wehub-resource-sync
50 lines
2.0 KiB
C#
50 lines
2.0 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 QuantConnect.Data;
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using QuantConnect.Data.Market;
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using QuantConnect.Securities;
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namespace QuantConnect.Tests.Common.Securities.Cfd
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{
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[TestFixture]
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public class CfdTests
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{
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[Test]
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public void ConstructorExtractsQuoteCurrency()
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{
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var cfd = CreateCfd(contractMultiplier: 1m);
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Assert.AreEqual("EUR", cfd.QuoteCurrency.Symbol);
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}
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[Test]
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public void ContractMultiplierCanBeSetByUser()
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{
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var cfd = CreateCfd(contractMultiplier: 1m);
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cfd.ContractMultiplier = 5m;
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Assert.AreEqual(5m, cfd.ContractMultiplier);
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}
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private static QuantConnect.Securities.Cfd.Cfd CreateCfd(decimal contractMultiplier)
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{
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var symbol = Symbol.Create("DE30EUR", SecurityType.Cfd, Market.Oanda);
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var config = new SubscriptionDataConfig(typeof(TradeBar), symbol, Resolution.Minute, TimeZones.Utc, TimeZones.NewYork, true, true, true);
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var symbolProperties = new SymbolProperties("Dax German index", "EUR", contractMultiplier, 1, 1, string.Empty);
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return new QuantConnect.Securities.Cfd.Cfd(SecurityExchangeHours.AlwaysOpen(config.DataTimeZone), new Cash("EUR", 0, 0), config, symbolProperties, ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null);
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}
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}
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}
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