wehub-resource-sync
56 lines
2.2 KiB
C#
56 lines
2.2 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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*/
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using System;
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using NUnit.Framework;
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using QuantConnect.Data.Auxiliary;
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using QuantConnect.Data.Market;
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using QuantConnect.Securities;
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namespace QuantConnect.Tests.Common.Data.Auxiliary
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{
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[TestFixture]
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public class FactorFileRowTests
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{
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[Test]
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public void ToCsv()
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{
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var row = new CorporateFactorRow(new DateTime(2000, 01, 01), 1m, 2m, 123m);
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var actual = row.GetFileFormat("source");
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var expected = "20000101,1,2,123,source";
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Assert.AreEqual(expected, actual);
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}
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[Test]
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public void AppliesDividendWithPreviousTradingDateEqualToRowDate()
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{
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var row = new CorporateFactorRow(new DateTime(2018, 08, 23), 1m, 2m, 123m);
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var dividend = new Dividend(Symbols.SPY, row.Date.AddDays(1), 1m, 123m);
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var updated = row.Apply(dividend, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
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Assert.AreEqual("20180823,0.9918699,2,123", updated.GetFileFormat());
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}
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[Test]
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public void AppliesSplitWithPreviousTradingDateEqualToRowDate()
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{
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var row = new CorporateFactorRow(new DateTime(2018, 08, 23), 1m, 2m, 123m);
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var dividend = new Split(Symbols.SPY, row.Date.AddDays(1), 123m, 2m, SplitType.SplitOccurred);
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var updated = row.Apply(dividend, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
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Assert.AreEqual("20180823,1,4,123", updated.GetFileFormat());
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}
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}
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}
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