public void Apply_EmptySeries_EmptySeriesIsReturned() { var op = new InterpolateMissingDatesOperator(); var series = op.Apply( PriceSeries.Null ); Assert.That( series.Any(), Is.False ); }
public void Apply_EmptySeries_EmptySeriesIsReturned() { var op = new InterpolateMissingDatesOperator(); var series = op.Apply(PriceSeries.Null); Assert.That(series.Any(), Is.False); }
public void Apply_NoDataForWeekend_NoDataInterpolatedForWeekend() { var op = new InterpolateMissingDatesOperator(); var friday = new SimplePrice( new DateTime( 2011, 1, 7 ), 0 ); var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 0 ); var input = new PriceSeries( SeriesIdentifier.Null, new[] { friday, monday } ); var series = op.Apply( input ); Assert.That( series, Is.EquivalentTo( input ) ); }
public void Apply_DayMissing_DataFromDayBeforeIsTaken() { var op = new InterpolateMissingDatesOperator(); var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 123 ); var weddnesday = new SimplePrice( new DateTime( 2011, 1, 12 ), 456 ); var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, weddnesday } ); var series = op.Apply( input ); Assert.That( series[ 1 ].Value, Is.EqualTo( 123 ) ); }
public void Apply_DayMissing_DataFromDayBeforeIsTaken() { var op = new InterpolateMissingDatesOperator(); var monday = new SimplePrice(new DateTime(2011, 1, 10), 123); var weddnesday = new SimplePrice(new DateTime(2011, 1, 12), 456); var input = new PriceSeries(SeriesIdentifier.Null, new[] { monday, weddnesday }); var series = op.Apply(input); Assert.That(series[1].Value, Is.EqualTo(123)); }
public void Apply_NoDataForWeekend_NoDataInterpolatedForWeekend() { var op = new InterpolateMissingDatesOperator(); var friday = new SimplePrice(new DateTime(2011, 1, 7), 0); var monday = new SimplePrice(new DateTime(2011, 1, 10), 0); var input = new PriceSeries(SeriesIdentifier.Null, new[] { friday, monday }); var series = op.Apply(input); Assert.That(series, Is.EquivalentTo(input)); }
public void Apply_NoDatesMissing_SeriesRemainsUnchanged() { var op = new InterpolateMissingDatesOperator(); var monday = new SimplePrice( new DateTime( 2011, 1, 10 ), 12 ); var thuesday = new SimplePrice( new DateTime( 2011, 1, 11 ), 23 ); var weddnesday = new SimplePrice( new DateTime( 2011, 1, 12 ), 34 ); var input = new PriceSeries( SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday } ); var series = op.Apply( input ); Assert.That( series, Is.EquivalentTo( input ) ); }
public void Apply_NoDatesMissing_SeriesRemainsUnchanged() { var op = new InterpolateMissingDatesOperator(); var monday = new SimplePrice(new DateTime(2011, 1, 10), 12); var thuesday = new SimplePrice(new DateTime(2011, 1, 11), 23); var weddnesday = new SimplePrice(new DateTime(2011, 1, 12), 34); var input = new PriceSeries(SeriesIdentifier.Null, new[] { monday, thuesday, weddnesday }); var series = op.Apply(input); Assert.That(series, Is.EquivalentTo(input)); }