wehub-resource-sync
75 lines
2.6 KiB
C#
75 lines
2.6 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 System.IO;
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using NUnit.Framework;
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using QuantConnect.Data;
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namespace QuantConnect.Tests.Common.Data
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{
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[TestFixture]
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public class InterestRateProviderTests
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{
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[Test]
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public void Create()
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{
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const string csvLine = "2020-01-01,2.5";
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const decimal expectedInterestRateValue = 0.025m;
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var expectedInterestRateDate = new DateTime(2020, 1, 1);
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if (!InterestRateProvider.TryParse(csvLine, out var date, out var interestRate))
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{
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Assert.Fail("Could not convert the line into interest rate data");
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}
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Assert.AreEqual(expectedInterestRateDate, date);
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Assert.AreEqual(expectedInterestRateValue, interestRate);
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}
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[TestCase("alternative/interest-rate/usa/interest-rate.csv", true)]
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[TestCase("non-existing.csv", false)]
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public void FromCsvFile(string dir, bool getResults)
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{
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var filePath = Path.Combine(Globals.DataFolder, dir);
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var result = InterestRateProvider.FromCsvFile(filePath, out _);
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if (getResults)
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{
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Assert.GreaterOrEqual(result.Count, 30);
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}
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else
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{
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Assert.IsEmpty(result);
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}
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}
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[TestCase("19700306", 0.0225)] // Date in before the first date in file
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[TestCase("20200306", 0.0175)]
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[TestCase("20200307", 0.0175)]
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[TestCase("20200308", 0.0175)]
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[TestCase("20200310", 0.0175)]
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[TestCase("20501231", 0.055)] // Date in far future
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public void GetInterestRate(string dateString, decimal expected)
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{
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var provider = new InterestRateProvider();
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var dateTime = Parse.DateTimeExact(dateString, "yyyyMMdd");
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var result = provider.GetInterestRate(dateTime);
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Assert.AreEqual(expected, result);
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}
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}
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}
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