public void AlwaysOpenExchange()
{
var time = new DateTime(2020, 1, 14);
var delisting = new Delisting(Symbols.BTCUSD, time, 10, DelistingType.Warning);
var liquidationTime = delisting.GetLiquidationTime(SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc));
Assert.AreEqual(new DateTime(2020, 1, 14, 23, 45, 0), liquidationTime);
}
public void EquityAndOption(SecurityType securityType)
{
var symbol = Symbols.AAPL;
if (securityType == SecurityType.Option)
{
symbol = Symbols.SPY_C_192_Feb19_2016;
}
var time = new DateTime(2020, 1, 14);
var delisting = new Delisting(symbol, time, 10, DelistingType.Warning);
var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(delisting.Symbol.ID.Market, delisting.Symbol, delisting.Symbol.SecurityType);
var liquidationTime = delisting.GetLiquidationTime(exchangeHours);
Assert.AreEqual(new DateTime(2020, 1, 14, 15, 45, 0), liquidationTime);
}
public void FuturesAndOption(SecurityType securityType)
{
var time = new DateTime(2020, 1, 14);
var symbol = Symbols.Future_CLF19_Jan2019;
if (securityType == SecurityType.FutureOption)
{
symbol = Symbol.CreateOption(symbol, symbol.ID.Market, OptionStyle.American, OptionRight.Call, 1, time);
}
var delisting = new Delisting(symbol, time, 10, DelistingType.Warning);
var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(delisting.Symbol.ID.Market, delisting.Symbol, delisting.Symbol.SecurityType);
var liquidationTime = delisting.GetLiquidationTime(exchangeHours);
Assert.AreEqual(new DateTime(2020, 1, 14, 16, 45, 0), liquidationTime);
}
public void ThrowsIfNotDelistingWarning()
{
var delisting = new Delisting(Symbols.AAPL, DateTime.UtcNow, 19, DelistingType.Delisted);
Assert.Throws <ArgumentException>(() => delisting.GetLiquidationTime(SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc)));
}