wehub-resource-sync
85 lines
2.6 KiB
C#
85 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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*/
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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 QuantConnect.Data.Market;
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using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
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namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators
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{
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[TestFixture]
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public class MappingEventProviderTests
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{
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private SubscriptionDataConfig _config;
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[SetUp]
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public void SetUp()
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{
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var symbol = Symbol.Create("TFCFA", SecurityType.Equity, Market.USA);
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_config = new SubscriptionDataConfig(typeof(TradeBar),
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symbol,
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Resolution.Daily,
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TimeZones.NewYork,
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TimeZones.NewYork,
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true,
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true,
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false);
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}
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[Test]
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public void InitialMapping()
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{
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var provider = new MappingEventProvider();
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Assert.AreEqual("TFCFA", _config.MappedSymbol);
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provider.Initialize(_config,
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null,
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TestGlobals.MapFileProvider,
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new DateTime(2006, 1, 1));
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Assert.AreEqual("NWSA", _config.MappedSymbol);
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}
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[Test]
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public void MappingEvent()
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{
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var provider = new MappingEventProvider();
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provider.Initialize(_config,
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null,
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TestGlobals.MapFileProvider,
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new DateTime(2006, 1, 1));
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Assert.AreEqual("NWSA", _config.MappedSymbol);
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var symbolEvent = (SymbolChangedEvent)provider
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.GetEvents(new NewTradableDateEventArgs(
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new DateTime(2013, 6, 29),
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null,
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_config.Symbol,
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null)).Single();
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Assert.AreEqual("FOXA", symbolEvent.NewSymbol);
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Assert.AreEqual("NWSA", symbolEvent.OldSymbol);
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Assert.AreEqual("FOXA", _config.MappedSymbol);
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}
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}
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}
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