public void OptionOSIParse()
{
string osi = "YHOO100416C00020000";
Security sec = new SecurityImpl();
Assert
.IsTrue(SecurityImpl.ParseOptionOSI(osi, ref sec, rt.d), "parsing osi had an error");
Assert.AreEqual("YHOO", sec.Symbol, "symbol incorrect");
Assert.AreEqual(20100416, sec.Date, "date incorrect");
Assert.AreEqual(20, sec.Strike, "strike incorrect");
Assert.IsTrue(sec.isCall, "not a call");
}
public void OptionSec2OSI()
{
string osi1 = "YHOO100416C00020000";
string osi2 = "AAPL 111022P420000";
Security sec = new SecurityImpl();
Assert
.IsTrue(SecurityImpl.ParseOptionOSI(osi1, ref sec, rt.d), "parsing osi1 had an error");
Assert.AreEqual("YHOO 100416C20000", SecurityImpl.ToOSISymbol(sec), "converting to osi1 failed");
Assert
.IsTrue(SecurityImpl.ParseOptionOSI(osi2, ref sec, rt.d), "parsing osi2 had an error");
Assert.AreEqual("AAPL 111022P420000", SecurityImpl.ToOSISymbol(sec), "converting to osi2 failed");
}