553 lines
23 KiB
C#
553 lines
23 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 System.Linq;
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using NUnit.Framework;
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using QuantConnect.Data;
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using System.Collections.Generic;
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using QuantConnect.Securities.Option;
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namespace QuantConnect.Tests.Common
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{
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[TestFixture]
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public class SymbolTests
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{
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[Theory]
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[TestCaseSource(nameof(GetSymbolCreateTestCaseData))]
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public void SymbolCreate(string ticker, SecurityType securityType, string market, Symbol expected)
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{
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Assert.AreEqual(Symbol.Create(ticker, securityType, market), expected);
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}
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private static TestCaseData[] GetSymbolCreateTestCaseData()
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{
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return new []
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{
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new TestCaseData("SPY", SecurityType.Equity, Market.USA, new Symbol(SecurityIdentifier.GenerateEquity("SPY", Market.USA), "SPY")),
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new TestCaseData("EURUSD", SecurityType.Forex, Market.FXCM, new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.FXCM), "EURUSD")),
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new TestCaseData("SPY", SecurityType.Option, Market.USA, new Symbol(SecurityIdentifier.GenerateOption(SecurityIdentifier.DefaultDate, Symbols.SPY.ID, Market.USA, 0, default(OptionRight), default(OptionStyle)), "?SPY"))
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};
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}
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[Test]
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public void SymbolCreateBaseWithUnderlyingEquity()
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{
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var type = typeof(BaseData);
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var equitySymbol = Symbol.Create("TWX", SecurityType.Equity, Market.USA);
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var symbol = Symbol.CreateBase(type, equitySymbol, Market.USA);
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var symbolIDSymbol = symbol.ID.Symbol.Split(new[] { ".BaseData" }, StringSplitOptions.None).First();
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Assert.IsTrue(symbol.SecurityType == SecurityType.Base);
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Assert.IsTrue(symbol.HasUnderlying);
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Assert.AreEqual(symbol.Underlying, equitySymbol);
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Assert.AreEqual(symbol.ID.Date, new DateTime(1998, 1, 2));
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Assert.AreEqual("AOL", symbolIDSymbol);
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Assert.AreEqual(symbol.Underlying.ID.Symbol, symbolIDSymbol);
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Assert.AreEqual(symbol.Underlying.ID.Date, symbol.ID.Date);
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Assert.AreEqual(symbol.Underlying.Value, equitySymbol.Value);
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Assert.AreEqual(symbol.Underlying.Value, symbol.Value);
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}
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[Test]
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public void SymbolCreateBaseWithUnderlyingOption()
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{
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var type = typeof(BaseData);
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var optionSymbol = Symbol.CreateOption("TWX", Market.USA, OptionStyle.American, OptionRight.Call, 100, new DateTime(2050, 12, 31));
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var symbol = Symbol.CreateBase(type, optionSymbol, Market.USA);
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var symbolIDSymbol = symbol.ID.Symbol.Split(new[] { ".BaseData" }, StringSplitOptions.None).First();
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Assert.IsTrue(symbol.SecurityType == SecurityType.Base);
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Assert.IsTrue(symbol.HasUnderlying);
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Assert.AreEqual(symbol.Underlying, optionSymbol);
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Assert.IsTrue(symbol.Underlying.HasUnderlying);
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Assert.AreEqual(symbol.Underlying.Underlying.SecurityType, SecurityType.Equity);
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Assert.AreEqual(new DateTime(2050, 12, 31), symbol.ID.Date);
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Assert.AreEqual("AOL", symbolIDSymbol);
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Assert.AreEqual(symbol.Underlying.ID.Symbol, symbolIDSymbol);
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Assert.AreEqual(symbol.Underlying.ID.Date, symbol.ID.Date);
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Assert.AreEqual(symbol.Underlying.Value, symbol.Value);
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Assert.AreEqual(symbol.Underlying.Underlying.ID.Symbol, symbolIDSymbol);
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Assert.AreNotEqual(symbol.Underlying.Underlying.ID.Date, symbol.ID.Date);
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Assert.IsTrue(symbol.Value.StartsWith(symbol.Underlying.Underlying.Value));
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Assert.AreEqual(symbol.Underlying.Underlying.ID.Symbol, symbol.Underlying.ID.Symbol);
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Assert.AreNotEqual(symbol.Underlying.Underlying.ID.Date, symbol.Underlying.ID.Date);
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Assert.IsTrue(symbol.Underlying.Value.StartsWith(symbol.Underlying.Underlying.Value));
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}
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[Test]
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public void SymbolCreateWithOptionSecurityTypeCreatesCanonicalOptionSymbol()
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{
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var symbol = Symbol.Create("SPY", SecurityType.Option, Market.USA);
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var sid = symbol.ID;
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Assert.AreEqual(SecurityIdentifier.DefaultDate, sid.Date);
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Assert.AreEqual(0m, sid.StrikePrice);
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Assert.AreEqual(default(OptionRight), sid.OptionRight);
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Assert.AreEqual(default(OptionStyle), sid.OptionStyle);
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}
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[Test]
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public void CanonicalOptionSymbolAliasHasQuestionMark()
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{
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var symbol = Symbol.Create("SPY", SecurityType.Option, Market.USA);
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Assert.AreEqual("?SPY", symbol.Value);
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}
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[Test]
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public void UsesSidForDictionaryKey()
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{
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var sid = SecurityIdentifier.GenerateEquity("SPY", Market.USA);
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var dictionary = new Dictionary<Symbol, int>
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{
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{new Symbol(sid, "value"), 1}
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};
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var key = new Symbol(sid, "other value");
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Assert.IsTrue(dictionary.ContainsKey(key));
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}
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[Test]
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public void CreatesOptionWithUnderlying()
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{
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var option = Symbol.CreateOption("XLRE", Market.USA, OptionStyle.American, OptionRight.Call, 21m, new DateTime(2016, 08, 19));
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Assert.AreEqual(option.ID.Date, new DateTime(2016, 08, 19));
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Assert.AreEqual(option.ID.StrikePrice, 21m);
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Assert.AreEqual(option.ID.OptionRight, OptionRight.Call);
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Assert.AreEqual(option.ID.OptionStyle, OptionStyle.American);
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Assert.AreEqual(option.Underlying.ID.Symbol, "XLRE");
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}
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[Test]
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public void CompareToItselfReturnsZero()
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{
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var sym = new Symbol(SecurityIdentifier.GenerateForex("sym", Market.FXCM), "sym");
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Assert.AreEqual(0, sym.CompareTo(sym));
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}
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[Test]
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public void ComparesTheSameAsStringCompare()
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{
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var a = new Symbol(SecurityIdentifier.GenerateForex("a", Market.FXCM), "a");
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var z = new Symbol(SecurityIdentifier.GenerateForex("z", Market.FXCM), "z");
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Assert.AreEqual(string.Compare("a", "z", StringComparison.Ordinal), a.CompareTo(z));
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Assert.AreEqual(string.Compare("z", "a", StringComparison.Ordinal), z.CompareTo(a));
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}
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[Test]
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public void ComparesTheSameAsStringCompareAndIgnoresCase()
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{
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var a = new Symbol(SecurityIdentifier.GenerateForex("a", Market.FXCM), "a");
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var z = new Symbol(SecurityIdentifier.GenerateForex("z", Market.FXCM), "z");
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Assert.AreEqual(string.Compare("a", "Z", StringComparison.OrdinalIgnoreCase), a.CompareTo(z));
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Assert.AreEqual(string.Compare("z", "A", StringComparison.OrdinalIgnoreCase), z.CompareTo(a));
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}
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[Test]
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public void ComparesAgainstStringWithoutException()
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{
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var a = new Symbol(SecurityIdentifier.GenerateForex("a", Market.FXCM), "a");
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Assert.AreEqual(0, a.CompareTo("a"));
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}
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[Test]
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public void ComparesAgainstStringIgnoringCase()
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{
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var a = new Symbol(SecurityIdentifier.GenerateForex("a", Market.FXCM), "a");
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Assert.AreEqual(0, a.CompareTo("A"));
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}
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[Test]
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public void EqualsAgainstNullOrEmpty()
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{
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var validSymbol = Symbols.SPY;
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var emptySymbol = Symbol.Empty;
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var emptySymbolInstance = new Symbol(SecurityIdentifier.Empty, string.Empty);
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Symbol nullSymbol = null;
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Assert.IsTrue(emptySymbol.Equals(nullSymbol));
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Assert.IsTrue(Symbol.Empty.Equals(nullSymbol));
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Assert.IsTrue(emptySymbolInstance.Equals(nullSymbol));
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Assert.IsTrue(emptySymbol.Equals(emptySymbol));
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Assert.IsTrue(Symbol.Empty.Equals(emptySymbol));
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Assert.IsTrue(emptySymbolInstance.Equals(emptySymbol));
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Assert.IsFalse(validSymbol.Equals(nullSymbol));
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Assert.IsFalse(validSymbol.Equals(emptySymbol));
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Assert.IsFalse(validSymbol.Equals(emptySymbolInstance));
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Assert.IsFalse(Symbol.Empty.Equals(validSymbol));
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}
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[Test]
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public void ComparesAgainstNullOrEmpty()
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{
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var validSymbol = Symbols.SPY;
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var emptySymbol = Symbol.Empty;
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Symbol nullSymbol = null;
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Assert.IsTrue(nullSymbol == emptySymbol);
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Assert.IsFalse(nullSymbol != emptySymbol);
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Assert.IsTrue(emptySymbol == nullSymbol);
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Assert.IsFalse(emptySymbol != nullSymbol);
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Assert.IsTrue(validSymbol != null);
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Assert.IsTrue(emptySymbol == null);
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Assert.IsTrue(nullSymbol == null);
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Assert.IsFalse(validSymbol == null);
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Assert.IsFalse(emptySymbol != null);
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Assert.IsFalse(nullSymbol != null);
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Assert.IsTrue(validSymbol != Symbol.Empty);
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Assert.IsTrue(emptySymbol == Symbol.Empty);
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Assert.IsTrue(nullSymbol == Symbol.Empty);
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Assert.IsFalse(validSymbol == Symbol.Empty);
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Assert.IsFalse(emptySymbol != Symbol.Empty);
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Assert.IsFalse(nullSymbol != Symbol.Empty);
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Assert.IsTrue(null != validSymbol);
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Assert.IsTrue(null == emptySymbol);
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Assert.IsTrue(null == nullSymbol);
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Assert.IsFalse(null == validSymbol);
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Assert.IsFalse(null != emptySymbol);
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Assert.IsFalse(null != nullSymbol);
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Assert.IsTrue(Symbol.Empty != validSymbol);
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Assert.IsTrue(Symbol.Empty == emptySymbol);
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Assert.IsTrue(Symbol.Empty == nullSymbol);
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Assert.IsFalse(Symbol.Empty == validSymbol);
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Assert.IsFalse(Symbol.Empty != emptySymbol);
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Assert.IsFalse(Symbol.Empty != nullSymbol);
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}
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[Test]
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public void ImplicitOperatorsAreInverseFunctions()
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{
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#pragma warning disable 0618 // This test requires implicit operators
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var eurusd = new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.FXCM), "EURUSD");
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string stringEurusd = eurusd;
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Symbol symbolEurusd = stringEurusd;
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Assert.AreEqual(eurusd, symbolEurusd);
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#pragma warning restore 0618
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}
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[Test]
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public void ImplicitOperatorsReturnSIDOnFailure()
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{
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#pragma warning disable 0618 // This test requires implicit operators
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// this doesn't exist in the symbol cache
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var eurusd = new Symbol(SecurityIdentifier.GenerateForex("NOT-A-SECURITY", Market.FXCM), "EURUSD");
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string stringEurusd = eurusd;
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Assert.AreEqual(eurusd.ID.ToString(), stringEurusd);
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Assert.Throws<ArgumentException>(() =>
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{
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Symbol symbol = "this will not resolve to a proper Symbol instance";
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});
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Symbol notASymbol = "NotASymbol";
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Assert.AreNotEqual(Symbol.Empty, notASymbol);
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Assert.IsTrue(notASymbol.ToString().Contains("NotASymbol"));
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#pragma warning restore 0618
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}
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[Test]
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public void ImplicitFromStringChecksSymbolCache()
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{
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#pragma warning disable 0618 // This test requires implicit operators
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SymbolCache.Set("EURUSD", Symbol.Create("EURUSD", SecurityType.Forex, Market.FXCM));
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string ticker = "EURUSD";
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Symbol actual = ticker;
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var expected = SymbolCache.GetSymbol(ticker);
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Assert.AreEqual(expected, actual);
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SymbolCache.Clear();
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#pragma warning restore 0618
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}
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[Test]
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public void ImplicitFromStringParsesSid()
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{
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#pragma warning disable 0618 // This test requires implicit operators
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SymbolCache.Set("EURUSD", Symbol.Create("EURUSD", SecurityType.Forex, Market.FXCM));
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var expected = SymbolCache.GetSymbol("EURUSD");
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string sid = expected.ID.ToString();
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Symbol actual = sid;
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Assert.AreEqual(expected, actual);
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SymbolCache.Clear();
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#pragma warning restore 0618
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}
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[Test]
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public void ImplicitFromWithinStringLiftsSecondArgument()
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{
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#pragma warning disable 0618 // This test requires implicit operators
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SymbolCache.Clear();
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SymbolCache.Set("EURUSD", Symbols.EURUSD);
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var expected = SymbolCache.GetSymbol("EURUSD");
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string stringValue = expected;
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string notFound = "EURGBP 8G";
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var expectedNotFoundSymbol = Symbols.EURGBP;
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string sid = expected.ID.ToString();
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Symbol actual = sid;
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if (!(expected == stringValue))
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{
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Assert.Fail("Failed expected == string");
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}
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else if (!(stringValue == expected))
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{
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Assert.Fail("Failed string == expected");
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}
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else if (expected != stringValue)
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{
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Assert.Fail("Failed expected != string");
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}
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else if (stringValue != expected)
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{
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Assert.Fail("Failed string != expected");
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}
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Symbol notFoundSymbol = notFound;
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Assert.AreEqual(expectedNotFoundSymbol, notFoundSymbol);
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SymbolCache.Clear();
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#pragma warning restore 0618
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}
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[Test]
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public void TestIfWeDetectCorrectlyWeekliesAndStandardOptionsBeforeFeb2015()
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{
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var symbol = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 200, new DateTime(2012, 09, 22));
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var weeklySymbol = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 200, new DateTime(2012, 09, 07));
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Assert.True(OptionSymbol.IsStandard(symbol));
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Assert.False(OptionSymbol.IsStandard(weeklySymbol));
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Assert.AreEqual(new DateTime(2012, 09, 21)/*Friday*/, OptionSymbol.GetLastDayOfTrading(symbol));
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Assert.AreEqual(new DateTime(2012, 09, 07)/*Friday*/, OptionSymbol.GetLastDayOfTrading(weeklySymbol));
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}
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[Test]
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public void TestIfWeDetectCorrectlyWeekliesAndStandardOptionsAfterFeb2015()
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{
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var symbol = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 200, new DateTime(2016, 02, 19));
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var weeklySymbol = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 200, new DateTime(2016, 02, 05));
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Assert.True(OptionSymbol.IsStandard(symbol));
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Assert.False(OptionSymbol.IsStandard(weeklySymbol));
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Assert.AreEqual(new DateTime(2016, 02, 19)/*Friday*/, OptionSymbol.GetLastDayOfTrading(symbol));
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Assert.AreEqual(new DateTime(2016, 02, 05)/*Friday*/, OptionSymbol.GetLastDayOfTrading(weeklySymbol));
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}
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[Test]
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public void TestIfWeDetectCorrectlyWeeklies()
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{
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var weeklySymbol = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 200, new DateTime(2020, 04, 10));
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var monthlysymbol = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 200, new DateTime(2020, 04, 17));
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Assert.True(OptionSymbol.IsWeekly(weeklySymbol));
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Assert.False(OptionSymbol.IsWeekly(monthlysymbol));
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Assert.AreEqual(new DateTime(2020, 04, 17)/*Friday*/, OptionSymbol.GetLastDayOfTrading(monthlysymbol));
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//Good Friday on 10th so should be 9th
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Assert.AreEqual(new DateTime(2020, 04, 09)/*Thursday*/, OptionSymbol.GetLastDayOfTrading(weeklySymbol));
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}
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[Test]
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public void HasUnderlyingSymbolReturnsTrueWhenSpecifyingCorrectUnderlying()
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{
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Assert.IsTrue(Symbols.SPY_C_192_Feb19_2016.HasUnderlyingSymbol(Symbols.SPY));
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}
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[Test]
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public void HasUnderlyingSymbolReturnsFalsWhenSpecifyingIncorrectUnderlying()
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{
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Assert.IsFalse(Symbols.SPY_C_192_Feb19_2016.HasUnderlyingSymbol(Symbols.AAPL));
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}
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[Test]
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public void TestIfFridayLastTradingDayIsHolidaysThenMoveToPreviousThursday()
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{
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var saturdayAfterGoodFriday = new DateTime(2014, 04, 19);
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var thursdayBeforeGoodFriday = saturdayAfterGoodFriday.AddDays(-2);
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var symbol = Symbol.CreateOption("SPY", Market.USA, OptionStyle.American, OptionRight.Call, 200, saturdayAfterGoodFriday);
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Assert.AreEqual(thursdayBeforeGoodFriday, OptionSymbol.GetLastDayOfTrading(symbol));
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}
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[TestCase("ES", "ES")]
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[TestCase("GC", "OG")]
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[TestCase("ZT", "OZT")]
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public void FutureOptionsWithDifferentUnderlyingGlobexTickersAreMapped(string futureTicker, string expectedFutureOptionTicker)
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{
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var future = Symbol.CreateFuture(futureTicker, Market.CME, DateTime.UtcNow.Date);
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var canonicalFutureOption = Symbol.CreateOption(
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future,
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Market.CME,
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default(OptionStyle),
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default(OptionRight),
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default(decimal),
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SecurityIdentifier.DefaultDate);
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var nonCanonicalFutureOption = Symbol.CreateOption(
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future,
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Market.CME,
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default(OptionStyle),
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default(OptionRight),
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default(decimal),
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new DateTime(2020, 12, 18));
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Assert.AreEqual(canonicalFutureOption.Underlying.ID.Symbol, futureTicker);
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Assert.AreEqual(canonicalFutureOption.ID.Symbol, expectedFutureOptionTicker);
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Assert.IsTrue(canonicalFutureOption.Value.StartsWith("?" + expectedFutureOptionTicker));
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Assert.AreEqual(nonCanonicalFutureOption.Underlying.ID.Symbol, futureTicker);
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Assert.AreEqual(nonCanonicalFutureOption.ID.Symbol, expectedFutureOptionTicker);
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Assert.IsTrue(nonCanonicalFutureOption.Value.StartsWith(expectedFutureOptionTicker));
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}
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[Test]
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public void SymbolWithSidContainingUnderlyingCreatedWithoutNullUnderlying()
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{
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var future = Symbol.CreateFuture("ES", Market.CME, new DateTime(2020, 6, 19));
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var optionSid = SecurityIdentifier.GenerateOption(
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future.ID.Date,
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future.ID,
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future.ID.Market,
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3500m,
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OptionRight.Call,
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OptionStyle.American);
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var option = new Symbol(optionSid, "ES");
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Assert.IsNotNull(option.Underlying);
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Assert.AreEqual(future, option.Underlying);
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}
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[TestCase("CL XKJAZ588SI4H", "CL", "CL21F21")] // Future
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[TestCase("CL JL", "CL", "/CL")] // Canonical Future
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[TestCase("ES 1S4 | ES XLDTU1KH5XC1", "CL", "?ES21F21")] // Future Option Canonical
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[TestCase("ES XKGCMV4QK9VO | ES XLDTU1KH5XC1", "ES", "ES21F21 201218C00000000")] // Future Option
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[TestCase("SPY 2U | SPY R735QTJ8XC9X", "SPY", "?SPY")] // Option Canonical
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[TestCase("GOOCV 305RBQ2BZBZT2 | GOOCV VP83T1ZUHROL", "GOOCV", "GOOCV 151224P00007500")] // Option
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[TestCase("SPY R735QTJ8XC9X", "SPY", "SPY")] // Equity
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[TestCase("EURGBP 8G", "EURGBP", "EURGBP")] // Forex
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[TestCase("BTCUSD XJ", "BTCUSD", "BTCUSD")] // Crypto
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public void SymbolAlias(string identifier, string ticker, string expectedValue)
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{
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var symbol = new Symbol(SecurityIdentifier.Parse(identifier), ticker);
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Assert.AreEqual(expectedValue, symbol.Value);
|
|
}
|
|
|
|
[TestCase("CL XKJAZ588SI4H", "CL", "CL21F21")] // Future
|
|
[TestCase("CL JL", "CL", "/CL")] // Canonical Future
|
|
[TestCase("ES 1S4 | ES XLDTU1KH5XC1", "ES", "?ES21F21")] // Future Option Canonical
|
|
[TestCase("ES XKGCMV4QK9VO | ES XLDTU1KH5XC1", "ES", "ES21F21 201218C00000000")] // Future Option
|
|
[TestCase("SPY 2U | SPY R735QTJ8XC9X", "SPY", "?SPY")] // Option Canonical
|
|
[TestCase("GOOCV 305RBQ2BZBZT2 | GOOCV VP83T1ZUHROL", "GOOCV", "GOOCV 151224P00750000")] // Option
|
|
[TestCase("SPY R735QTJ8XC9X", "SPY", null)] // Equity
|
|
[TestCase("EURGBP 8G", "EURGBP", null)] // Forex
|
|
[TestCase("BTCUSD XJ", "BTCUSD", null)] // Crypto
|
|
public void SymbolCanonical(string identifier, string ticker, string expectedValue)
|
|
{
|
|
var symbol = new Symbol(SecurityIdentifier.Parse(identifier), ticker);
|
|
if (expectedValue != null)
|
|
{
|
|
var result = symbol.Canonical;
|
|
|
|
Assert.IsNotNull(result);
|
|
Assert.AreSame(result, symbol.Canonical);
|
|
Assert.IsTrue(result.IsCanonical());
|
|
Assert.IsTrue(result.Value.Contains(ticker));
|
|
Assert.AreEqual(symbol.SecurityType, result.SecurityType);
|
|
Assert.AreEqual(symbol.ID.Market, result.ID.Market);
|
|
}
|
|
else
|
|
{
|
|
Assert.Throws<InvalidOperationException>(() =>
|
|
{
|
|
var canonical = symbol.Canonical;
|
|
});
|
|
}
|
|
}
|
|
|
|
|
|
[TestCase("SPY", "SPY", "SPY 2T")]
|
|
[TestCase("NWSA", "FOXA", "NWSA 2T")]
|
|
[TestCase("NWSA", "FOXA", "NWSA 2S|NWSA 2T")]
|
|
[TestCase("QQQQ", "QQQ", "QQQQ 2S|QQQQ 31|QQQQ 2T")]
|
|
public void SymbolAndUnderlyingSymbolsMapped(string ticker, string mappedTicker, string sid)
|
|
{
|
|
var symbol = new Symbol(SecurityIdentifier.Parse(sid), ticker);
|
|
var symbolChain = symbol;
|
|
|
|
do
|
|
{
|
|
Assert.AreEqual(symbolChain.Value, ticker);
|
|
symbolChain = symbolChain.Underlying;
|
|
}
|
|
while (symbolChain != null);
|
|
|
|
symbol = symbol.UpdateMappedSymbol(mappedTicker);
|
|
symbolChain = symbol;
|
|
|
|
do
|
|
{
|
|
Console.WriteLine(symbolChain.ToString() + "; Value: " + symbolChain.Value);
|
|
if (symbolChain.SecurityType == SecurityType.Base || symbolChain.RequiresMapping())
|
|
{
|
|
Assert.AreEqual(mappedTicker, symbolChain.Value);
|
|
}
|
|
else
|
|
{
|
|
Assert.AreNotEqual(mappedTicker, symbolChain.Value);
|
|
}
|
|
symbolChain = symbolChain.Underlying;
|
|
}
|
|
while (symbolChain != null);
|
|
}
|
|
|
|
[Test]
|
|
public void SymbolReferenceNotMappedOnUpdate()
|
|
{
|
|
var symbol = Symbol.Create("NWSA", SecurityType.Equity, Market.USA);
|
|
var customSymbol = Symbol.CreateBase(typeof(BaseData), symbol, Market.USA);
|
|
|
|
var mappedSymbol = customSymbol.UpdateMappedSymbol("FOXA");
|
|
|
|
Assert.AreNotEqual(customSymbol.Value, mappedSymbol.Value);
|
|
Assert.AreNotEqual(customSymbol.Underlying.Value, mappedSymbol.Underlying.Value);
|
|
Assert.AreNotEqual(symbol.Value, mappedSymbol.Underlying.Value);
|
|
}
|
|
}
|
|
}
|