public void ThrowsWhenEmptyReferencePrice()
{
var dividendProvider = new DividendEventProvider();
var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.AAPL, Resolution.Second, TimeZones.NewYork, TimeZones.NewYork,
false, false, false);
var start = new DateTime(1998, 01, 02);
var row1 = new DateTime(2000, 01, 02);
var row2 = new DateTime(2001, 01, 02);
var row3 = new DateTime(2002, 01, 02);
var factorFile = new FactorFile("AAPL", new []
{
new FactorFileRow(row1, 0.693m, 1),
new FactorFileRow(row2, 0.77m, 1),
new FactorFileRow(row3, 0.85555m, 1)
}, start);
var mapFile = new LocalDiskMapFileProvider();
dividendProvider.Initialize(config, factorFile, mapFile.Get(Market.USA).ResolveMapFile(Symbols.AAPL, start), start);
foreach (var row in factorFile.Take(1))
{
var lastRawPrice = 100;
var events = dividendProvider
.GetEvents(new NewTradableDateEventArgs(row.Date, null, Symbols.AAPL, lastRawPrice))
.ToList();
// ex dividend date does not emit anything
Assert.AreEqual(0, events.Count);
Assert.Throws <InvalidOperationException>(() =>
{
dividendProvider
.GetEvents(new NewTradableDateEventArgs(row.Date.AddDays(1), null, Symbols.AAPL, lastRawPrice))
.ToList();
});
}
}