Files
quantconnect--lean/Tests/Common/GlobalTest.cs
T
Juan José D'Ambrosio df4abd3c3a Bug algoseek taq writes tick exchanges correctly (#5301)
* Implements wrapper to get the exchange as a single letter representation

Also replace lower 'l' with capital 'L' in condition flags enums. it is a new warning on the compiler and it looks cool :)

* There are cases where the exchange is null or empty, in those cases return null

* Add tests for single character exchange representation

* Update GlobalTest.cs

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-02-16 12:51:08 -03:00

47 lines
1.6 KiB
C#

/*
* 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 NUnit.Framework;
namespace QuantConnect.Tests.Common
{
[TestFixture]
public class GlobalTest
{
[TestCase("NASDAQ", "Q")]
[TestCase("NASDAQ BX", "B")]
[TestCase("NASDAQ PSX", "X")]
[TestCase("BATS", "Z")]
[TestCase("BATS Z", "Z")]
[TestCase("BATS Y", "Y")]
[TestCase("ARCA", "P")]
[TestCase("NYSE", "N")]
[TestCase("NSE", "C")]
[TestCase("FINRA", "D")]
[TestCase("ISE", "I")]
[TestCase("CSE", "M")]
[TestCase("CBOE", "W")]
[TestCase("EDGA", "J")]
[TestCase("EDGX", "K")]
[TestCase("AMEX", "A")]
[TestCase("", null)]
[TestCase(null, null)]
public void ExchangeCorrectlyReturnedAsSingleLetter(string exchange, string expectedExchange)
{
Assert.AreEqual(expectedExchange, exchange.GetPrimaryExchangeAsSingleCharacter());
}
}
}