snugs
6bd38ece77
Time sync: * Data feeds are required to time sync in UTC time * TimeSlice.Time is now in UTC IAlgorithm * Time is now exclusively the algorithm's local time zone * Added UtcTime * SetDateTime( DateTime ) accepts a UTC time and is internally converted SubscriptionDataConfig * Adds market and time zone as required ctor parameters SecurityExchange * Now passes most calls directly through to SecurityExchangeHours class SecurityExchangeHours * Holds market hours for each day of week (LocalMarketHours) * Talks in terms of local times in the SecurityExchangeHours.TimeZone time zone Data/market-hours/ * New data folder to hold market hour information * Includes market-hours-database.csv to hold market hours per market/symbol/security (see doc in file) * Includes holidays-usa.csv to hold holidays for 'usa' market + The holiday files follow the pattern 'holidays-*.csv' where * is the market TimeKeeper * Receives updates in UTC time * Passes that to LocalTimeKeeper's who lazily evaluate the time in their respective time zones * Eventually this can grow to be the sole source of time in the algorithm's scope MISC: * Fixes exception thrown when exiting LiveTradingDataFeed * Fixes exception thrown when exiting FileSystemDataFeed * Fixes exception thrown when exiting StatusPing * Simplify FillForwardEnumerator logic with GetNextMarketOpen * Adds many time zones, see TimeZones.cs
39 lines
1.3 KiB
C#
39 lines
1.3 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 NodaTime;
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using NUnit.Framework;
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namespace QuantConnect.Tests.Common
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{
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[TestFixture]
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public class TimeZonesTest
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{
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[Test]
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public void TimeZonesLoadFromTzdb()
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{
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// verifies each of the fields in the TimeZones class can be retrieved.
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foreach (var field in typeof(TimeZones).GetFields())
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{
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var value = field.GetValue(null);
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Assert.IsNotNull(value);
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Assert.IsInstanceOf(typeof (DateTimeZone), value);
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Console.WriteLine(((DateTimeZone)value).Id);
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}
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}
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}
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}
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