.cs
@@ -65,7 +65,9 @@ public TextSubscriptionDataSourceReader(IDataCacheProvider dataCacheProvider, Su
             _date = date;
             Config = config;
             _shouldCacheDataPoints = !Config.IsCustomData && Config.Resolution >= Resolution.Hour
-                && Config.Type != typeof(FineFundamental) && Config.Type != typeof(CoarseFundamental) && Config.Type != typeof(Fundamental) && Config.Type != typeof(FundamentalUniverse)
+                && Config.Type != typeof(FineFundamental) && Config.Type != typeof(CoarseFundamental) && Config.Type != typeof(Fundamental)
+                // don't cache universe data, doesn't make much sense and we don't want to change the symbol of the clone
+                && !Config.Type.IsAssignableTo(typeof(BaseDataCollection))
                 && !DataCacheProvider.IsDataEphemeral;
 
             _implementsStreamReader = Config.Type.ImplementsStreamReader();

diff --git a/Tests/Engine/DataFeeds/BaseDataCollectionAggregatorReaderTests.cs b/Tests/Engine/DataFeeds/BaseDataCollectionAggregatorReaderTests.cs
@@ -27,13 +27,17 @@ namespace QuantConnect.Tests.Engine.DataFeeds
     [TestFixture, Parallelizable(ParallelScope.Fixtures)]
     public class BaseDataCollectionAggregatorReaderTests
     {
-        [TestCase(Resolution.Daily, 1, true)]
-        [TestCase( Resolution.Hour, 1, true)]
-        [TestCase(Resolution.Daily, 5849, false)]
-        [TestCase(Resolution.Hour, 40832, false)]
-        public void AggregatesDataPerTime(Resolution resolution, int expectedCount, bool singleDate)
+        [TestCase(Resolution.Daily, 1, true, true)]
+        [TestCase( Resolution.Hour, 1, true, true)]
+        [TestCase(Resolution.Daily, 5849, false, true)]
+        [TestCase(Resolution.Hour, 40832, false, true)]
+        [TestCase(Resolution.Daily, 1, true, false)]
+        [TestCase(Resolution.Hour, 1, true, false)]
+        [TestCase(Resolution.Daily, 5849, false, false)]
+        [TestCase(Resolution.Hour, 40832, false, false)]
+        public void AggregatesDataPerTime(Resolution resolution, int expectedCount, bool singleDate, bool isDataEphemeral)
         {
-            var reader = Initialize(false, resolution, out var dataSource);
+            var reader = Initialize(false, resolution, isDataEphemeral, out var dataSource);
             TestBaseDataCollection.SingleDate = singleDate;
 
             var result = reader.Read(dataSource).ToList();
@@ -47,13 +51,13 @@ public void AggregatesDataPerTime(Resolution resolution, int expectedCount, bool
                 Assert.IsNotNull(collection);
                 Assert.GreaterOrEqual(collection.Data.Count, 5000);
                 Assert.AreEqual(expectedCount, collection.Data.DistinctBy(data => data.Time).Count());
+                Assert.IsTrue(collection.Data.All(x => x.Symbol == Symbols.AAPL));
             }
         }
 
-        private static ISubscriptionDataSourceReader Initialize(bool liveMode, Resolution resolution, out SubscriptionDataSource source)
+        private static ISubscriptionDataSourceReader Initialize(bool liveMode, Resolution resolution, bool isDataEphemeral,  out SubscriptionDataSource source)
         {
-            using var dataProvider = new DefaultDataProvider();
-            using var cache = new ZipDataCacheProvider(dataProvider);
+            using var cache = new ZipDataCacheProvider(TestGlobals.DataProvider, isDataEphemeral: isDataEphemeral);
             var config = new SubscriptionDataConfig(typeof(TestBaseDataCollection),
                 Symbols.SPY,
                 resolution,
@@ -80,6 +84,8 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
                     // single day
                     dataPoint.Time = date;
                 }
+                // universe data collections can return data with a symbol different than the one in the configuration
+                dataPoint.Symbol = Symbols.AAPL;
                 return dataPoint;
             }