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 System.IO;
+using NUnit.Framework;
+using QuantConnect.Data;
+
+namespace QuantConnect.Tests.Common.Data
+{
+    [TestFixture]
+    public class InterestRateProviderTests
+    {
+        [Test]
+        public void Create()
+        {
+            const string csvLine = "2020-01-01,2.5";
+            const decimal expectedInterestRateValue = 0.025m;
+            var expectedInterestRateDate = new DateTime(2020, 1, 1);
+
+            if (!InterestRateProvider.TryParse(csvLine, out var date, out var interestRate))
+            {
+                Assert.Fail("Could not convert the line into interest rate data");
+            }
+
+            Assert.AreEqual(expectedInterestRateDate, date);
+            Assert.AreEqual(expectedInterestRateValue, interestRate);
+        }
+
+        [TestCase("alternative/interest-rate/usa/interest-rate.csv", true)]
+        [TestCase("non-existing.csv", false)]
+        public void FromCsvFile(string dir, bool getResults)
+        {
+            var filePath = Path.Combine(Globals.DataFolder, dir);
+            var result = InterestRateProvider.FromCsvFile(filePath, out _);
+
+            if (getResults)
+            {
+                Assert.GreaterOrEqual(result.Count, 30);
+            }
+            else
+            {
+                Assert.IsEmpty(result);
+            }
+        }
+
+        [TestCase("19700306", 0.0225)]   // Date in before the first date in file
+        [TestCase("20200306", 0.0175)]
+        [TestCase("20200307", 0.0175)]
+        [TestCase("20200308", 0.0175)]
+        [TestCase("20200310", 0.0175)]
+        [TestCase("20501231", 0.055)]   // Date in far future
+        public void GetInterestRate(string dateString, decimal expected)
+        {
+            var provider = new InterestRateProvider();
+            var dateTime = Parse.DateTimeExact(dateString, "yyyyMMdd");
+            var result = provider.GetInterestRate(dateTime);
+
+            Assert.AreEqual(expected, result);
+        }
+    }
+}