public void MergeThreeWithOneSuperSetAndOneDisjointTimeLineCollectionReturnsTwoTimeLine() { var id = InstrumentIdentifiers.Null(); id.Sedol = "1234567"; var merger = new TimeLineMerger <BmllTimeBarQuery>(); var queryOne = new BmllTimeBarQuery( new DateTime(2019, 01, 01), new DateTime(2019, 03, 01), id); var queryTwo = new BmllTimeBarQuery( new DateTime(2019, 01, 02), new DateTime(2019, 02, 01), id); var queryThree = new BmllTimeBarQuery( new DateTime(2020, 01, 02), new DateTime(2020, 02, 01), id); var result = merger.Merge(new[] { queryOne, queryTwo, queryThree }); Assert.IsNotNull(result); Assert.Contains(queryOne, result.ToList()); Assert.Contains(queryThree, result.ToList()); Assert.AreEqual(result.Count, 2); }
public void MergeSingleTimeLineCollectionReturnsSingleTimeLine() { var merger = new TimeLineMerger <BmllTimeBarQuery>(); var query = new BmllTimeBarQuery( new DateTime(2019, 01, 01), new DateTime(2019, 03, 01), InstrumentIdentifiers.Null()); var result = merger.Merge(new BmllTimeBarQuery[] { query }); Assert.IsNotNull(result); Assert.Contains(query, result.ToList()); Assert.AreEqual(result.Count, 1); }
public void MergeTwoWithBothIdenticalTimeLineCollectionReturnsOneTimeLine() { var id = InstrumentIdentifiers.Null(); id.Sedol = "1234567"; var merger = new TimeLineMerger <BmllTimeBarQuery>(); var queryOne = new BmllTimeBarQuery( new DateTime(2019, 01, 01), new DateTime(2019, 03, 01), id); var queryTwo = new BmllTimeBarQuery( new DateTime(2019, 01, 01), new DateTime(2019, 03, 01), id); var result = merger.Merge(new[] { queryOne, queryTwo }); Assert.IsNotNull(result); Assert.Contains(queryOne, result.ToList()); Assert.AreEqual(result.Count, 1); }