public void AppliesSplitAndDividendAtSameTime()
{
var reference = new DateTime(2018, 08, 01);
var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(QuantConnect.Market.USA, Symbols.SPY, SecurityType.Equity);
var expected = GetTestFactorFile("AAPL", reference);
// remove the last entry that contains a split and dividend at the same time
var factorFile = new FactorFile("AAPL", expected.SortedFactorFileData.Where(kvp => kvp.Value.PriceFactor >= .8m).Select(kvp => kvp.Value));
var actual = factorFile.Apply(new List <BaseData>
{
new Split(Symbols.SPY, reference.AddDays(-364), 100m, 1 / 2m, SplitType.SplitOccurred),
new Dividend(Symbols.SPY, reference.AddDays(-364), 12.5m, 100m)
}, exchangeHours);
foreach (var item in actual.Reverse().Zip(expected.Reverse(), (a, e) => new { actual = a, expected = e }))
{
Console.WriteLine($"expected: {item.expected} actual: {item.actual} diff: {100 * (1 - item.actual.PriceFactor / item.expected.PriceFactor):0.0000}%");
Assert.AreEqual(item.expected.Date, item.actual.Date);
Assert.AreEqual(item.expected.ReferencePrice, item.actual.ReferencePrice);
Assert.AreEqual(item.expected.SplitFactor, item.actual.SplitFactor);
Assert.AreEqual(item.expected.PriceFactor.RoundToSignificantDigits(4), item.actual.PriceFactor.RoundToSignificantDigits(4));
}
}
