Martin Molinero
0933da9303
- Removing `AccountCurrency` from `Cash` and `Brokerage` classes. `ICurrencyConverter` will now provide the `AccountCurrency` - Adding new static `OrderFee.Zero` which will return a 0 order fee in `NullCurrency` - Adding static `Currencies.USD` value, replacing all "USD". - Addin new static `Currencies.NullCurrency` - Updating Bitfinex `FeeModel` so it return fees in quote currency. Adding unit tests
57 lines
1.8 KiB
C#
57 lines
1.8 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 NUnit.Framework;
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using QuantConnect.Algorithm;
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using QuantConnect.Data.Market;
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using QuantConnect.Lean.Engine.TransactionHandlers;
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using QuantConnect.Securities;
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namespace QuantConnect.Tests.Common.Securities
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{
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[TestFixture]
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class SymbolPropertiesDatabaseTests
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{
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[Test]
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public void LoadsLotSize()
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{
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var db = SymbolPropertiesDatabase.FromDataFolder();
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var symbolProperties = db.GetSymbolProperties(Market.FXCM, "EURGBP", SecurityType.Forex, "GBP");
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Assert.AreEqual(symbolProperties.LotSize, 1000);
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}
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[Test]
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public void LoadsQuoteCurrency()
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{
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var db = SymbolPropertiesDatabase.FromDataFolder();
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var symbolProperties = db.GetSymbolProperties(Market.FXCM, "EURGBP", SecurityType.Forex, "GBP");
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Assert.AreEqual(symbolProperties.QuoteCurrency, "GBP");
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}
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[Test]
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public void LoadsDefaultLotSize()
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{
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var defaultSymbolProperties = SymbolProperties.GetDefault(Currencies.USD);
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Assert.AreEqual(defaultSymbolProperties.LotSize, 1);
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}
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}
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}
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