public void Apply_EmptySeries_EmptySeriesIsReturned()
        {
            var op = new InterpolateMissingDatesOperator();

            var series = op.Apply( PriceSeries.Null );

            Assert.That( series.Any(), Is.False );
        }
Example #2
0
        public void Apply_EmptySeries_EmptySeriesIsReturned()
        {
            var op = new InterpolateMissingDatesOperator();

            var series = op.Apply(PriceSeries.Null);

            Assert.That(series.Any(), Is.False);
        }
        public void Apply_NoDataForWeekend_NoDataInterpolatedForWeekend()
        {
            var op = new InterpolateMissingDatesOperator();
            var friday = new SimplePrice( new DateTime( 2011, 1, 7 ), 0 );
            var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 0 );
            var input = new PriceSeries( SeriesIdentifier.Null, new[] { friday, monday } );

            var series = op.Apply( input );

            Assert.That( series, Is.EquivalentTo( input ) );
        }
        public void Apply_DayMissing_DataFromDayBeforeIsTaken()
        {
            var op = new InterpolateMissingDatesOperator();
            var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 123 );
            var weddnesday = new SimplePrice( new DateTime( 2011, 1, 12 ), 456 );
            var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, weddnesday } );

            var series = op.Apply( input );

            Assert.That( series[ 1 ].Value, Is.EqualTo( 123 ) );
        }
Example #5
0
        public void Apply_DayMissing_DataFromDayBeforeIsTaken()
        {
            var op         = new InterpolateMissingDatesOperator();
            var monday     = new SimplePrice(new DateTime(2011, 1, 10), 123);
            var weddnesday = new SimplePrice(new DateTime(2011, 1, 12), 456);
            var input      = new PriceSeries(SeriesIdentifier.Null, new[] { monday, weddnesday });

            var series = op.Apply(input);

            Assert.That(series[1].Value, Is.EqualTo(123));
        }
Example #6
0
        public void Apply_NoDataForWeekend_NoDataInterpolatedForWeekend()
        {
            var op     = new InterpolateMissingDatesOperator();
            var friday = new SimplePrice(new DateTime(2011, 1, 7), 0);
            var monday = new SimplePrice(new DateTime(2011, 1, 10), 0);
            var input  = new PriceSeries(SeriesIdentifier.Null, new[] { friday, monday });

            var series = op.Apply(input);

            Assert.That(series, Is.EquivalentTo(input));
        }
        public void Apply_NoDatesMissing_SeriesRemainsUnchanged()
        {
            var op = new InterpolateMissingDatesOperator();
            var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 12 );
            var thuesday = new SimplePrice( new DateTime( 2011, 1, 11 ), 23 );
            var weddnesday = new SimplePrice( new DateTime( 2011, 1, 12 ), 34 );
            var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday } );

            var series = op.Apply( input );

            Assert.That( series, Is.EquivalentTo( input ) );
        }
Example #8
0
        public void Apply_NoDatesMissing_SeriesRemainsUnchanged()
        {
            var op         = new InterpolateMissingDatesOperator();
            var monday     = new SimplePrice(new DateTime(2011, 1, 10), 12);
            var thuesday   = new SimplePrice(new DateTime(2011, 1, 11), 23);
            var weddnesday = new SimplePrice(new DateTime(2011, 1, 12), 34);
            var input      = new PriceSeries(SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday });

            var series = op.Apply(input);

            Assert.That(series, Is.EquivalentTo(input));
        }