public void ParsesRowWithoutExchangesCorrectly()
{
// Arrange
var mapFileRow = "20010213,aapl";
var rowParts = mapFileRow.Split(',');
var expectedMapFileRow = new MapFileRow(
DateTime.ParseExact(rowParts[0], DateFormat.EightCharacter, CultureInfo.InvariantCulture),
rowParts[1]);
// Act
var actualMapFileRow = MapFileRow.Parse(mapFileRow, QuantConnect.Market.USA, SecurityType.Equity);
// Assert
Assert.AreEqual(Exchange.UNKNOWN, actualMapFileRow.PrimaryExchange);
Assert.AreEqual(expectedMapFileRow, actualMapFileRow);
}
public void ParsesRowWithExchangesCorrectly(string mapFileRow, PrimaryExchange expectedPrimaryExchange)
{
// Arrange
var rowParts = mapFileRow.Split(',');
var expectedMapFileRow = new MapFileRow(
DateTime.ParseExact(rowParts[0], DateFormat.EightCharacter, CultureInfo.InvariantCulture),
rowParts[1],
Convert.ToChar(rowParts[2], CultureInfo.InvariantCulture));
// Act
var actualMapFileRow = MapFileRow.Parse(mapFileRow);
// Assert
Assert.AreEqual(expectedPrimaryExchange, actualMapFileRow.PrimaryExchange);
Assert.AreEqual(expectedMapFileRow, actualMapFileRow);
}
public void HandlesUnknownMappingMode()
{
var fileName = "testMapFile.csv";
var lines = new string[]
{
"20110221,cl uucg3i0a3zy9,NYMEX,1",
"20110418,cl uvvl4qhqe8xt,NYMEX,999"
};
File.WriteAllLines(fileName, lines);
var result = MapFileRow.Read(fileName, QuantConnect.Market.NYMEX, SecurityType.Future, TestGlobals.DataProvider).ToList();
File.Delete(fileName);
Assert.AreEqual(1, result.Count);
Assert.AreEqual(new DateTime(2011, 2, 21), result[0].Date);
}
public void RowThrowsForUnknownMappingMode()
{
Assert.Throws <ArgumentException>(() => MapFileRow.Parse("20110418,cl uvvl4qhqe8xt,NYMEX,999", QuantConnect.Market.NYMEX, SecurityType.Future));
}
