chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+*
+* Licensed under the Apache License, Version 2.0 (the "License");
+* you may not use this file except in compliance with the License.
+* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+*
+* Unless required by applicable law or agreed to in writing, software
+* distributed under the License is distributed on an "AS IS" BASIS,
+* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+* See the License for the specific language governing permissions and
+* limitations under the License.
+*
+*/
+
+using System;
+using NUnit.Framework;
+using QuantConnect.Data.Auxiliary;
+using QuantConnect.Data.Market;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Tests.Common.Data.Auxiliary
+{
+    [TestFixture]
+    public class FactorFileRowTests
+    {
+        [Test]
+        public void ToCsv()
+        {
+            var row = new CorporateFactorRow(new DateTime(2000, 01, 01), 1m, 2m, 123m);
+            var actual = row.GetFileFormat("source");
+            var expected = "20000101,1,2,123,source";
+            Assert.AreEqual(expected, actual);
+        }
+
+        [Test]
+        public void AppliesDividendWithPreviousTradingDateEqualToRowDate()
+        {
+            var row = new CorporateFactorRow(new DateTime(2018, 08, 23), 1m, 2m, 123m);
+            var dividend = new Dividend(Symbols.SPY, row.Date.AddDays(1), 1m, 123m);
+            var updated = row.Apply(dividend, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
+            Assert.AreEqual("20180823,0.9918699,2,123", updated.GetFileFormat());
+        }
+
+        [Test]
+        public void AppliesSplitWithPreviousTradingDateEqualToRowDate()
+        {
+            var row = new CorporateFactorRow(new DateTime(2018, 08, 23), 1m, 2m, 123m);
+            var dividend = new Split(Symbols.SPY, row.Date.AddDays(1), 123m, 2m, SplitType.SplitOccurred);
+            var updated = row.Apply(dividend, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
+            Assert.AreEqual("20180823,1,4,123", updated.GetFileFormat());
+        }
+    }
+}