wehub-resource-sync
46 lines
1.7 KiB
C#
46 lines
1.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Linq;
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using NUnit.Framework;
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using QuantConnect.Algorithm;
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using QuantConnect.Algorithm.Framework.Selection;
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namespace QuantConnect.Tests.Algorithm.Framework.Selection
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{
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[TestFixture]
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public class ManualUniverseSelectionModelTests
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{
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[Test]
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public void ExcludesCanonicalSymbols()
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{
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var symbols = new[]
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{
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Symbols.SPY,
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Symbol.CreateOption(Symbols.SPY, Market.USA, default(OptionStyle), default(OptionRight), 0m, SecurityIdentifier.DefaultDate, "?SPY")
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};
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var model = new ManualUniverseSelectionModel(symbols);
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var universe = model.CreateUniverses(new QCAlgorithm()).Single();
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var selectedSymbols = universe.SelectSymbols(default(DateTime), null).ToList();
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Assert.AreEqual(1, selectedSymbols.Count);
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Assert.AreEqual(Symbols.SPY, selectedSymbols[0]);
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Assert.IsFalse(selectedSymbols.Any(s => s.IsCanonical()));
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}
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}
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}
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