wehub-resource-sync
43 lines
1.6 KiB
C#
43 lines
1.6 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 System;
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using NUnit.Framework;
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using QuantConnect.Securities.IndexOption;
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namespace QuantConnect.Tests.Common.Securities.IndexOption
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{
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[TestFixture]
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public class IndexOptionSymbolTests
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{
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[TestCase(1, false, "SPXW")]
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[TestCase(20, true, "SPXW")]
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[TestCase(1, false, "NQX")]
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[TestCase(20, true, "NQX")]
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[TestCase(1, true, "VIX")]
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[TestCase(20, true, "VIX")]
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public void IsStandard(int expirationDate, bool isStandard, string optionTicker)
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{
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var symbol = Symbol.Create(IndexOptionSymbol.MapToUnderlying(optionTicker), SecurityType.Index, Market.USA);
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var option = Symbol.CreateOption(symbol, optionTicker, Market.USA, OptionStyle.European,
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OptionRight.Call, 3700, new DateTime(2023, 1, expirationDate));
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Assert.AreEqual(isStandard, IndexOptionSymbol.IsStandard(option));
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}
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}
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}
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