/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using NUnit.Framework; using QuantConnect.Benchmarks; using QuantConnect.Data; using QuantConnect.Data.Market; using QuantConnect.Securities; namespace QuantConnect.Tests.Common.Benchmarks { [TestFixture, Parallelizable(ParallelScope.All)] public class SecurityBenchmarkTests { [TestCase(1)] [TestCase(10)] public void EvaluatesInAccountCurrency(decimal conversionRate) { var security = new Security( SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork), new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, true, true, false), new Cash(Currencies.USD, 0, conversionRate), SymbolProperties.GetDefault(Currencies.USD), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null, new SecurityCache() ); var price = 25; security.SetMarketPrice(new Tick { Value = price }); var benchmark = new SecurityBenchmark(security); Assert.AreEqual(price * conversionRate, benchmark.Evaluate(DateTime.Now)); } } }