Gerardo Salazar
55f8376c53
Created random-seed argument for rdg in order to let the user get deterministic output Update documentation in 'FactorFileRow.cs' to accurately reflect factor file structure Update CSV generation for FactorFile so that it uses FactorFileRow's CSV generator Add FinancialCalendar to make it easier to implement logic regarding financial quarters Add mapping events to RandomDataGenerator Update MapFileRow ToCsv method to correctly emit the ticker as lowercase Fix bug in FactorFile where we would get the same initial data point twice when we converted it to CSV Create new method to convert a MapFile to CSV Create new method to write MapFile to disk as CSV Add unit test to test for successful CSV generation in MapFile Add new files to project Add FinancialCalendar unit tests Create new class to handle generation of dividends, splits, and maps
86 lines
2.8 KiB
C#
86 lines
2.8 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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*/
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using NUnit.Framework;
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using QuantConnect.Data.Auxiliary;
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namespace QuantConnect.Tests.Common.Data.Auxiliary
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{
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[TestFixture]
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public class MapFileTests
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{
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[Test]
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public void ResolvesFirstTicker()
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{
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var mapFile = new MapFile("goog", new List<MapFileRow>
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{
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new MapFileRow(new DateTime(2014, 03, 27), "goocv"),
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new MapFileRow(new DateTime(2014, 04, 02), "goocv"),
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new MapFileRow(new DateTime(2050, 12, 31), "goog")
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});
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Assert.AreEqual("GOOCV", mapFile.FirstTicker);
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}
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[Test]
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[TestCase("abc", "ABC")]
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[TestCase("abc.1", "ABC")]
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[TestCase("brk.a", "BRK.A")]
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[TestCase("brk.a.1", "BRK.A")]
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public void ResolvesFirstTickerFromPermtickIfEmptyMapFile(string permtick, string expectedFirstTicker)
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{
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var mapFile = new MapFile(permtick, new List<MapFileRow>());
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Assert.AreEqual(expectedFirstTicker, mapFile.FirstTicker);
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}
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[Test]
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public void ResolvesFirstDate()
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{
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var mapFile = new MapFile("goog", new List<MapFileRow>
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{
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new MapFileRow(new DateTime(2014, 03, 27), "goocv"),
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new MapFileRow(new DateTime(2014, 04, 02), "goocv"),
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new MapFileRow(new DateTime(2050, 12, 31), "goog")
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});
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Assert.AreEqual(new DateTime(2014, 03, 27), mapFile.FirstDate);
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}
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[Test]
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public void GenerateMapFileCSV()
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{
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var mapFile = new MapFile("enrn", new List<MapFileRow>()
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{
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new MapFileRow(new DateTime(2001, 1, 1), "enrn"),
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new MapFileRow(new DateTime(2001, 12, 2), "enrnq")
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});
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var csvData = new List<string>()
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{
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"20010101,enrn",
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"20011202,enrnq"
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};
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Assert.True(mapFile.ToCsvLines().SequenceEqual(csvData));
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}
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}
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}
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