public void DefaultEndDate()
{
var startDate = DateTime.UtcNow.Date.AddDays(-7);
// Expected end date should be either today if tradable, or last tradable day
var aapl = _qb.AddEquity("AAPL");
var now = DateTime.UtcNow.Date;
var expectedDate = aapl.Exchange.Hours.IsDateOpen(now) ? now : aapl.Exchange.Hours.GetPreviousTradingDay(now);
IEnumerable <DataDictionary <dynamic> > data = _qb.GetFundamental("AAPL", "ValuationRatios.PERatio", startDate);
// Check that the last day in the collection is as expected
var lastDay = data.Last();
Assert.AreEqual(expectedDate, lastDay.Time);
}
public void CSharpReturnNullTest(dynamic input)
{
var qb = new QuantBook();
var data = qb.GetFundamental(input[0], input[1], input[2], input[3]);
Assert.IsEmpty(data);
}
public void DefaultEndDate()
{
var qb = new QuantBook();
var startDate = DateTime.UtcNow.Date.AddDays(-2);
var expectedDate = DateTime.UtcNow.Date;
IEnumerable <DataDictionary <dynamic> > data = qb.GetFundamental("AAPL", "ValuationRatios.PERatio", startDate);
// Check that the last day in the collection is as expected (today)
var lastDay = data.Last();
Assert.AreEqual(expectedDate, lastDay.Time);
}
public void CSharpFundamentalData(dynamic input)
{
var qb = new QuantBook();
var data = qb.GetFundamental(input[0], input[1], _startDate, _endDate);
foreach (var day in data)
{
foreach (var value in day.Values)
{
Assert.AreEqual(input[2], value);
Assert.AreEqual(_startDate, day.Time);
}
}
}