예제 #1
0
        public void FreqAddTest()
        {
            DateTime date0 = new DateTime(2019, 5, 21);
            DateTime date1 = FrequencyMethods.Add(Frequency.Day1, date0);

            Assert.IsTrue(date1 == new DateTime(2019, 5, 22));
        }
        public static CurrencyPairTimeSeries RequestIDToCurrencyPairTimeSeries(string input)
        {
            string[]     inputs = input.Split(Sep);
            CurrencyPair cp     = CurrencyPair.RequestIDToCurrencyPair(inputs[0]);
            Frequency    freq   = FrequencyMethods.StringToFrequency(inputs[1]);

            return(new CurrencyPairTimeSeries(cp, freq));
        }
        public void Freq_Adjust_Hour4()
        {
            DateTime date0 = new DateTime(2019, 5, 21, 19, 50, 20);
            DateTime date1 = FrequencyMethods.Adjust(Frequency.Hour4, date0);
            DateTime date2 = FrequencyMethods.Adjust(Frequency.Hour4, date0, true);

            Assert.IsTrue(date1 == new DateTime(2019, 5, 21, 16, 0, 0) &&
                          date2 == new DateTime(2019, 5, 21, 20, 0, 0));
        }
        public void Freq_Adjust_MoreThan1Day()
        {
            DateTime date0   = new DateTime(2019, 5, 21, 19, 50, 20);
            DateTime dateRef = new DateTime(2019, 5, 21, 0, 0, 0);
            DateTime dateD   = FrequencyMethods.Adjust(Frequency.Day1, date0);
            DateTime dateW   = FrequencyMethods.Adjust(Frequency.Week1, date0);
            DateTime date15D = FrequencyMethods.Adjust(Frequency.Day15, date0);

            Assert.IsTrue(dateD == dateRef &&
                          dateW == dateRef &&
                          date15D == dateRef);
        }