public void SerializeRoundTripEstimizeRelease()
{
var time = new DateTime(2020, 3, 19, 10, 0, 0);
var underlyingSymbol = Symbols.AAPL;
var symbol = Symbol.CreateBase(typeof(EstimizeRelease), underlyingSymbol, QuantConnect.Market.USA);
var item = new EstimizeRelease
{
Id = "123",
Symbol = symbol,
FiscalYear = 2020,
FiscalQuarter = 1,
Eps = 2,
Revenue = null,
ReleaseDate = time
};
using (var stream = new MemoryStream())
{
Serializer.Serialize(stream, item);
stream.Position = 0;
var deserialized = Serializer.Deserialize <EstimizeRelease>(stream);
Assert.AreEqual("123", deserialized.Id);
Assert.AreEqual(2020, deserialized.FiscalYear);
Assert.AreEqual(1, deserialized.FiscalQuarter);
Assert.AreEqual(2, deserialized.Eps);
Assert.AreEqual(null, deserialized.Revenue);
Assert.AreEqual(time, deserialized.ReleaseDate);
Assert.AreEqual(time, deserialized.Time);
Assert.AreEqual(time, deserialized.EndTime);
}
}
public void EstimizeReleaseReaderTest()
{
var dataCacheProvider = new SingleEntryDataCacheProvider(new DefaultDataProvider());
var config = new SubscriptionDataConfig(
typeof(EstimizeRelease),
Symbol.Create("AAPL.R", SecurityType.Base, QuantConnect.Market.USA),
Resolution.Daily,
DateTimeZone.Utc,
DateTimeZone.Utc,
false,
false,
false,
true
);
var data = new EstimizeRelease();
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 SerializeRoundTripEstimizeRelease()
{
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(EstimizeRelease), underlyingSymbol, QuantConnect.Market.USA);
var item = new EstimizeRelease
{
Id = "123",
Symbol = symbol,
FiscalYear = 2020,
FiscalQuarter = 1,
Eps = 2,
Revenue = null,
ReleaseDate = time
};
var serialized = JsonConvert.SerializeObject(item, settings);
var deserialized = JsonConvert.DeserializeObject <EstimizeRelease>(serialized, settings);
Assert.AreEqual("123", deserialized.Id);
Assert.AreEqual(symbol, deserialized.Symbol);
Assert.AreEqual(2020, deserialized.FiscalYear);
Assert.AreEqual(1, deserialized.FiscalQuarter);
Assert.AreEqual(2, deserialized.Eps);
Assert.AreEqual(null, deserialized.Revenue);
Assert.AreEqual(time, deserialized.ReleaseDate);
Assert.AreEqual(time, deserialized.Time);
Assert.AreEqual(time, deserialized.EndTime);
}
public void SerializeEstimizeReleaseSuccessfully()
{
var data = new EstimizeRelease()
{
Id = "0",
ReleaseDate = new DateTime(2019, 6, 10)
};
var content = JsonConvert.SerializeObject(data);
Assert.IsTrue(content.Contains("\"id\":\"0\""));
Assert.IsTrue(content.Contains("\"release_date\":\"2019-06-10T00:00:00\""));
Assert.IsTrue(content.Contains("\"eps\":null"));
data.Eps = 1.2m;
content = JsonConvert.SerializeObject(data);
Assert.IsTrue(content.Contains("\"eps\":1.2"));
}
private IEnumerable <EstimizeConsensus> Unpack(EstimizeRelease estimizeEstimate, Source source, Type type, JObject jObject)
{
var jToken = jObject[source.ToLower()][type.ToLower()];
var revisionsJToken = jToken["revisions"];
var consensuses = revisionsJToken == null
? new List <EstimizeConsensus>()
: JsonConvert.DeserializeObject <List <EstimizeConsensus> >(revisionsJToken.ToString(), JsonSerializerSettings);
consensuses.Add(JsonConvert.DeserializeObject <EstimizeConsensus>(jToken.ToString(), JsonSerializerSettings));
foreach (var consensus in consensuses)
{
consensus.Id = estimizeEstimate.Id;
consensus.FiscalYear = estimizeEstimate.FiscalYear;
consensus.FiscalQuarter = estimizeEstimate.FiscalQuarter;
consensus.Source = source;
consensus.Type = type;
}
return(consensuses.Where(x => x.UpdatedAt > DateTime.MinValue));
}
/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">EstimizeRelease object containing the stock release data</param>
public void OnData(EstimizeRelease data)
{
Log($"{Time} - {data}");
}
