Add new unit test

QuantConnect · Jan 16, 2025 · 7b2d0e0 · 7b2d0e0
1 parent 60ce1b1
commit 7b2d0e0
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Showing 2 changed files with 39 additions and 18 deletions.
diff --git a/Algorithm/QCAlgorithm.History.cs b/Algorithm/QCAlgorithm.History.cs
@@ -1095,29 +1095,29 @@ private IEnumerable<SubscriptionDataConfig> GetMatchingSubscriptions(Symbol symb
                         return configs.Where(s => s.TickType != TickType.Quote);
                     }
 
-                    type = typeof(QuoteBar);
-                    var entry = MarketHoursDatabase.GetEntry(symbol, new[] { type });
-
-                    // Create a new SubscriptionDataConfig
-                    var newConfig = new SubscriptionDataConfig(
-                        type,
-                        symbol,
-                        resolution.Value,
-                        entry.DataTimeZone,
-                        entry.ExchangeHours.TimeZone,
-                        UniverseSettings.FillForward,
-                        UniverseSettings.ExtendedMarketHours,
-                        false);
 
                     // If no existing configuration for the Quote tick type, add the new config
-                    if (!configs.Any(config => config.TickType == TickType.Quote))
+                    if (!configs.Any(config => config.TickType == TickType.Quote) && type == null)
                     {
-                        configs.Add(newConfig);
-                    }
+                        type = LeanData.GetDataType(resolution.Value, TickType.Quote);
+                        var entry = MarketHoursDatabase.GetEntry(symbol, new[] { type });
+
+                        // Create a new SubscriptionDataConfig
+                        var newConfig = new SubscriptionDataConfig(
+                            type,
+                            symbol,
+                            resolution.Value,
+                            entry.DataTimeZone,
+                            entry.ExchangeHours.TimeZone,
+                            UniverseSettings.FillForward,
+                            UniverseSettings.ExtendedMarketHours,
+                            false, tickType: TickType.Quote);
 
-                    // Sort the configs in descending order based on tick type
-                    configs = configs.OrderByDescending(config => GetTickTypeOrder(config.SecurityType, config.TickType)).ToList();
+                        configs.Add(newConfig);
 
+                        // Sort the configs in descending order based on tick type
+                        configs = configs.OrderByDescending(config => GetTickTypeOrder(config.SecurityType, config.TickType)).ToList();
+                    }
                 }
 
                 if (symbol.IsCanonical() && configs.Count > 1)

diff --git a/Tests/Algorithm/AlgorithmHistoryTests.cs b/Tests/Algorithm/AlgorithmHistoryTests.cs
@@ -365,6 +365,27 @@ public void VerifyReceivedDataBasedOnHistoryResolutionOnly(Resolution historyRes
             Assert.AreEqual(expected, bothSymbolsHaveQuotes);
         }
 
+        [Test]
+        public void VerifyHistorySupportsSpecificDataTypes()
+        {
+            var algorithm = GetAlgorithm(new DateTime(2013, 10, 8));
+            algorithm.SetStartDate(2013, 10, 10);
+            var spy = algorithm.AddEquity("SPY", Resolution.Minute).Symbol;
+            var ibm = algorithm.AddEquity("IBM", Resolution.Hour).Symbol;
+
+            var tradeBarHistory = algorithm.History<TradeBar>(new[] { spy, ibm }, TimeSpan.FromDays(1), Resolution.Minute).ToList();
+            var generalHistory = algorithm.History(new[] { spy, ibm }, TimeSpan.FromDays(1), Resolution.Minute).ToList();
+
+            // Extract all TradeBars
+            var tradeBars = tradeBarHistory.SelectMany(slice => slice.Values).ToList();
+
+            // Filter and extract only TradeBars from the general history
+            var filteredTradeBars = generalHistory.SelectMany(slice => slice.AllData).Where(e => e.DataType == MarketDataType.TradeBar).ToList();
+
+            // Assert that the count of TradeBars in both methods is consistent
+            Assert.AreEqual(filteredTradeBars.Count, tradeBars.Count);
+        }
+
         [TestCase(Language.CSharp)]
         [TestCase(Language.Python)]
         public void TickResolutionPeriodBasedHistoryRequestThrowsException(Language language)