wehub-resource-sync
124 lines
5.1 KiB
C#
124 lines
5.1 KiB
C#
/*
|
|
* 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.Linq;
|
|
using System.Collections.Generic;
|
|
using NUnit.Framework;
|
|
using QuantConnect.Securities;
|
|
using QuantConnect.Securities.Crypto;
|
|
using QuantConnect.Securities.Forex;
|
|
|
|
namespace QuantConnect.Tests.Common
|
|
{
|
|
[TestFixture]
|
|
public class CurrenciesTests
|
|
{
|
|
[TestCase("")]
|
|
[TestCase(null)]
|
|
public void GetCurrencySymbolHandlesNullOrEmpty(string currency)
|
|
{
|
|
Assert.AreEqual("", Currencies.GetCurrencySymbol(currency));
|
|
}
|
|
|
|
[TestCase(SecurityType.Forex, Market.FXCM)]
|
|
[TestCase(SecurityType.Forex, Market.Oanda)]
|
|
public void HasCurrencySymbolForEachForexPair(SecurityType securityType, string market)
|
|
{
|
|
var symbols = SymbolPropertiesDatabase
|
|
.FromDataFolder()
|
|
.GetSymbolPropertiesList(market, securityType)
|
|
.Select(x => x.Key.Symbol);
|
|
|
|
foreach (var symbol in symbols)
|
|
{
|
|
string baseCurrency, quoteCurrency;
|
|
Forex.DecomposeCurrencyPair(symbol, out baseCurrency, out quoteCurrency);
|
|
|
|
Assert.IsTrue(!string.IsNullOrWhiteSpace(Currencies.GetCurrencySymbol(baseCurrency)), "Missing currency symbol for: " + baseCurrency);
|
|
Assert.IsTrue(!string.IsNullOrWhiteSpace(Currencies.GetCurrencySymbol(quoteCurrency)), "Missing currency symbol for: " + quoteCurrency);
|
|
}
|
|
}
|
|
|
|
[TestCase(SecurityType.Crypto, Market.Coinbase)]
|
|
[TestCase(SecurityType.Crypto, Market.Bitfinex)]
|
|
public void HasCurrencySymbolForEachCryptoPair(SecurityType securityType, string market)
|
|
{
|
|
var symbols = SymbolPropertiesDatabase
|
|
.FromDataFolder()
|
|
.GetSymbolPropertiesList(market, securityType)
|
|
.Select(x => Symbol.Create(x.Key.Symbol, securityType, market));
|
|
|
|
foreach (var symbol in symbols)
|
|
{
|
|
var symbolProperties = SymbolPropertiesDatabase.FromDataFolder().GetSymbolProperties(market, symbol, securityType, Currencies.USD);
|
|
|
|
string baseCurrency, quoteCurrency;
|
|
Crypto.DecomposeCurrencyPair(symbol, symbolProperties, out baseCurrency, out quoteCurrency);
|
|
|
|
Assert.IsTrue(!string.IsNullOrWhiteSpace(Currencies.GetCurrencySymbol(baseCurrency)), "Missing currency symbol for: " + baseCurrency);
|
|
Assert.IsTrue(!string.IsNullOrWhiteSpace(Currencies.GetCurrencySymbol(quoteCurrency)), "Missing currency symbol for: " + quoteCurrency);
|
|
}
|
|
}
|
|
|
|
[TestCase(Currencies.USD)]
|
|
[TestCase(Currencies.EUR)]
|
|
[TestCase("BTC")]
|
|
[TestCase("ADA")]
|
|
public void ReturnsSymbolForCurrencyWithSymbol(string currency)
|
|
{
|
|
Assert.AreNotEqual(currency, Currencies.GetCurrencySymbol(currency));
|
|
}
|
|
|
|
[TestCase("ABC")]
|
|
[TestCase("XYZ")]
|
|
[TestCase("CUR")]
|
|
public void ReturnsTickerForUnknownCurrency(string currency)
|
|
{
|
|
Assert.AreEqual(currency, Currencies.GetCurrencySymbol(currency));
|
|
}
|
|
|
|
[Test]
|
|
public void ParsesValuesWithCurrency(
|
|
[ValueSource(nameof(CurrencySymbols))] string currencySymbol,
|
|
[Values("10,000.1", "10000.1", "1.00001e4")] string value)
|
|
{
|
|
decimal result = 0;
|
|
decimal result2;
|
|
string valueWithCurrency = currencySymbol + value;
|
|
Assert.DoesNotThrow(() => result = Currencies.Parse(valueWithCurrency));
|
|
Assert.IsTrue(Currencies.TryParse(valueWithCurrency, out result2));
|
|
Assert.AreEqual(10000.1m, result);
|
|
Assert.AreEqual(result, result2);
|
|
}
|
|
|
|
[Test]
|
|
public void CannotParseInvalidValuesWithCurrency(
|
|
[ValueSource(nameof(CurrencySymbols))] string currencySymbol,
|
|
[Values("10.000.1", "10.000,1", "1.00001A4", "")] string value)
|
|
{
|
|
string valueWithCurrency = currencySymbol + value;
|
|
Assert.Throws<ArgumentException>(() => Currencies.Parse(valueWithCurrency));
|
|
Assert.IsFalse(Currencies.TryParse(valueWithCurrency, out _));
|
|
}
|
|
|
|
static IEnumerable<string> CurrencySymbols =>
|
|
// Currencies with known symbols
|
|
Currencies.CurrencySymbols.Values.Distinct()
|
|
// Currencies without known symbols
|
|
.Concat(new [] { "BUSD", "BNT", "ARS", "VES" });
|
|
}
|
|
}
|