public void TestTradingDayCache_FirstLastOpenDate() { CacheUtils_TradingDay cache = GetTradingDayCache(); Assert.AreEqual(20040102, cache.FirstTradingDay); Assert.AreEqual(20160429, cache.LastTradingDay); }
public void TestTradingDayCache_GetOpenDateCount() { CacheUtils_TradingDay cache = GetTradingDayCache(); int cnt = cache.GetTradingDayCount(20100101, 20100201); Assert.AreEqual(21, cnt); }
private ITradingDayReader GetTradingDayCache() { if (tradingDayCache == null) { tradingDayCache = new CacheUtils_TradingDay(tradingDays); } return(tradingDayCache); }
public void TestTradingDayCache_IsOpen() { CacheUtils_TradingDay cache = GetTradingDayCache(); Assert.IsFalse(cache.IsTrade(19900101)); Assert.IsTrue(cache.IsTrade(20100201)); Assert.IsFalse(cache.IsTrade(20100206)); Assert.IsFalse(cache.IsTrade(20170101)); }
public void TestTradingDayCache_GetOpenDate_GetOpenDateIndex() { CacheUtils_TradingDay cache = GetTradingDayCache(); Assert.AreEqual(-1, cache.GetTradingDayIndex(20100101)); Assert.AreEqual(1460, cache.GetTradingDayIndex(20100105)); Assert.AreEqual(20040609, cache.GetTradingDay(100)); Assert.AreEqual(-1, cache.GetTradingDay(20000101)); Assert.AreEqual(-1, cache.GetTradingDay(20170101)); }
public void TestTradingDayCache_GetAllOpenDates() { CacheUtils_TradingDay cache = GetTradingDayCache(); String[] lines = TestCaseManager.LoadTestCaseFile(typeof(TestTradingDayCache), "OpenDate_Cache").Split('\r'); List <int> openDates = cache.GetAllTradingDays(); for (int i = 0; i < lines.Length; i++) { Assert.AreEqual(int.Parse(lines[i]), openDates[i]); } Assert.AreEqual(lines.Length, openDates.Count); }
public void TestTradingDayCache_GetOpenDates() { CacheUtils_TradingDay cache = GetTradingDayCache(); List <int> allOpenDates = cache.GetAllTradingDays(); IList <int> openDates = cache.GetTradingDays(20110101, 20110205); for (int i = 0; i < openDates.Count; i++) { Assert.AreEqual(allOpenDates[1701 + i], openDates[i]); } Assert.AreEqual(0, cache.GetTradingDays(20110101, 20101209).Count); Assert.AreEqual(cache.GetAllTradingDays().Count, cache.GetTradingDays(-1, 20170101).Count); }
private static CacheUtils_TradingDay GetTradingDayCache() { if (tradingDayCache != null) { return(tradingDayCache); } String[] lines = TestCaseManager.LoadTestCaseFile(typeof(TestTradingDayCache), "OpenDate_Cache").Split('\r'); List <int> openDates = new List <int>(lines.Length); for (int i = 0; i < lines.Length; i++) { openDates.Add(int.Parse(lines[i].Trim())); } tradingDayCache = new CacheUtils_TradingDay(openDates); return(tradingDayCache); }
public void TestTradingDayCache_GetNextOpenDate_GetPrevOpenDate() { CacheUtils_TradingDay cache = GetTradingDayCache(); Assert.AreEqual(20100202, cache.GetNextTradingDay(20100201)); Assert.AreEqual(20100208, cache.GetNextTradingDay(20100205)); Assert.AreEqual(20100208, cache.GetNextTradingDay(20100206)); Assert.AreEqual(20100210, cache.GetNextTradingDay(20100206, 3)); Assert.AreEqual(20040102, cache.GetNextTradingDay(20000101)); Assert.AreEqual(-1, cache.GetNextTradingDay(30000101, 3)); Assert.AreEqual(20100204, cache.GetPrevTradingDay(20100205)); Assert.AreEqual(20100202, cache.GetPrevTradingDay(20100205, 3)); Assert.AreEqual(20100205, cache.GetPrevTradingDay(20100207)); Assert.AreEqual(20100203, cache.GetPrevTradingDay(20100207, 3)); Assert.AreEqual(-1, cache.GetPrevTradingDay(20000101)); Assert.AreEqual(20160429, cache.GetPrevTradingDay(30000101)); }