private string GetFileName(TradingEconomicsCalendar tradingEconomicsCalendar)
{
var ticker = tradingEconomicsCalendar.Ticker;
if (string.IsNullOrWhiteSpace(ticker))
{
ticker = tradingEconomicsCalendar.Category + tradingEconomicsCalendar.Country;
}
return(ticker.Replace(" ", "-").ToLower() + "_calendar.json");
}
/// <summary>
/// Runs this instance.
/// </summary>
/// <returns>True if process all downloads successfully</returns>
public override bool Run()
{
Log.Trace("TradingEconomicsCalendarDownloader.Run(): Begin downloading calendar data");
var stopwatch = Stopwatch.StartNew();
var data = new List <TradingEconomicsCalendar>();
var startUtc = _fromDate;
while (startUtc < _toDate)
{
var endUtc = startUtc.AddMonths(1).AddDays(-1);
Log.Trace($"TradingEconomicsCalendarDownloader.Run(): Collecting calendar data from {startUtc:yyyy-MM-dd} to {endUtc:yyyy-MM-dd}");
try
{
_requestGate.WaitToProceed(TimeSpan.FromSeconds(1));
if (_supportedCountries.IsNullOrEmpty())
{
var content = Get(startUtc, endUtc).Result;
data.AddRange(TradingEconomicsCalendar.ProcessAPIResponse(content));
}
else
{
foreach (var supportedCountry in _supportedCountries)
{
Log.Trace($"TradingEconomicsCalendarDownloader.Run(): Collecting calendar data for {supportedCountry}...");
var content = Get(supportedCountry.ToLowerInvariant(), startUtc, endUtc).Result;
data.AddRange(TradingEconomicsCalendar.ProcessAPIResponse(content));
_requestGate.WaitToProceed(TimeSpan.FromSeconds(1));
}
}
startUtc = startUtc.AddMonths(1);
}
catch (Exception e)
{
Log.Error(e, $"TradingEconomicsCalendarDownloader.Run(): Error parsing data for date {startUtc.ToStringInvariant("yyyyMMdd")}");
return(false);
}
}
Log.Trace($"TradingEconomicsCalendarDownloader.Run(): {data.Count} calendar entries read in {stopwatch.Elapsed}");
var status = ProcessData(data);
Log.Trace($"TradingEconomicsCalendarDownloader.Run(): Finished in {stopwatch.Elapsed}");
return(status);
}
public void DeserializesProperlyUsingCSV()
{
var instance = new TradingEconomicsCalendar();
var csv = JsonConvert.DeserializeObject <List <TradingEconomicsCalendar> >(TestCalendarJson).First().ToCsv();
var result = instance.Reader(
new SubscriptionDataConfig(
typeof(TradingEconomicsCalendar),
Symbol.CreateBase(typeof(TradingEconomicsCalendar), Symbol.Create($"UNITED-STATES{TradingEconomics.Calendar.Delimiter}US", SecurityType.Base, QuantConnect.Market.USA), QuantConnect.Market.USA),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false,
isCustom: true
),
csv,
new DateTime(2019, 1, 1),
false
);
var calendar = (TradingEconomicsCalendar)result;
Assert.AreEqual("0", calendar.CalendarId);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.Time.Date);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.EndTime.Date);
Assert.AreEqual("United States", calendar.Country);
Assert.AreEqual("PPI PCE", calendar.Category);
Assert.AreEqual("producer price index personal consumption expenditure price index yoy", calendar.Event);
Assert.AreEqual("Jan", calendar.Reference);
Assert.AreEqual("U.S.", calendar.Source);
Assert.AreEqual(0m, calendar.Actual);
Assert.AreEqual(0m, calendar.Previous);
Assert.AreEqual(null, calendar.Forecast);
Assert.AreEqual(0m, calendar.TradingEconomicsForecast);
Assert.AreEqual("0", calendar.DateSpan);
Assert.AreEqual(TradingEconomicsImportance.High, calendar.Importance);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.LastUpdate.Date);
Assert.AreEqual(0m, calendar.Revised);
Assert.AreEqual("United States", calendar.OCountry);
Assert.AreEqual("PPI PCE", calendar.OCategory);
Assert.AreEqual("US", calendar.Ticker);
Assert.AreEqual(true, calendar.IsPercentage);
}
public void DeserializesProperlyUsingJsonStringReader()
{
var instance = new TradingEconomicsCalendar();
var result = instance.Reader(
new SubscriptionDataConfig(
typeof(TradingEconomicsCalendar),
Symbol.CreateBase(typeof(TradingEconomicsCalendar), Symbol.Create("UNITED-STATES//US", SecurityType.Base, QuantConnect.Market.USA), QuantConnect.Market.USA),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false,
isCustom: true
),
TestCalendarRawAPIResponseJSON,
new DateTime(2019, 1, 1),
true
);
var calendar = (TradingEconomicsCalendar)((BaseDataCollection)result).Data.Single();
Assert.AreEqual("0", calendar.CalendarId);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.Time.Date);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.EndTime.Date);
Assert.AreEqual("United States", calendar.Country);
Assert.AreEqual("PPI PCE", calendar.Category);
Assert.AreEqual("producer price index personal consumption expenditure price index yoy", calendar.Event);
Assert.AreEqual("Jan", calendar.Reference);
Assert.AreEqual("U.S.", calendar.Source);
Assert.AreEqual(0m, calendar.Actual);
Assert.AreEqual(0m, calendar.Previous);
Assert.AreEqual(null, calendar.Forecast);
Assert.AreEqual(0m, calendar.TradingEconomicsForecast);
Assert.AreEqual("0", calendar.DateSpan);
Assert.AreEqual(TradingEconomicsImportance.High, calendar.Importance);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.LastUpdate.Date);
Assert.AreEqual(0m, calendar.Revised);
Assert.AreEqual("United States", calendar.OCountry);
Assert.AreEqual("PPI PCE", calendar.OCategory);
Assert.AreEqual("US", calendar.Ticker);
Assert.AreEqual(true, calendar.IsPercentage);
}
public void SerializeRoundTrip()
{
var settings = new JsonSerializerSettings {
TypeNameHandling = TypeNameHandling.All
};
var time = new DateTime(2020, 3, 20, 14, 0, 0);
var symbol = Symbol.Create(
TradingEconomics.Calendar.UnitedStates.ExistingHomeSales,
SecurityType.Base,
QuantConnect.Market.USA,
baseDataType: typeof(TradingEconomicsCalendar)
);
var item = new TradingEconomicsCalendar
{
Country = "United States",
Category = "Existing Home Sales",
Importance = TradingEconomicsImportance.Medium,
Event = "existing home sales",
Actual = 5770000m,
Previous = 5460000m,
LastUpdate = time,
EndTime = time,
Symbol = symbol,
};
var serialized = JsonConvert.SerializeObject(item, settings);
var deserialized = JsonConvert.DeserializeObject <TradingEconomicsCalendar>(serialized, settings);
Assert.AreEqual("United States", deserialized.Country);
Assert.AreEqual("Existing Home Sales", deserialized.Category);
Assert.AreEqual(TradingEconomicsImportance.Medium, deserialized.Importance);
Assert.AreEqual(5770000m, deserialized.Actual);
Assert.AreEqual(5460000m, deserialized.Previous);
Assert.AreEqual(time, deserialized.LastUpdate);
Assert.AreEqual(time, deserialized.Time);
Assert.AreEqual(time, deserialized.EndTime);
Assert.AreEqual(symbol, deserialized.Symbol);
}
/// <summary>
/// Creates a new subscription for the specified security
/// </summary>
/// <param name="request">The subscription request</param>
/// <returns>A new subscription instance of the specified security</returns>
protected Subscription CreateDataSubscription(SubscriptionRequest request)
{
Subscription subscription = null;
try
{
var localEndTime = request.EndTimeUtc.ConvertFromUtc(request.Security.Exchange.TimeZone);
var timeZoneOffsetProvider = new TimeZoneOffsetProvider(request.Security.Exchange.TimeZone, request.StartTimeUtc, request.EndTimeUtc);
IEnumerator <BaseData> enumerator;
if (!_channelProvider.ShouldStreamSubscription(_job, request.Configuration))
{
if (!Quandl.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
Quandl.SetAuthCode(Config.Get("quandl-auth-token"));
}
if (!Tiingo.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
Tiingo.SetAuthCode(Config.Get("tiingo-auth-token"));
}
if (!USEnergyAPI.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
USEnergyAPI.SetAuthCode(Config.Get("us-energy-information-auth-token"));
}
if (!FredApi.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
FredApi.SetAuthCode(Config.Get("fred-auth-token"));
}
if (!TradingEconomicsCalendar.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
TradingEconomicsCalendar.SetAuthCode(Config.Get("trading-economics-auth-token"));
}
var factory = new LiveCustomDataSubscriptionEnumeratorFactory(_timeProvider);
var enumeratorStack = factory.CreateEnumerator(request, _dataProvider);
_customExchange.AddEnumerator(request.Configuration.Symbol, enumeratorStack);
var enqueable = new EnqueueableEnumerator <BaseData>();
_customExchange.SetDataHandler(request.Configuration.Symbol, data =>
{
enqueable.Enqueue(data);
subscription.OnNewDataAvailable();
});
enumerator = enqueable;
}
else
{
EventHandler handler = (sender, args) => subscription?.OnNewDataAvailable();
enumerator = _dataQueueHandler.Subscribe(request.Configuration, handler);
if (request.Configuration.SecurityType == SecurityType.Equity && CorporateEventEnumeratorFactory.ShouldEmitAuxiliaryBaseData(request.Configuration))
{
var dividends = _dataQueueHandler.Subscribe(new SubscriptionDataConfig(request.Configuration, typeof(Dividend)), handler);
var splits = _dataQueueHandler.Subscribe(new SubscriptionDataConfig(request.Configuration, typeof(Split)), handler);
enumerator = new LiveEquityDataSynchronizingEnumerator(_timeProvider, request.Configuration.ExchangeTimeZone, enumerator, dividends, splits);
}
}
if (request.Configuration.FillDataForward)
{
var fillForwardResolution = _subscriptions.UpdateAndGetFillForwardResolution(request.Configuration);
enumerator = new LiveFillForwardEnumerator(_frontierTimeProvider, enumerator, request.Security.Exchange, fillForwardResolution, request.Configuration.ExtendedMarketHours, localEndTime, request.Configuration.Increment, request.Configuration.DataTimeZone);
}
// define market hours and user filters to incoming data
if (request.Configuration.IsFilteredSubscription)
{
enumerator = new SubscriptionFilterEnumerator(enumerator, request.Security, localEndTime, request.Configuration.ExtendedMarketHours, true);
}
// finally, make our subscriptions aware of the frontier of the data feed, prevents future data from spewing into the feed
enumerator = new FrontierAwareEnumerator(enumerator, _frontierTimeProvider, timeZoneOffsetProvider);
var subscriptionDataEnumerator = new SubscriptionDataEnumerator(request.Configuration, request.Security.Exchange.Hours, timeZoneOffsetProvider, enumerator);
subscription = new Subscription(request, subscriptionDataEnumerator, timeZoneOffsetProvider);
}
catch (Exception err)
{
Log.Error(err);
}
return(subscription);
}
/// <summary>
/// Creates a new subscription for the specified security
/// </summary>
/// <param name="request">The subscription request</param>
/// <returns>A new subscription instance of the specified security</returns>
protected Subscription CreateDataSubscription(SubscriptionRequest request)
{
Subscription subscription = null;
try
{
var localEndTime = request.EndTimeUtc.ConvertFromUtc(request.Security.Exchange.TimeZone);
var timeZoneOffsetProvider = new TimeZoneOffsetProvider(request.Security.Exchange.TimeZone, request.StartTimeUtc, request.EndTimeUtc);
IEnumerator <BaseData> enumerator;
if (!_channelProvider.ShouldStreamSubscription(_job, request.Configuration))
{
if (!Quandl.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
Quandl.SetAuthCode(Config.Get("quandl-auth-token"));
}
if (!Tiingo.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
Tiingo.SetAuthCode(Config.Get("tiingo-auth-token"));
}
if (!USEnergyAPI.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
USEnergyAPI.SetAuthCode(Config.Get("us-energy-information-auth-token"));
}
if (!FredApi.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
FredApi.SetAuthCode(Config.Get("fred-auth-token"));
}
if (!TradingEconomicsCalendar.IsAuthCodeSet)
{
// we're not using the SubscriptionDataReader, so be sure to set the auth token here
TradingEconomicsCalendar.SetAuthCode(Config.Get("trading-economics-auth-token"));
}
var factory = new LiveCustomDataSubscriptionEnumeratorFactory(_timeProvider);
var enumeratorStack = factory.CreateEnumerator(request, _dataProvider);
_customExchange.AddEnumerator(request.Configuration.Symbol, enumeratorStack);
var enqueable = new EnqueueableEnumerator <BaseData>();
_customExchange.SetDataHandler(request.Configuration.Symbol, data =>
{
enqueable.Enqueue(data);
subscription.OnNewDataAvailable();
UpdateSubscriptionRealTimePrice(
subscription,
timeZoneOffsetProvider,
request.Security.Exchange.Hours,
data);
});
enumerator = enqueable;
}
else
{
// this enumerator allows the exchange to pump ticks into the 'back' of the enumerator,
// and the time sync loop can pull aggregated trade bars off the front
switch (request.Configuration.Type.Name)
{
case nameof(QuoteBar):
var quoteBarAggregator = new QuoteBarBuilderEnumerator(
request.Configuration.Increment,
request.Security.Exchange.TimeZone,
_timeProvider,
true,
(sender, args) => subscription.OnNewDataAvailable());
_exchange.AddDataHandler(request.Configuration.Symbol, data =>
{
var tick = data as Tick;
if (tick?.TickType == TickType.Quote && !tick.Suspicious)
{
quoteBarAggregator.ProcessData(tick);
UpdateSubscriptionRealTimePrice(
subscription,
timeZoneOffsetProvider,
request.Security.Exchange.Hours,
data);
}
});
enumerator = quoteBarAggregator;
break;
case nameof(TradeBar):
var tradeBarAggregator = new TradeBarBuilderEnumerator(
request.Configuration.Increment,
request.Security.Exchange.TimeZone,
_timeProvider,
true,
(sender, args) => subscription.OnNewDataAvailable());
var auxDataEnumerator = new LiveAuxiliaryDataEnumerator(
request.Security.Exchange.TimeZone,
_timeProvider);
_exchange.AddDataHandler(
request.Configuration.Symbol,
data =>
{
if (data.DataType == MarketDataType.Auxiliary)
{
auxDataEnumerator.Enqueue(data);
subscription.OnNewDataAvailable();
}
else
{
var tick = data as Tick;
if (tick?.TickType == TickType.Trade && !tick.Suspicious)
{
tradeBarAggregator.ProcessData(tick);
UpdateSubscriptionRealTimePrice(
subscription,
timeZoneOffsetProvider,
request.Security.Exchange.Hours,
data);
}
}
});
enumerator = request.Configuration.SecurityType == SecurityType.Equity
? (IEnumerator <BaseData>) new LiveEquityDataSynchronizingEnumerator(_frontierTimeProvider, request.Security.Exchange.TimeZone, auxDataEnumerator, tradeBarAggregator)
: tradeBarAggregator;
break;
case nameof(OpenInterest):
var oiAggregator = new OpenInterestEnumerator(
request.Configuration.Increment,
request.Security.Exchange.TimeZone,
_timeProvider,
true,
(sender, args) => subscription.OnNewDataAvailable());
_exchange.AddDataHandler(request.Configuration.Symbol, data =>
{
var tick = data as Tick;
if (tick?.TickType == TickType.OpenInterest && !tick.Suspicious)
{
oiAggregator.ProcessData(tick);
}
});
enumerator = oiAggregator;
break;
case nameof(Tick):
default:
// tick or streaming custom data subscriptions can pass right through
var tickEnumerator = new EnqueueableEnumerator <BaseData>();
_exchange.AddDataHandler(
request.Configuration.Symbol,
data =>
{
var tick = data as Tick;
if (tick != null)
{
if (tick.TickType == request.Configuration.TickType)
{
tickEnumerator.Enqueue(data);
subscription.OnNewDataAvailable();
if (tick.TickType != TickType.OpenInterest)
{
UpdateSubscriptionRealTimePrice(
subscription,
timeZoneOffsetProvider,
request.Security.Exchange.Hours,
data);
}
}
}
else
{
tickEnumerator.Enqueue(data);
subscription.OnNewDataAvailable();
}
});
enumerator = tickEnumerator;
break;
}
}
if (request.Configuration.FillDataForward)
{
var fillForwardResolution = _subscriptions.UpdateAndGetFillForwardResolution(request.Configuration);
enumerator = new LiveFillForwardEnumerator(_frontierTimeProvider, enumerator, request.Security.Exchange, fillForwardResolution, request.Configuration.ExtendedMarketHours, localEndTime, request.Configuration.Increment, request.Configuration.DataTimeZone, request.StartTimeLocal);
}
// define market hours and user filters to incoming data
if (request.Configuration.IsFilteredSubscription)
{
enumerator = new SubscriptionFilterEnumerator(enumerator, request.Security, localEndTime);
}
// finally, make our subscriptions aware of the frontier of the data feed, prevents future data from spewing into the feed
enumerator = new FrontierAwareEnumerator(enumerator, _frontierTimeProvider, timeZoneOffsetProvider);
var subscriptionDataEnumerator = new SubscriptionDataEnumerator(request.Configuration, request.Security.Exchange.Hours, timeZoneOffsetProvider, enumerator);
subscription = new Subscription(request, subscriptionDataEnumerator, timeZoneOffsetProvider);
}
catch (Exception err)
{
Log.Error(err);
}
return(subscription);
}
public void DecimalIsParsedCorrectly(string value, double?expected, bool inPercentage)
{
// Cast inside since we can't pass in decimal values through TestCase attributes
Assert.AreEqual((decimal?)expected, TradingEconomicsCalendar.ParseDecimal(value, inPercentage));
}
public void GetsCountryCurrencyCode(string country, string expectedCurrencyCode)
{
var currencyCode = TradingEconomicsCalendar.CountryToCurrencyCode(country);
Assert.AreEqual(expectedCurrencyCode, currencyCode);
}
public void ReturnsNullOnInvalidSymbolOrDate_AndContinuesWithoutErrors()
{
var instance = new TradingEconomicsCalendar();
var normalLines = new List <string>();
var corruptedLines = new List <string>();
var deserialized = JsonConvert.DeserializeObject <List <TradingEconomicsCalendar> >(TestCalendarJson).First();
for (var i = 0; i < 5; i++)
{
normalLines.Add(deserialized.ToCsv());
}
deserialized.Ticker = "Foobar" + deserialized.Ticker;
for (var i = 0; i < 5; i++)
{
corruptedLines.Add(deserialized.ToCsv());
}
var corruptedResult = instance.Reader(
new SubscriptionDataConfig(
typeof(TradingEconomicsCalendar),
Symbol.CreateBase(typeof(TradingEconomicsCalendar), Symbol.Create("UNITED-STATES//US", SecurityType.Base, QuantConnect.Market.USA), QuantConnect.Market.USA),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false,
isCustom: true
),
corruptedLines.First(),
new DateTime(2019, 1, 1),
false
);
var corruptedNormalResult = instance.Reader(
new SubscriptionDataConfig(
typeof(TradingEconomicsCalendar),
Symbol.CreateBase(typeof(TradingEconomicsCalendar), Symbol.Create("UNITED-STATES//US", SecurityType.Base, QuantConnect.Market.USA), QuantConnect.Market.USA),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false,
isCustom: true
),
normalLines.First(),
DateTime.MaxValue,
false
);
Assert.AreEqual(null, corruptedResult);
Assert.AreEqual(null, corruptedNormalResult);
foreach (var line in normalLines.Skip(1))
{
var calendar = (TradingEconomicsCalendar)instance.Reader(
new SubscriptionDataConfig(
typeof(TradingEconomicsCalendar),
Symbol.CreateBase(typeof(TradingEconomicsCalendar), Symbol.Create("UNITED-STATES//US", SecurityType.Base, QuantConnect.Market.USA), QuantConnect.Market.USA),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false,
isCustom: true
),
line,
new DateTime(2019, 1, 1),
false
);
Assert.AreEqual("0", calendar.CalendarId);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.Time.Date);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.EndTime.Date);
Assert.AreEqual("United States", calendar.Country);
Assert.AreEqual("PPI PCE", calendar.Category);
Assert.AreEqual("producer price index personal consumption expenditure price index yoy", calendar.Event);
Assert.AreEqual("Jan", calendar.Reference);
Assert.AreEqual("U.S.", calendar.Source);
Assert.AreEqual(0m, calendar.Actual);
Assert.AreEqual(0m, calendar.Previous);
Assert.AreEqual(null, calendar.Forecast);
Assert.AreEqual(0m, calendar.TradingEconomicsForecast);
Assert.AreEqual("0", calendar.DateSpan);
Assert.AreEqual(TradingEconomicsImportance.High, calendar.Importance);
Assert.AreEqual(new DateTime(2019, 1, 1), calendar.LastUpdate.Date);
Assert.AreEqual(0m, calendar.Revised);
Assert.AreEqual("United States", calendar.OCountry);
Assert.AreEqual("PPI PCE", calendar.OCategory);
Assert.AreEqual("US", calendar.Ticker);
Assert.AreEqual(true, calendar.IsPercentage);
}
}
public void ReaderDeserializationProducesSameResult()
{
var instance = new TradingEconomicsCalendar();
var csv = JsonConvert.DeserializeObject <List <TradingEconomicsCalendar> >(TestCalendarJson).Single().ToCsv();
var resultBacktest = instance.Reader(
new SubscriptionDataConfig(
typeof(TradingEconomicsCalendar),
Symbol.CreateBase(typeof(TradingEconomicsCalendar), Symbol.Create("UNITED-STATES//US", SecurityType.Base, QuantConnect.Market.USA), QuantConnect.Market.USA),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false,
isCustom: true
),
csv,
new DateTime(2019, 1, 1),
false
);
var resultLive = instance.Reader(
new SubscriptionDataConfig(
typeof(TradingEconomicsCalendar),
Symbol.CreateBase(typeof(TradingEconomicsCalendar), Symbol.Create("UNITED-STATES//US", SecurityType.Base, QuantConnect.Market.USA), QuantConnect.Market.USA),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false,
isCustom: true
),
TestCalendarRawAPIResponseJSON,
new DateTime(2019, 1, 1),
true
);
var calendarBacktest = (TradingEconomicsCalendar)resultBacktest;
var calendarLive = (TradingEconomicsCalendar)((BaseDataCollection)resultLive).Data.Single();
Assert.AreEqual(calendarBacktest.CalendarId, calendarLive.CalendarId);
Assert.AreEqual(calendarBacktest.Time.Date, calendarLive.Time.Date);
Assert.AreEqual(calendarBacktest.EndTime.Date, calendarLive.EndTime.Date);
Assert.AreEqual(calendarBacktest.Country, calendarLive.Country);
Assert.AreEqual(calendarBacktest.Category, calendarLive.Category);
Assert.AreEqual(calendarBacktest.Event, calendarLive.Event);
Assert.AreEqual(calendarBacktest.Reference, calendarLive.Reference);
Assert.AreEqual(calendarBacktest.Source, calendarLive.Source);
Assert.AreEqual(calendarBacktest.Actual, calendarLive.Actual);
Assert.AreEqual(calendarBacktest.Previous, calendarLive.Previous);
Assert.AreEqual(calendarBacktest.Forecast, calendarLive.Forecast);
Assert.AreEqual(calendarBacktest.TradingEconomicsForecast, calendarLive.TradingEconomicsForecast);
Assert.AreEqual(calendarBacktest.DateSpan, calendarLive.DateSpan);
Assert.AreEqual(calendarBacktest.Importance, calendarLive.Importance);
Assert.AreEqual(calendarBacktest.LastUpdate.Date, calendarLive.LastUpdate.Date);
Assert.AreEqual(calendarBacktest.Revised, calendarLive.Revised);
Assert.AreEqual(calendarBacktest.OCountry, calendarLive.OCountry);
Assert.AreEqual(calendarBacktest.OCategory, calendarLive.OCategory);
Assert.AreEqual(calendarBacktest.Ticker, calendarLive.Ticker);
Assert.AreEqual(calendarBacktest.IsPercentage, calendarLive.IsPercentage);
}
/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">Trading Economics Calendar object</param>
public void OnData(TradingEconomicsCalendar data)
{
Log($"{Time} - {data}");
}
