public void Test_Empty_Expiry()
{
var input = new List <ContractDetails> {
new ContractDetails()
};
Assert.Throws <InvalidDataException>(() => ContractDetailsExpiryEx.ContractDetailsExpiryFilter(input, 0))
.WriteMessageTo(Write);
}
public void Test_Expiry_Single()
{
var input = new List <ContractDetails> {
new ContractDetails {
Contract = { LastTradeDateOrContractMonth = "202012" }
}
};
var output = ContractDetailsExpiryEx.ContractDetailsExpiryFilter(input, 0);
Assert.Equal(input.Single(), output.Single());
}
public void Test_Expiry_Multiple()
{
var input = new List <ContractDetails>
{
new ContractDetails {
Contract = { LastTradeDateOrContractMonth = "202012" }
},
new ContractDetails {
Contract = { LastTradeDateOrContractMonth = "202003" }
},
new ContractDetails {
Contract = { LastTradeDateOrContractMonth = "202011" }
},
new ContractDetails {
Contract = { LastTradeDateOrContractMonth = "202001" }
},
new ContractDetails {
Contract = { LastTradeDateOrContractMonth = "202007" }
},
new ContractDetails {
Contract = { LastTradeDateOrContractMonth = "202003" }
}
};
var output = ContractDetailsExpiryEx.ContractDetailsExpiryFilter(input, 0);
Assert.Equal(input[3], output.Single());
output = ContractDetailsExpiryEx.ContractDetailsExpiryFilter(input, 1);
Assert.Equal(2, output.Count);
output = ContractDetailsExpiryEx.ContractDetailsExpiryFilter(input, 4);
Assert.Equal(input[0], output.Single());
output = ContractDetailsExpiryEx.ContractDetailsExpiryFilter(input, 5);
Assert.True(!output.Any());
}