Exemplo n.º 1
0
        public void Works()
        {
            var algorithm = new AlgorithmStub();

            algorithm.HistoryProvider = new TestHistoryProvider();
            var security = algorithm.AddEquity(Symbols.SPY);
            var model    = new TestVolatilityModel();

            security.VolatilityModel = model;

            AlgorithmManager.ProcessVolatilityHistoryRequirements(algorithm);

            Assert.AreEqual(1, model.dataUpdate.Count);
            Assert.AreEqual(Symbols.SPY, model.dataUpdate.First().Symbol);
            Assert.AreEqual(4, model.dataUpdate.First().Price);
        }