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 FuturesOptionsWithFutureOptionContract()
{
using (Py.GIL())
{
var qb = new QuantBook();
var expiry = new DateTime(2020, 3, 20);
var future = Symbol.CreateFuture(Futures.Indices.SP500EMini, Market.CME, expiry);
var futureOption = Symbol.CreateOption(
future,
future.ID.Market,
OptionStyle.American,
OptionRight.Call,
3300m,
expiry);
var start = new DateTime(2020, 1, 5);
var end = new DateTime(2020, 1, 6);
var history = qb.GetOptionHistory(futureOption, start, end, Resolution.Minute);
dynamic df = history.GetAllData();
Assert.IsNotNull(df);
Assert.IsFalse((bool)df.empty.AsManagedObject(typeof(bool)));
Assert.AreEqual(360, (int)df.__len__().AsManagedObject(typeof(int)));
Assert.AreEqual(5, (int)df.index.levels.__len__().AsManagedObject(typeof(int)));
Assert.IsTrue((bool)df.index.levels[0].__contains__(expiry.ToStringInvariant("yyyy-MM-dd")).AsManagedObject(typeof(bool)));
}
}
public void OptionUnderlyingSymbolQuantBookHistory()
{
var qb = new QuantBook();
var twx = qb.AddEquity("TWX");
var twxOptions = qb.AddOption("TWX");
var historyByOptionSymbol = qb.GetOptionHistory(twxOptions.Symbol, new DateTime(2014, 6, 5), new DateTime(2014, 6, 6));
var historyByEquitySymbol = qb.GetOptionHistory(twx.Symbol, new DateTime(2014, 6, 5), new DateTime(2014, 6, 6));
List <DateTime> expiry;
List <DateTime> byUnderlyingExpiry;
historyByOptionSymbol.GetExpiryDates().TryConvert(out expiry);
historyByEquitySymbol.GetExpiryDates().TryConvert(out byUnderlyingExpiry);
List <decimal> strikes;
List <decimal> byUnderlyingStrikes;
historyByOptionSymbol.GetStrikes().TryConvert(out strikes);
historyByEquitySymbol.GetStrikes().TryConvert(out byUnderlyingStrikes);
Assert.IsTrue(expiry.Count > 0);
Assert.IsTrue(expiry.SequenceEqual(byUnderlyingExpiry));
Assert.IsTrue(strikes.Count > 0);
Assert.IsTrue(strikes.SequenceEqual(byUnderlyingStrikes));
}
public void CanoicalFutureCrashesGetOptionHistory()
{
var qb = new QuantBook();
var future = Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
Assert.Throws <ArgumentException>(() =>
{
qb.GetOptionHistory(future, default(DateTime), DateTime.MaxValue, Resolution.Minute);
});
}
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);
}
}
}
public void Setup()
{
// Store initial handler
_logHandler = Log.LogHandler;
SymbolCache.Clear();
MarketHoursDatabase.Reset();
// Using a date that we have data for in the repo
_startDate = new DateTime(2014, 3, 31);
_endDate = new DateTime(2014, 3, 31);
// Our qb instance to test on
_qb = new QuantBook();
using (Py.GIL())
{
_module = Py.Import("Test_QuantBookHistory");
}
}
public void QuantBookObjectStoreBehavior()
{
// Test for issue #4811, on loop store objects would duplicate
for (int i = 0; i < 3; i++)
{
// Create a QuantBook and save some data
var qb = new QuantBook();
qb.ObjectStore.Save("a.txt", "1010101010101010101010");
Assert.IsTrue(qb.ObjectStore.ContainsKey("a.txt"));
// Assert the store has only a.txt
var store = qb.ObjectStore.GetEnumerator().AsEnumerable().ToList();
Assert.IsTrue(store.Count == 1);
Assert.IsTrue(store[0].Key == "a.txt");
// Get the file path and verify it exists
var path = qb.ObjectStore.GetFilePath("a.txt");
Assert.IsTrue(File.Exists(path));
}
}
