wehub-resource-sync
72 lines
2.9 KiB
C#
72 lines
2.9 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 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.Forex
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{
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[TestFixture]
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public class ForexTests
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{
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[Test]
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public void DecomposeThrowsOnSymbolTooShort()
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{
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string symbol = "12345";
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Assert.AreEqual(5, symbol.Length);
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string basec, quotec;
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Assert.Throws<ArgumentException>(() =>
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{
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QuantConnect.Securities.Forex.Forex.DecomposeCurrencyPair(symbol, out basec, out quotec);
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}, "Currency pairs must be exactly 6 characters");
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}
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[Test]
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public void DecomposeThrowsOnSymbolTooLong()
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{
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string symbol = "1234567";
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Assert.AreEqual(7, symbol.Length);
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string basec, quotec;
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Assert.Throws<ArgumentException>(() =>
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{
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QuantConnect.Securities.Forex.Forex.DecomposeCurrencyPair(symbol, out basec, out quotec);
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}, "Currency pairs must be exactly 6 characters");
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}
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[Test]
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public void DecomposeThrowsOnNullSymbol()
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{
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string symbol = null;
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string basec, quotec;
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Assert.Throws<ArgumentException>(() =>
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{
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QuantConnect.Securities.Forex.Forex.DecomposeCurrencyPair(symbol, out basec, out quotec);
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}, "Currency pairs must be exactly 6 characters");
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}
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[Test]
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public void ConstructorDecomposesBaseAndQuoteCurrencies()
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{
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var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.EURUSD, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, true, true, true);
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var forex = new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours.AlwaysOpen(config.DataTimeZone), new Cash(Currencies.USD, 0, 0), new Cash(Currencies.EUR, 0, 0), config, SymbolProperties.GetDefault(Currencies.USD), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null);
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Assert.AreEqual("EUR", forex.BaseCurrency.Symbol);
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Assert.AreEqual(Currencies.USD, forex.QuoteCurrency.Symbol);
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}
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}
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}
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