public void WontRemoveBecauseOfUnderlying()
{
var orderProvider = new FakeOrderProcessor();
var pendingRemovals = new PendingRemovalsManager(orderProvider);
var equity = CreateSecurity(Symbols.SPY);
var equityOption = CreateSecurity(Symbols.SPY_C_192_Feb19_2016);
// we add an order of the equity option
orderProvider.AddOrder(new LimitOrder(equityOption.Symbol, 1, 1, DateTime.UtcNow));
var universe = new TestUniverse();
universe.AddMember(DateTime.UtcNow, equity);
universe.AddMember(DateTime.UtcNow, equityOption);
// we try to remove the equity
Assert.IsNull(pendingRemovals.TryRemoveMember(equity, universe));
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Keys.Count());
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Values.Count());
Assert.AreEqual(universe, pendingRemovals.PendingRemovals.Keys.First());
Assert.AreEqual(equity, pendingRemovals.PendingRemovals.Values.First().First());
}
public void RoundsTimeWhenCheckingMinimumTimeInUniverse_Hour()
{
var universe = new TestUniverse(_config,
new UniverseSettings(Resolution.Daily, 1, false, false, TimeSpan.FromHours(6)));
var addedTime = new DateTime(2018, 1, 1);
universe.AddMember(addedTime, _security);
Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(5), _security));
Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(5.1), _security));
Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(5.5), _security));
Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(6), _security));
}
