public void HandlesDaylightSavingTimeChange_InifinteLoop()
{
var dailyBarsEmitted = 0;
var fillForwardBars = new List <BaseData>();
var data = new BaseData[]
{
new QuoteBar {
Value = 0, Time = new DateTime(2019, 10, 4, 10, 0, 0), Period = Time.OneDay
},
new QuoteBar {
Value = 1, Time = new DateTime(2019, 10, 8, 11, 0, 0), Period = Time.OneDay
}
}.ToList();
var enumerator = data.GetEnumerator();
var algo = new AlgorithmStub();
var market = Market.Oanda;
var security = algo.AddCfd("AU200AUD", Resolution.Daily, market);
var fillForwardEnumerator = new FillForwardEnumerator(enumerator, security.Exchange, Ref.Create(TimeSpan.FromDays(1)), false, data.Last().EndTime, Time.OneDay, TimeZones.Utc, data.First().EndTime);
while (fillForwardEnumerator.MoveNext())
{
fillForwardBars.Add(fillForwardEnumerator.Current);
Console.WriteLine(fillForwardEnumerator.Current.Time.DayOfWeek + " " + fillForwardEnumerator.Current.Time + " - " + fillForwardEnumerator.Current.EndTime.DayOfWeek + " " + fillForwardEnumerator.Current.EndTime + " " + fillForwardEnumerator.Current.IsFillForward);
dailyBarsEmitted++;
}
Assert.AreEqual(4, dailyBarsEmitted);
Assert.AreEqual(new DateTime(2019, 10, 4, 10, 0, 0), fillForwardBars[0].Time);
Assert.AreEqual(new DateTime(2019, 10, 6, 11, 0, 0), fillForwardBars[1].Time);
Assert.AreEqual(new DateTime(2019, 10, 7, 11, 0, 0), fillForwardBars[2].Time);
Assert.AreEqual(new DateTime(2019, 10, 8, 11, 0, 0), fillForwardBars[3].Time);
fillForwardEnumerator.Dispose();
}
