/* * 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.Data.Auxiliary; using QuantConnect.Data.Market; using QuantConnect.Securities; namespace QuantConnect.Tests.Common.Data.Auxiliary { [TestFixture] public class FactorFileRowTests { [Test] public void ToCsv() { var row = new CorporateFactorRow(new DateTime(2000, 01, 01), 1m, 2m, 123m); var actual = row.GetFileFormat("source"); var expected = "20000101,1,2,123,source"; Assert.AreEqual(expected, actual); } [Test] public void AppliesDividendWithPreviousTradingDateEqualToRowDate() { var row = new CorporateFactorRow(new DateTime(2018, 08, 23), 1m, 2m, 123m); var dividend = new Dividend(Symbols.SPY, row.Date.AddDays(1), 1m, 123m); var updated = row.Apply(dividend, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork)); Assert.AreEqual("20180823,0.9918699,2,123", updated.GetFileFormat()); } [Test] public void AppliesSplitWithPreviousTradingDateEqualToRowDate() { var row = new CorporateFactorRow(new DateTime(2018, 08, 23), 1m, 2m, 123m); var dividend = new Split(Symbols.SPY, row.Date.AddDays(1), 123m, 2m, SplitType.SplitOccurred); var updated = row.Apply(dividend, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork)); Assert.AreEqual("20180823,1,4,123", updated.GetFileFormat()); } } }