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 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);
}