public void ReadsOldFactorFileFormat()
{
var lines = new[]
{
"19980102,1.0000000,0.5",
"20130828,1.0000000,0.5",
"20501231,1.0000000,1"
};
var factorFile = FactorFile.Parse("bno", lines);
var firstRow = factorFile.SortedFactorFileData[new DateTime(1998, 01, 02)];
Assert.AreEqual(1m, firstRow.PriceFactor);
Assert.AreEqual(0.5m, firstRow.SplitFactor);
Assert.AreEqual(0m, firstRow.ReferencePrice);
var secondRow = factorFile.SortedFactorFileData[new DateTime(2013, 08, 28)];
Assert.AreEqual(1m, secondRow.PriceFactor);
Assert.AreEqual(0.5m, secondRow.SplitFactor);
Assert.AreEqual(0m, firstRow.ReferencePrice);
var thirdRow = factorFile.SortedFactorFileData[Time.EndOfTime];
Assert.AreEqual(1m, thirdRow.PriceFactor);
Assert.AreEqual(1m, thirdRow.SplitFactor);
Assert.AreEqual(0m, firstRow.ReferencePrice);
}
public void EmptyFactorFileReturnsEmptyListForSplitsAndDividends(string contents)
{
var lines = contents.Split('\n').Where(l => !string.IsNullOrWhiteSpace(l));
var factorFile = FactorFile.Parse("bno", lines);
Assert.IsEmpty(factorFile.GetSplitsAndDividends(Symbols.SPY, SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork)));
}
public void ResolvesCorrectMostRecentFactorChangeDate()
{
var lines = new[]
{
"19980102,1.0000000,0.5",
"20130828,1.0000000,0.5",
"20501231,1.0000000,1"
};
var factorFile = FactorFile.Parse("bno", lines);
Assert.AreEqual(new DateTime(2013, 08, 28), factorFile.MostRecentFactorChange);
}