Juan José D'Ambrosio
52 lines
2.0 KiB
C#
52 lines
2.0 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 NodaTime;
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using NUnit.Framework;
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using QuantConnect.Data;
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using QuantConnect.Data.Custom.Fred;
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using QuantConnect.Data.UniverseSelection;
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using System;
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using System.IO;
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using System.Linq;
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namespace QuantConnect.Tests.Common.Data.Custom
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{
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[TestFixture]
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public class FredApiTest
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{
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[Test]
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public void FredApiParsesDataCorrectly()
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{
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// Arrange
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var fileInfo = new FileInfo("./TestData/FredVixData.json");
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var content = File.ReadAllText(fileInfo.FullName);
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var sid = SecurityIdentifier.GenerateBase(typeof(BaseData), Fred.CBOE.VIX, QuantConnect.Market.USA, false);
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var symbol = new Symbol(sid, Fred.CBOE.VIX);
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var subscriptionDataConfig = new SubscriptionDataConfig(typeof(BaseData), symbol, Resolution.Daily,
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DateTimeZone.Utc, DateTimeZone.Utc, false, false, false, true);
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var fredApi = new FredApi();
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// Act
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var data = (BaseDataCollection)fredApi.Reader(subscriptionDataConfig, content, new DateTime(2019, 01, 04), false);
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// Assert
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Assert.AreEqual(18, data.Data.Count);
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Assert.AreEqual(23.22, data.Data.First().Value);
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Assert.AreEqual(18.87, data.Data.Last().Value);
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Assert.AreEqual(357.66m, data.Data.Sum(d => d.Value));
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}
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}
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} |