public void DeserializesMarketOnCloseOrder(Symbols.SymbolsKey key) { var expected = new MarketOnCloseOrder(Symbols.Lookup(key), 100, new DateTime(2015, 11, 23, 17, 15, 37), "now") { Id = 12345, Price = 209.03m, ContingentId = 123456, BrokerId = new List <string> { "727", "54970" } }; TestOrderType(expected); }
public void DeserializesLimitOrder(Symbols.SymbolsKey key) { var expected = new LimitOrder(Symbols.Lookup(key), 100, 210.10m, new DateTime(2015, 11, 23, 17, 15, 37), "now") { Id = 12345, Price = 209.03m, ContingentId = 123456, BrokerId = new List <string> { "727", "54970" } }; var actual = TestOrderType(expected); Assert.AreEqual(expected.LimitPrice, actual.LimitPrice); }
public void EndOfWeekWithSymbolWithOffset(Symbols.SymbolsKey symbolKey, int[] expectedDays) { var rules = GetDateRules(); var rule = rules.WeekEnd(Symbols.Lookup(symbolKey), 2); var dates = rule.GetDates(new DateTime(2000, 01, 01), new DateTime(2000, 1, 31)).ToList(); // Assert we have as many dates as expected Assert.AreEqual(expectedDays.Length, dates.Count); // Verify the days match up var datesAndExpectedDays = dates.Zip(expectedDays, (date, expectedDay) => new { date, expectedDay }); foreach (var pair in datesAndExpectedDays) { Assert.AreEqual(pair.expectedDay, pair.date.Day); } }