wehub-resource-sync
109 lines
3.6 KiB
C#
109 lines
3.6 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 NUnit.Framework;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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namespace QuantConnect.Tests.Common
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{
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[TestFixture]
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public class ExpiryTests
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{
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[Test]
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public void ExpiryEndOfWeekTests()
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{
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var endOfWeekList = new List<DateTime>();
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var current = new DateTime(2019, 1, 1);
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var end = new DateTime(2020, 1, 1);
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while (current < end)
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{
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var endOfWeek = Expiry.EndOfWeek(current);
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endOfWeekList.Add(endOfWeek);
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Assert.AreEqual(DayOfWeek.Monday, endOfWeek.DayOfWeek);
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Assert.Greater(endOfWeek, current);
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current = current.AddDays(1);
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}
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var actual = endOfWeekList.Distinct().Count();
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Assert.AreEqual(53, actual);
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}
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[Test]
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public void ExpiryEndOfMonthTests()
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{
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var endOfMonthList = new List<DateTime>();
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var current = new DateTime(2019, 1, 1);
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var end = new DateTime(2020, 1, 1);
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while (current < end)
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{
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var endOfMonth = Expiry.EndOfMonth(current);
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endOfMonthList.Add(endOfMonth);
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Assert.AreEqual(1, endOfMonth.Day);
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Assert.Greater(endOfMonth, current);
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current = current.AddDays(1);
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}
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var actual = endOfMonthList.Distinct().Count();
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Assert.AreEqual(12, actual);
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}
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[Test]
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public void ExpiryEndOfQuarterTests()
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{
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var endOfQuarterList = new List<DateTime>();
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var current = new DateTime(2019, 1, 1);
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var end = new DateTime(2020, 1, 1);
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while (current < end)
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{
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var endOfQuarter = Expiry.EndOfQuarter(current);
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endOfQuarterList.Add(endOfQuarter);
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Assert.AreEqual(1, endOfQuarter.Day);
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Assert.AreEqual(1, endOfQuarter.Month % 3);
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Assert.Greater(endOfQuarter, current);
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current = current.AddDays(1);
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}
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var actual = endOfQuarterList.Distinct().Count();
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Assert.AreEqual(4, actual);
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}
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[Test]
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public void ExpiryEndOfYearTests()
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{
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var endOfYearList = new List<DateTime>();
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var current = new DateTime(2019, 1, 1);
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var end = new DateTime(2020, 1, 1);
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while (current < end)
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{
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var endOfYear = Expiry.EndOfYear(current);
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endOfYearList.Add(endOfYear);
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Assert.AreEqual(1, endOfYear.Day);
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Assert.AreEqual(end.Year, endOfYear.Year);
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Assert.Greater(endOfYear, current);
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current = current.AddDays(1);
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}
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var actual = endOfYearList.Distinct().Count();
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Assert.AreEqual(1, actual);
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}
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}
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}
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