Exemplo n.º 1
0
        public void SetDataNormalizationForEquities()
        {
            var equity = new QuantConnect.Securities.Equity.Equity(
                SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc),
                new SubscriptionDataConfig(
                    typeof(TradeBar),
                    Symbols.SPY,
                    Resolution.Minute,
                    DateTimeZone.Utc,
                    DateTimeZone.Utc,
                    true,
                    false,
                    false
                    ),
                new Cash(Currencies.USD, 0, 1m),
                SymbolProperties.GetDefault(Currencies.USD),
                ErrorCurrencyConverter.Instance
                );

            Assert.DoesNotThrow(() => { equity.SetDataNormalizationMode(DataNormalizationMode.Raw); });
            Assert.DoesNotThrow(() => { equity.SetDataNormalizationMode(DataNormalizationMode.Adjusted); });
            Assert.DoesNotThrow(() => { equity.SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted); });
            Assert.DoesNotThrow(() => { equity.SetDataNormalizationMode(DataNormalizationMode.Adjusted); });
            Assert.DoesNotThrow(() => { equity.SetDataNormalizationMode(DataNormalizationMode.TotalReturn); });
        }