public void EstimizeConsensusReaderTest()
{
var dataCacheProvider = new SingleEntryDataCacheProvider(new DefaultDataProvider());
var config = new SubscriptionDataConfig(
typeof(EstimizeConsensus),
Symbol.Create("AAPL.C", SecurityType.Base, QuantConnect.Market.USA),
Resolution.Daily,
DateTimeZone.Utc,
DateTimeZone.Utc,
false,
false,
false,
true
);
var data = new EstimizeConsensus();
var date = new DateTime(2019, 6, 10);
var source = data.GetSource(config, date, false);
var factory = SubscriptionDataSourceReader.ForSource(source, dataCacheProvider, config, date, false, data);
var rows = factory.Read(source).ToList();
Assert.IsTrue(rows.Count > 0);
}
public void EstimizeConsensusReaderDoesNotThrow()
{
var data = "20100101 12:00:00,abcdef123456789deadbeef,Estimize,Revenue,100.00,100,100,50,2010,1,100";
var instance = new EstimizeConsensus();
var fakeConfig = new SubscriptionDataConfig(
typeof(EstimizeConsensus),
Symbol.Create("AAPL", SecurityType.Base, "USA"),
Resolution.Daily,
TimeZones.Utc,
TimeZones.Utc,
false,
false,
false
);
Assert.DoesNotThrow(() => { instance.Reader(fakeConfig, data, DateTime.MinValue, false); });
}
public void SerializeRoundTripEstimizeConsensus()
{
var time = new DateTime(2020, 3, 19, 10, 0, 0);
var underlyingSymbol = Symbols.AAPL;
var symbol = Symbol.CreateBase(typeof(EstimizeConsensus), underlyingSymbol, QuantConnect.Market.USA);
var item = new EstimizeConsensus
{
Id = "123",
Symbol = symbol,
FiscalYear = 2020,
FiscalQuarter = 1,
Source = Source.WallStreet,
Type = QuantConnect.Data.Custom.Estimize.Type.Eps,
Count = 3,
Mean = 2,
UpdatedAt = time
};
using (var stream = new MemoryStream())
{
Serializer.Serialize(stream, item);
stream.Position = 0;
var deserialized = Serializer.Deserialize <EstimizeConsensus>(stream);
Assert.AreEqual("123", deserialized.Id);
Assert.AreEqual(2020, deserialized.FiscalYear);
Assert.AreEqual(1, deserialized.FiscalQuarter);
Assert.AreEqual(Source.WallStreet, deserialized.Source);
Assert.AreEqual(QuantConnect.Data.Custom.Estimize.Type.Eps, deserialized.Type);
Assert.AreEqual(3, deserialized.Count);
Assert.AreEqual(2, deserialized.Mean);
Assert.AreEqual(time, deserialized.UpdatedAt);
Assert.AreEqual(time, deserialized.Time);
Assert.AreEqual(time, deserialized.EndTime);
}
}
public void SerializeRoundTripEstimizeConsensus()
{
var settings = new JsonSerializerSettings {
TypeNameHandling = TypeNameHandling.All
};
var time = new DateTime(2020, 3, 19, 10, 0, 0);
var underlyingSymbol = Symbols.AAPL;
var symbol = Symbol.CreateBase(typeof(EstimizeConsensus), underlyingSymbol, QuantConnect.Market.USA);
var item = new EstimizeConsensus
{
Id = "123",
Symbol = symbol,
FiscalYear = 2020,
FiscalQuarter = 1,
Source = Source.WallStreet,
Type = Type.Eps,
Count = 3,
Mean = 2,
UpdatedAt = time
};
var serialized = JsonConvert.SerializeObject(item, settings);
var deserialized = JsonConvert.DeserializeObject <EstimizeConsensus>(serialized, settings);
Assert.AreEqual("123", deserialized.Id);
Assert.AreEqual(symbol, deserialized.Symbol);
Assert.AreEqual(2020, deserialized.FiscalYear);
Assert.AreEqual(1, deserialized.FiscalQuarter);
Assert.AreEqual(Source.WallStreet, deserialized.Source);
Assert.AreEqual(Type.Eps, deserialized.Type);
Assert.AreEqual(3, deserialized.Count);
Assert.AreEqual(2, deserialized.Mean);
Assert.AreEqual(time, deserialized.UpdatedAt);
Assert.AreEqual(time, deserialized.Time);
Assert.AreEqual(time, deserialized.EndTime);
}
/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">EstimizeConsensus object containing the stock release data</param>
public void OnData(EstimizeConsensus data)
{
Log($"{Time} - {data}");
}
