public async Task CashInstrumentLocalRequestsUseFxRates()
{
DateTime startDate = new DateTime(2000, 1, 1);
DateTime endDate = new DateTime(2000, 1, 3);
var inst = new Instrument {
ID = 1, Symbol = "EUR.USD", AssetCategory = AssetClass.Cash, QDMSInstrumentID = 2
};
var eur = new Currency {
ID = 2, Name = "EUR"
};
_data.Currencies.Add(eur);
_data.FXRates.Add(new FXRate()
{
FromCurrencyID = 2, FromCurrency = eur, Rate = 1.5m, Date = endDate
});
_externalSourceMock.Setup(
x => x.GetData(It.IsAny <Instrument>(),
It.IsAny <DateTime>(),
It.IsAny <DateTime>(),
It.IsAny <BarSize>()))
.ReturnsAsync(new List <OHLCBar>());
var resultData = await _datasourcer.GetData(inst, startDate, endDate);
Assert.That(resultData.Any(x => x.Date.ToDateTime() == endDate));
}
public decimal GetLastFxRate(Currency currency)
{
return(Context.FXRates.Where(x => x.FromCurrencyID == currency.ID).OrderByDescending(x => x.Date).First().Rate);
}
public void SetUp()
{
_currency = new Currency { ID = 2, Name = "EUR" };
}