public async Task DFII10_Test()
{
//
// FAILS - runs out of threads
//
string symbol = "DFII10";
DateTime endDate = new DateTime(2020, 12, 31);
List <Vintage> vintageDates = (await FredClient.GetVintageDates(symbol, null)).Where(x => x.VintageDate <= endDate).ToList();
List <Observation> sparse = (await FredClient.GetObservations(symbol, vintageDates.Select(x => x.VintageDate).ToList()))
.Where(x => x.ObsDate <= endDate).ToList();
Assert.AreEqual(1662, vintageDates.Count);
Assert.AreEqual(4503, sparse.Count);
// Group sparse observations into vintages
var vintages = sparse.GroupBy(x => x.VintageDate).ToList();
Assert.AreEqual(1662, vintages.Count);
// Make sure we did not wind up with more vintage dates than was in our original list of vintage dates.
var missingInVintageDates = vintages.Where(v => !vintageDates.Any(vd => vd.VintageDate == v.Key)).ToList();
Assert.AreEqual(0, missingInVintageDates.Count);
// Make sure every date in the original list is included in the output
var missingInVintages = vintageDates.Where(vd => !vintages.Any(v => v.Key == vd.VintageDate)).ToList();
Assert.AreEqual(0, missingInVintages.Count);
}
public async Task VintageTest()
{
Vintage data = (await FredClient.GetVintageDates("GNPCA", new DateTime(2020, 1, 1))).FirstOrDefault();
Assert.IsNotNull(data);
Assert.IsFalse(String.IsNullOrEmpty(data.Symbol));
Assert.AreNotEqual(DateTime.MinValue, data.VintageDate);
}
public async Task GetVintgeDatesTest()
{
List <Vintage> data = await FredClient.GetVintageDates("GNPCA", new DateTime(2020, 1, 1));
Assert.IsNotNull(data);
data = await FredClient.GetVintageDates(DOES_NOT_EXIST, new DateTime(2020, 1, 1));
Assert.IsNull(data);
}
public async Task NROU_Test()
{
string symbol = "NROU";
DateTime endDate = new DateTime(2021, 3, 6);
List <Vintage> vintages = (await FredClient.GetVintageDates(symbol, null)).Where(x => x.VintageDate <= endDate).ToList();
List <Observation> obs = (await FredClient.GetObservations(symbol, vintages.Select(x => x.VintageDate).ToList()))
.Where(x => x.ObsDate <= endDate).ToList();
Assert.AreEqual(18, vintages.Count);
Assert.AreEqual(2205, obs.Count);
}
public async Task CPIAUCSL_Test()
{
string symbol = "CPIAUCSL";
DateTime endDate = new DateTime(2021, 3, 6);
List <Vintage> vintageDates = (await FredClient.GetVintageDates(symbol, null)).Where(x => x.VintageDate <= endDate).ToList();
List <Observation> sparse = (await FredClient.GetObservations(symbol, vintageDates.Select(x => x.VintageDate).ToList()))
.Where(x => x.ObsDate <= endDate).ToList();
Assert.AreEqual(600, vintageDates.Count);
Assert.AreEqual(2737, sparse.Count);
// Group sparse observations into vintages
var vintages = sparse.GroupBy(x => x.VintageDate).ToList();
// Make sure we did not wind up with more vintage dates than was in our original list of vintage dates.
var missingInVintageDates = vintages.Where(v => !vintageDates.Any(vd => vd.VintageDate == v.Key)).ToList();
// Make sure every date in the original list is included in the output
var missingInVintages = vintageDates.Where(vd => !vintages.Any(v => v.Key == vd.VintageDate)).ToList();
}