public void DeserializesMarketOnCloseOrder(Symbols.SymbolsKey key)
        {
            var expected = new MarketOnCloseOrder(Symbols.Lookup(key), 100, new DateTime(2015, 11, 23, 17, 15, 37), "now")
            {
                Id           = 12345,
                Price        = 209.03m,
                ContingentId = 123456,
                BrokerId     = new List <string> {
                    "727", "54970"
                }
            };

            TestOrderType(expected);
        }
        public void DeserializesLimitOrder(Symbols.SymbolsKey key)
        {
            var expected = new LimitOrder(Symbols.Lookup(key), 100, 210.10m, new DateTime(2015, 11, 23, 17, 15, 37), "now")
            {
                Id           = 12345,
                Price        = 209.03m,
                ContingentId = 123456,
                BrokerId     = new List <string> {
                    "727", "54970"
                }
            };

            var actual = TestOrderType(expected);

            Assert.AreEqual(expected.LimitPrice, actual.LimitPrice);
        }
예제 #3
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        public void EndOfWeekWithSymbolWithOffset(Symbols.SymbolsKey symbolKey, int[] expectedDays)
        {
            var rules = GetDateRules();
            var rule  = rules.WeekEnd(Symbols.Lookup(symbolKey), 2);
            var dates = rule.GetDates(new DateTime(2000, 01, 01), new DateTime(2000, 1, 31)).ToList();

            // Assert we have as many dates as expected
            Assert.AreEqual(expectedDays.Length, dates.Count);

            // Verify the days match up
            var datesAndExpectedDays = dates.Zip(expectedDays, (date, expectedDay) => new { date, expectedDay });

            foreach (var pair in datesAndExpectedDays)
            {
                Assert.AreEqual(pair.expectedDay, pair.date.Day);
            }
        }