public static void InsightCollectionShouldBeAbleToBeConvertedToListWithoutStackOverflow()
{
var aapl = Symbol.Create("AAPL", SecurityType.Equity, "usa");
var insightCollection = new InsightCollection();
insightCollection.Add(new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Price, InsightDirection.Up)
{
CloseTimeUtc = new DateTime(2019, 1, 1),
});
insightCollection.Add(new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Volatility, InsightDirection.Up)
{
CloseTimeUtc = new DateTime(2019, 1, 2),
});
Assert.DoesNotThrow(() => insightCollection.OrderBy(x => x.CloseTimeUtc).ToList());
}
public void SetNextExpiration(DateTime nextExpiration)
{
InsightCollection.Add(
new Insight(Symbols.SPY, time => nextExpiration, InsightType.Price, InsightDirection.Down));
}
public static void InsightCollectionCopyTo()
{
var aapl = Symbol.Create("AAPL", SecurityType.Equity, "usa");
var insightCollection = new InsightCollection();
insightCollection.Add(new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Price, InsightDirection.Up)
{
GeneratedTimeUtc = new DateTime(2019, 1, 1),
CloseTimeUtc = new DateTime(2019, 1, 1),
});
insightCollection.Add(new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Volatility, InsightDirection.Up)
{
GeneratedTimeUtc = new DateTime(2019, 1, 2),
CloseTimeUtc = new DateTime(2019, 1, 2),
});
var insights = new Insight[7] {
new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Price, InsightDirection.Up)
{
GeneratedTimeUtc = new DateTime(2019, 1, 5),
CloseTimeUtc = new DateTime(2019, 1, 5),
},
new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Price, InsightDirection.Flat)
{
GeneratedTimeUtc = new DateTime(2019, 1, 6),
CloseTimeUtc = new DateTime(2019, 1, 6),
},
new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Price, InsightDirection.Down)
{
GeneratedTimeUtc = new DateTime(2019, 1, 7),
CloseTimeUtc = new DateTime(2019, 1, 7),
},
new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Volatility, InsightDirection.Up)
{
GeneratedTimeUtc = new DateTime(2019, 1, 8),
CloseTimeUtc = new DateTime(2019, 1, 8),
},
new Insight(aapl, new TimeSpan(1, 0, 0, 0), InsightType.Volatility, InsightDirection.Down)
{
GeneratedTimeUtc = new DateTime(2019, 1, 9),
CloseTimeUtc = new DateTime(2019, 1, 9),
},
null,
null
};
insightCollection.CopyTo(insights, 5);
var orderedInsights = insights.OrderBy(x => x.CloseTimeUtc).ToList();
var orderedInsightsDe = JsonConvert.DeserializeObject <InsightCollection>(_expectedResultCopyTo);
var equals = orderedInsights.Zip(orderedInsightsDe, (i, de) =>
{
return(i.CloseTimeUtc == de.CloseTimeUtc &&
i.GeneratedTimeUtc == de.GeneratedTimeUtc &&
i.Symbol.Value == de.Symbol.Value &&
i.Type == de.Type &&
i.ReferenceValue == de.ReferenceValue &&
i.Direction == de.Direction &&
i.Period == de.Period);
});
Assert.IsTrue(equals.All((x) => x));
}