public void RoundsTimeWhenCheckingMinimumTimeInUniverse_Hour()
{
var universe = new TestUniverse(_config,
new UniverseSettings(Resolution.Daily, 1, false, false, TimeSpan.FromHours(6)));
var addedTime = new DateTime(2018, 1, 1);
universe.AddMember(addedTime, _security);
Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(5), _security));
Assert.IsFalse(universe.CanRemoveMember(addedTime.AddHours(5.1), _security));
Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(5.5), _security));
Assert.IsTrue(universe.CanRemoveMember(addedTime.AddHours(6), _security));
}
public void WontRemoveBecauseOpenOrder_Add()
{
var orderProvider = new FakeOrderProcessor();
var pendingRemovals = new PendingRemovalsManager(orderProvider);
var security = SecurityTests.GetSecurity();
var universe = new TestUniverse();
orderProvider.AddOrder(new LimitOrder(security.Symbol, 1, 1, DateTime.UtcNow));
Assert.IsNull(pendingRemovals.TryRemoveMember(security, universe));
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Keys.Count());
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Values.Count());
Assert.AreEqual(universe, pendingRemovals.PendingRemovals.Keys.First());
Assert.AreEqual(security, pendingRemovals.PendingRemovals.Values.First().First());
}
public void WontRemoveBecauseTarget_Add()
{
var orderProvider = new FakeOrderProcessor();
var pendingRemovals = new PendingRemovalsManager(orderProvider);
var security = SecurityTests.GetSecurity();
var universe = new TestUniverse();
security.Holdings.Target = new PortfolioTarget(security.Symbol, 10);
Assert.IsNull(pendingRemovals.TryRemoveMember(security, universe));
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Keys.Count());
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Values.Count());
Assert.AreEqual(universe, pendingRemovals.PendingRemovals.Keys.First());
Assert.AreEqual(security, pendingRemovals.PendingRemovals.Values.First().First());
}
public void WontRemoveBecauseHoldings_Add()
{
var orderProvider = new FakeOrderProcessor();
var pendingRemovals = new PendingRemovalsManager(orderProvider);
var security = SecurityTests.GetSecurity();
var universe = new TestUniverse();
security.Holdings.SetHoldings(10, 10);
Assert.IsFalse(pendingRemovals.TryRemoveMember(security, universe).Any());
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Keys.Count());
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Values.Count());
Assert.AreEqual(universe, pendingRemovals.PendingRemovals.Keys.First());
Assert.AreEqual(security, pendingRemovals.PendingRemovals.Values.First().First());
}
public void ReturnedRemoved_Add()
{
var orderProvider = new FakeOrderProcessor();
var pendingRemovals = new PendingRemovalsManager(orderProvider);
var security = SecurityTests.GetSecurity();
var universe = new TestUniverse();
var result = pendingRemovals.TryRemoveMember(security, universe);
Assert.IsTrue(result.Any());
Assert.AreEqual(universe, result.First().Universe);
Assert.AreEqual(security, result.First().Security);
Assert.IsFalse(pendingRemovals.CheckPendingRemovals(new HashSet <Symbol>(), universe).Any());
Assert.AreEqual(0, pendingRemovals.PendingRemovals.Keys.Count());
Assert.AreEqual(0, pendingRemovals.PendingRemovals.Values.Count());
}
public void WontBeReturnedBecauseReSelected()
{
var orderProvider = new FakeOrderProcessor();
var pendingRemovals = new PendingRemovalsManager(orderProvider);
var security = SecurityTests.GetSecurity();
var universe = new TestUniverse();
orderProvider.AddOrder(new LimitOrder(security.Symbol, 1, 1, DateTime.UtcNow));
pendingRemovals.TryRemoveMember(security, universe);
Assert.IsFalse(pendingRemovals.CheckPendingRemovals(
new HashSet <Symbol> {
security.Symbol
}, universe).Any());
// internally it was removed because it was reselected
Assert.AreEqual(0, pendingRemovals.PendingRemovals.Keys.Count());
Assert.AreEqual(0, pendingRemovals.PendingRemovals.Values.Count());
}
public void WontRemoveBecauseOfUnderlying()
{
var orderProvider = new FakeOrderProcessor();
var pendingRemovals = new PendingRemovalsManager(orderProvider);
var equity = CreateSecurity(Symbols.SPY);
var equityOption = CreateSecurity(Symbols.SPY_C_192_Feb19_2016);
// we add an order of the equity option
orderProvider.AddOrder(new LimitOrder(equityOption.Symbol, 1, 1, DateTime.UtcNow));
var universe = new TestUniverse();
universe.AddMember(DateTime.UtcNow, equity);
universe.AddMember(DateTime.UtcNow, equityOption);
// we try to remove the equity
Assert.IsNull(pendingRemovals.TryRemoveMember(equity, universe));
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Keys.Count());
Assert.AreEqual(1, pendingRemovals.PendingRemovals.Values.Count());
Assert.AreEqual(universe, pendingRemovals.PendingRemovals.Keys.First());
Assert.AreEqual(equity, pendingRemovals.PendingRemovals.Values.First().First());
}
