public void MergeThreeWithOneSuperSetAndOneDisjointTimeLineCollectionReturnsTwoTimeLine()
{
var id = InstrumentIdentifiers.Null();
id.Sedol = "1234567";
var merger = new TimeLineMerger <BmllTimeBarQuery>();
var queryOne = new BmllTimeBarQuery(
new DateTime(2019, 01, 01),
new DateTime(2019, 03, 01),
id);
var queryTwo = new BmllTimeBarQuery(
new DateTime(2019, 01, 02),
new DateTime(2019, 02, 01),
id);
var queryThree = new BmllTimeBarQuery(
new DateTime(2020, 01, 02),
new DateTime(2020, 02, 01),
id);
var result = merger.Merge(new[] { queryOne, queryTwo, queryThree });
Assert.IsNotNull(result);
Assert.Contains(queryOne, result.ToList());
Assert.Contains(queryThree, result.ToList());
Assert.AreEqual(result.Count, 2);
}
public void MergeSingleTimeLineCollectionReturnsSingleTimeLine()
{
var merger = new TimeLineMerger <BmllTimeBarQuery>();
var query = new BmllTimeBarQuery(
new DateTime(2019, 01, 01),
new DateTime(2019, 03, 01),
InstrumentIdentifiers.Null());
var result = merger.Merge(new BmllTimeBarQuery[] { query });
Assert.IsNotNull(result);
Assert.Contains(query, result.ToList());
Assert.AreEqual(result.Count, 1);
}
public void MergeTwoWithBothIdenticalTimeLineCollectionReturnsOneTimeLine()
{
var id = InstrumentIdentifiers.Null();
id.Sedol = "1234567";
var merger = new TimeLineMerger <BmllTimeBarQuery>();
var queryOne = new BmllTimeBarQuery(
new DateTime(2019, 01, 01),
new DateTime(2019, 03, 01),
id);
var queryTwo = new BmllTimeBarQuery(
new DateTime(2019, 01, 01),
new DateTime(2019, 03, 01),
id);
var result = merger.Merge(new[] { queryOne, queryTwo });
Assert.IsNotNull(result);
Assert.Contains(queryOne, result.ToList());
Assert.AreEqual(result.Count, 1);
}
