/* * 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; using QuantConnect.Data.Market; using QuantConnect.Securities; namespace QuantConnect.Tests.Common.Securities.Forex { [TestFixture] public class ForexTests { [Test] public void DecomposeThrowsOnSymbolTooShort() { string symbol = "12345"; Assert.AreEqual(5, symbol.Length); string basec, quotec; Assert.Throws(() => { QuantConnect.Securities.Forex.Forex.DecomposeCurrencyPair(symbol, out basec, out quotec); }, "Currency pairs must be exactly 6 characters"); } [Test] public void DecomposeThrowsOnSymbolTooLong() { string symbol = "1234567"; Assert.AreEqual(7, symbol.Length); string basec, quotec; Assert.Throws(() => { QuantConnect.Securities.Forex.Forex.DecomposeCurrencyPair(symbol, out basec, out quotec); }, "Currency pairs must be exactly 6 characters"); } [Test] public void DecomposeThrowsOnNullSymbol() { string symbol = null; string basec, quotec; Assert.Throws(() => { QuantConnect.Securities.Forex.Forex.DecomposeCurrencyPair(symbol, out basec, out quotec); }, "Currency pairs must be exactly 6 characters"); } [Test] public void ConstructorDecomposesBaseAndQuoteCurrencies() { var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.EURUSD, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, true, true, true); var forex = new QuantConnect.Securities.Forex.Forex(SecurityExchangeHours.AlwaysOpen(config.DataTimeZone), new Cash(Currencies.USD, 0, 0), new Cash(Currencies.EUR, 0, 0), config, SymbolProperties.GetDefault(Currencies.USD), ErrorCurrencyConverter.Instance, RegisteredSecurityDataTypesProvider.Null); Assert.AreEqual("EUR", forex.BaseCurrency.Symbol); Assert.AreEqual(Currencies.USD, forex.QuoteCurrency.Symbol); } } }