682 lines
28 KiB
C#
682 lines
28 KiB
C#
using Microsoft.Extensions.Configuration;
|
|
using MarketData.DataAccess;
|
|
using MarketData.Generator.CMMomentum;
|
|
using MarketData.Helper;
|
|
using MarketData.MarketDataModel;
|
|
using MarketData.Utils;
|
|
using MarketData;
|
|
using MarketData.Configuration;
|
|
using System.Diagnostics;
|
|
using System.Net.Http.Headers;
|
|
using MarketData.CNNProcessing;
|
|
|
|
|
|
namespace MarketDataUnitTests;
|
|
|
|
[TestClass]
|
|
public class MarketDataUnitTestClass
|
|
{
|
|
private IConfigurationBuilder builder;
|
|
private IConfiguration configuration;
|
|
|
|
public MarketDataUnitTestClass()
|
|
{
|
|
builder = new ConfigurationBuilder().AddJsonFile("appsettings.json", optional: true, reloadOnChange: false);
|
|
IConfigurationRoot configurationRoot = builder.Build();
|
|
configuration = configurationRoot;
|
|
GlobalConfig.Instance.Configuration = configuration;
|
|
CreateLogging("unittest");
|
|
}
|
|
|
|
private static bool CreateLogging(String task)
|
|
{
|
|
if (String.IsNullOrEmpty(task)) return false;
|
|
task = task.ToLower();
|
|
MDTrace.LogLevel = LogLevel.DEBUG;
|
|
String logFolder = "/logs";
|
|
DateTime currentDate = DateTime.Now;
|
|
String strLogFile = "marketdata_" + task + ".log";
|
|
String currentWorkingDirectory = Directory.GetCurrentDirectory();
|
|
Console.WriteLine($"Current directory is {currentWorkingDirectory}");
|
|
Utility.EnsureLogFolder(currentWorkingDirectory + logFolder);
|
|
Utility.ExpireLogs(currentWorkingDirectory + logFolder, 1);
|
|
Trace.Listeners.Remove("Default");
|
|
Console.WriteLine($"Adding Trace Listener :{currentWorkingDirectory + logFolder + "/" + strLogFile}");
|
|
Trace.Listeners.Add(new TextWriterTraceListener(currentWorkingDirectory + logFolder + "/" + strLogFile));
|
|
MDTrace.WriteLine($"Trace Listener added.");
|
|
Utility.ShowLogs(currentWorkingDirectory + logFolder);
|
|
return true;
|
|
}
|
|
|
|
/// <summary>
|
|
/// AddToWatchList
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void AddToWatchList()
|
|
{
|
|
List<String> symbols = new List<String>(new string[]{"SPY","^VIX"});
|
|
bool result = WatchListDA.AddToWatchList(symbols);
|
|
Assert.IsTrue(result);
|
|
}
|
|
|
|
/// <summary>
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void AnalystRatingsMarketBeatRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
AnalystRatings analystRatings = MarketDataHelper.GetAnalystRatingsMarketBeat(symbol);
|
|
Assert.IsTrue(null != analystRatings && analystRatings.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void GetDailyPricesYahooRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
DateTime analysisDate = DateTime.Now;
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
analysisDate = dateGenerator.FindPrevBusinessDay(analysisDate);
|
|
Prices prices = MarketDataHelper.GetDailyPrices(symbol, analysisDate, analysisDate);
|
|
Assert.IsTrue(null != prices && prices.Count > 0, "No Price");
|
|
}
|
|
|
|
[TestMethod]
|
|
public void LatestPriceRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Price price = MarketDataHelper.GetLatestPrice(symbol);
|
|
|
|
Assert.IsTrue(null != price && price.IsValid);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void LatestPriceGoogleRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Price price = MarketDataHelper.GetLatestPriceGoogle(symbol);
|
|
|
|
Assert.IsTrue(null != price && price.IsValid);
|
|
}
|
|
|
|
// The GetLatestPriceYahoo feed may return a price that only contains the previous close.
|
|
// This can happen after market hours and does not mean that the feed is broken.
|
|
[TestMethod]
|
|
public void LatestPriceYahooRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Price price = MarketDataHelper.GetLatestPriceYahoo(symbol);
|
|
|
|
Assert.IsTrue(null != price, "No Price from Yahoo");
|
|
Assert.IsTrue(price.IsValid || !double.IsNaN(price.PrevClose), "The feed is not working.");
|
|
}
|
|
|
|
[TestMethod]
|
|
public void LatestPriceBarChartRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Price price = MarketDataHelper.GetLatestPriceBarChart(symbol);
|
|
|
|
Assert.IsTrue(null != price, "No Price from BarChart");
|
|
Assert.IsTrue(price.IsValid || !double.IsNaN(price.PrevClose), "The feed is not working.");
|
|
}
|
|
|
|
[TestMethod]
|
|
public void LatestPriceRobinhoodRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Price price = MarketDataHelper.GetLatestPriceRobinhood(symbol);
|
|
|
|
Assert.IsTrue(null != price, "No Price from Robinhood");
|
|
Assert.IsTrue(price.IsValid || !double.IsNaN(price.PrevClose), "The feed is not working.");
|
|
}
|
|
|
|
/// <summary>
|
|
/// DailyPricesYahoo - This test confirms if we are able to retrieve a current (last business day) price from Yahoo.
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void DailyPricesYahoo()
|
|
{
|
|
String symbol = "AAPL";
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
DateTime lastBusinessDate = DateTime.Now;
|
|
|
|
lastBusinessDate = dateGenerator.GetPrevBusinessDay(lastBusinessDate);
|
|
|
|
DateTime startDate = lastBusinessDate;
|
|
DateTime endDate = startDate;
|
|
|
|
Prices prices = MarketDataHelper.GetDailyPrices(symbol, startDate, endDate);
|
|
Assert.IsTrue(null != prices, "No Price from DailyPricesYahoo");
|
|
}
|
|
|
|
/// <summary>
|
|
/// HistoricalPricesYahoo - This test confirms if we are able to retrieve historical dates from Yahoo
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void HistoricalPricesYahoo()
|
|
{
|
|
String symbol = "AAPL";
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
DateTime lastBusinessDate = DateTime.Now;
|
|
DateTime historicalDate = Utility.Epoch;
|
|
|
|
lastBusinessDate = dateGenerator.GetPrevBusinessDay(lastBusinessDate);
|
|
List<DateTime> historicalDates = dateGenerator.GenerateHistoricalDates(lastBusinessDate,30);
|
|
DateTime minDate = historicalDates.Min();
|
|
|
|
Prices prices = MarketDataHelper.GetDailyPrices(symbol, lastBusinessDate, minDate);
|
|
Assert.IsTrue(null != prices, "No Price from DailyPricesYahoo");
|
|
Assert.IsTrue(prices.Count>1, "No Historical Prices from DailyPricesYahoo");
|
|
}
|
|
|
|
/// <summary>
|
|
/// CNNPredictionTest - This runs the Prediction using the CMMMomentumGenerator
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void CNNPredictionTest()
|
|
{
|
|
String cnnHostName = "10.0.0.240";
|
|
CMCandidate cmCandidate = new CMCandidate();
|
|
CMParams cmParams = new CMParams();
|
|
|
|
cmParams.UseCNN = true;
|
|
cmParams.UseCNNHost = "http://" + cnnHostName + ":5000";
|
|
cmParams.UseCNNDayCount = 90;
|
|
cmParams.UseCNNRewardPercentDecimal = 0.25;
|
|
|
|
cmCandidate.Symbol = "MIDD";
|
|
cmCandidate.TradeDate = DateTime.Parse("07-01-2024");
|
|
|
|
bool result = CMMomentumGenerator.PredictCandidate(cmCandidate, cmParams);
|
|
|
|
Assert.IsTrue(result);
|
|
}
|
|
|
|
/// <summary>
|
|
/// CNNGenerateOutputFileBollingerWithVIX - This generates the new bollinger band with VIX 224x224 image with 90 days of history
|
|
/// Note that output goes in "/home/pi/ARM64/MarketDataUnitTests/TestResults"
|
|
/// You should visually inspect this imnage to make sure that it looks good.
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void CNNGenerateOutputFileBollingerWithVIX()
|
|
{
|
|
DataProcessor dataProcessor=new DataProcessor();
|
|
int imageDimensions=224;
|
|
int dayCount = 90;
|
|
dataProcessor.Width=imageDimensions;
|
|
dataProcessor.Height=imageDimensions;
|
|
dataProcessor.PenWidth=1;
|
|
|
|
String cnnHostName = "10.0.0.240";
|
|
CMCandidate cmCandidate = new CMCandidate();
|
|
CMParams cmParams = new CMParams();
|
|
|
|
cmParams.UseCNN = true;
|
|
cmParams.UseCNNHost = "http://" + cnnHostName + ":5000";
|
|
cmParams.UseCNNDayCount = dayCount;
|
|
cmParams.UseCNNRewardPercentDecimal = 0.25;
|
|
|
|
cmCandidate.Symbol = "MIDD";
|
|
cmCandidate.TradeDate = DateTime.Parse("07-01-2024");
|
|
|
|
TestCase testCase=new TestCase(cmCandidate.Symbol,cmCandidate.TradeDate,cmParams.UseCNNDayCount,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBandWithVIX,TestCase.OutputType.OutputFile);
|
|
testCase.HomePath="/home/pi/ARM64/MarketDataUnitTests/TestResults";
|
|
dataProcessor.ProcessData(testCase);
|
|
}
|
|
|
|
/// <summary>
|
|
/// CNNGenerateOutputFileBollinger - This generates the legacy bollinger band 128x128 image with 270 days of history
|
|
/// Note that output goes in "/home/pi/ARM64/MarketDataUnitTests/TestResults"
|
|
/// You should visually inspect this imnage to make sure that it looks good.
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void CNNGenerateOutputFileBollinger()
|
|
{
|
|
DataProcessor dataProcessor=new DataProcessor();
|
|
int imageDimensions=128;
|
|
int dayCount=270;
|
|
dataProcessor.Width=imageDimensions;
|
|
dataProcessor.Height=imageDimensions;
|
|
dataProcessor.PenWidth=1;
|
|
|
|
String cnnHostName = "10.0.0.240";
|
|
CMCandidate cmCandidate = new CMCandidate();
|
|
CMParams cmParams = new CMParams();
|
|
|
|
cmParams.UseCNN = true;
|
|
cmParams.UseCNNHost = "http://" + cnnHostName + ":5000";
|
|
cmParams.UseCNNDayCount = dayCount;
|
|
cmParams.UseCNNRewardPercentDecimal = 0.25;
|
|
|
|
cmCandidate.Symbol = "MIDD";
|
|
cmCandidate.TradeDate = DateTime.Parse("07-01-2024");
|
|
|
|
TestCase testCase=new TestCase(cmCandidate.Symbol,cmCandidate.TradeDate,cmParams.UseCNNDayCount,TestCase.CaseType.Test,TestCase.GenerateType.BollingerBand,TestCase.OutputType.OutputFile);
|
|
testCase.HomePath="/home/pi/ARM64/MarketDataUnitTests/TestResults";
|
|
dataProcessor.ProcessData(testCase);
|
|
}
|
|
|
|
|
|
[TestMethod]
|
|
public void PremarketRetrieval()
|
|
{
|
|
PremarketElements premarketElements = MarketDataHelper.GetPremarketData();
|
|
Assert.IsTrue(null != premarketElements && premarketElements.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void ETFHoldingsYahooRetrieval()
|
|
{
|
|
String[] etfSymbols = { "JFNNX", "ACWX", "ACES", "BBH" };
|
|
List<ETFHoldings> results = new List<ETFHoldings>();
|
|
|
|
foreach (String etfSymbol in etfSymbols)
|
|
{
|
|
ETFHoldings etfHoldings = MarketDataHelper.GetETFHoldings(etfSymbol);
|
|
if (null != etfHoldings && 0 != etfHoldings.Count)
|
|
{
|
|
results.Add(MarketDataHelper.GetETFHoldings(etfSymbol));
|
|
}
|
|
try { Thread.Sleep(500); } catch (Exception) {; }
|
|
}
|
|
|
|
bool result = results.Any(x => x != null);
|
|
|
|
Assert.IsTrue(result, String.Format("{0} items failed.", etfSymbols.Length));
|
|
}
|
|
|
|
[TestMethod]
|
|
public void ConsumerPriceIndexBureauOfLaborStatisticsRetrieval()
|
|
{
|
|
PriceIndices priceIndices = MarketDataHelper.GetConsumerPriceIndices();
|
|
Assert.IsTrue(null != priceIndices && priceIndices.Count > 0);
|
|
}
|
|
|
|
// Yahoo Fundamental feed is very poor quality and lots of misses. It's a last resort.
|
|
[TestMethod]
|
|
public void FundamentalYahooRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Fundamental fundamental = MarketDataHelper.GetFundamental(symbol);
|
|
Assert.IsTrue(null != fundamental,"GetFundamental Failed.");
|
|
// Assert.IsTrue(!Utility.IsEpoch(fundamental.NextEarningsDate),"NextEarningsDate");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.Beta),"Beta");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Low52), "Low52");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.High52), "High52");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Volume), "Volume");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.MarketCap),"MarketCap");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.PE), "PE");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.EPS), "EPS");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.PEG), "PEG");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnAssets), "ReturnOnAssets");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnEquity), "ReturnOnEquity");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.TotalCash), "TotalCash");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.TotalDebt), "TotalDebt");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.SharesOutstanding), "SharesOutstanding");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Revenue), "Revenue");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.RevenuePerShare), "RevenuePerShare");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.QtrlyRevenueGrowth), "QtrlyRevenueGrowth");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.GrossProfit),"GrossProfit");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.EBITDA), "EBITDA");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.NetIncomeAvailableToCommon), "NetIncomeAvailableToCommon");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.BookValuePerShare), "BookValuePerShare");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.OperatingCashflow), "OperatingCashflow");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.LeveragedFreeCashflow), "LeveragedFreeCashflow");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Equity), "Equity");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.TrailingPE), "TrailingPE");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.EnterpriseValue), "EnterpriseValue");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.EBIT), "EBIT");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.DebtToEquity), "DebtToEquity");
|
|
}
|
|
|
|
[TestMethod]
|
|
public void DividendHistoryRetrieval()
|
|
{
|
|
Dictionary<String, bool> items = new Dictionary<String, bool>();
|
|
String dividendSymbol1 = "AAPL";
|
|
String dividendSymbol2 = "ZIM";
|
|
String dividendSymbol3 = "IVR";
|
|
|
|
DividendHistory dividendHistory1 = MarketDataHelper.GetDividendHistory(dividendSymbol1);
|
|
DividendHistory dividendHistory2 = MarketDataHelper.GetDividendHistory(dividendSymbol2);
|
|
DividendHistory dividendHistory3 = MarketDataHelper.GetDividendHistory(dividendSymbol3);
|
|
Assert.IsTrue((null != dividendHistory1 && dividendHistory1.Count > 0) ||
|
|
(null != dividendHistory2 && dividendHistory2.Count > 0) ||
|
|
(null != dividendHistory3 && dividendHistory3.Count > 0));
|
|
}
|
|
|
|
[TestMethod]
|
|
public void EarningsAnnouncementsaRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
EarningsAnnouncements earningsAnnouncements = MarketDataHelper.GetEarningsAnnouncements(symbol);
|
|
Assert.IsTrue(null != earningsAnnouncements && earningsAnnouncements.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void ZacksRankRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
ZacksRank zacksRank = MarketDataHelper.GetZacksRank(symbol);
|
|
Assert.IsTrue(null != zacksRank && null != zacksRank.Rank);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void GetSplitsRetrieval()
|
|
{
|
|
Splits splits = MarketDataHelper.GetSplits();
|
|
Assert.IsTrue(null != splits && splits.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void GDPPerCapitaRetrieval()
|
|
{
|
|
EconomicIndicators economicIndicators = MarketDataHelper.GetGDPPerCapita();
|
|
Assert.IsTrue(null != economicIndicators && economicIndicators.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void UnemploymentPerCapitaRetrieval()
|
|
{
|
|
EconomicIndicators economicIndicators = MarketDataHelper.GetUnemploymentPerCapita();
|
|
Assert.IsTrue(null != economicIndicators && economicIndicators.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void LatestAnalystRatingsRetrieval()
|
|
{
|
|
AnalystRatings analystRatings = MarketDataHelper.GetLatestAnalystRatings();
|
|
Assert.IsTrue(null != analystRatings && analystRatings.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void SECCIKRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
String strCik = MarketDataHelper.GetCIK(symbol);
|
|
Assert.IsTrue(null != strCik);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void SECFilingsRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
String strCik = MarketDataHelper.GetCIK(symbol);
|
|
Assert.IsTrue(null != strCik);
|
|
SECFilings secFilings = MarketDataHelper.GetSECFilings(symbol, strCik, 1);
|
|
Assert.IsTrue(null != secFilings && secFilings.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void YieldCurveRetrieval()
|
|
{
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
DateTime analysisDate = dateGenerator.FindPrevBusinessDay(DateTime.Now);
|
|
YieldCurve yieldCurve = MarketDataHelper.GetYieldCurve(analysisDate.Year);
|
|
Assert.IsTrue(null != yieldCurve && yieldCurve.Count > 0);
|
|
Assert.IsTrue(yieldCurve[yieldCurve.Count - 1].Date.Month>=(analysisDate.Month));
|
|
}
|
|
|
|
[TestMethod]
|
|
public void InsiderTransactionRetrieval()
|
|
{
|
|
DateTime now = DateTime.Now;
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
InsiderTransactions insiderTransactions = InsiderTransactionDA.GetLatestInsiderTransactions();
|
|
Assert.IsTrue(null != insiderTransactions && insiderTransactions.Count > 0);
|
|
InsiderTransaction insiderTransaction = insiderTransactions[0];
|
|
int daysBetween = dateGenerator.DaysBetween(now, insiderTransaction.TransactionDate) + 1;
|
|
Assert.IsTrue(daysBetween < 10);
|
|
InsiderTransactions latestTransactions = MarketDataHelper.GetInsiderTransactions(insiderTransaction.Symbol, daysBetween);
|
|
Assert.IsTrue(null != latestTransactions && latestTransactions.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void CompanyProfileRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
CompanyProfile companyProfile = MarketDataHelper.GetCompanyProfile(symbol);
|
|
Assert.IsTrue(null != companyProfile);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void CompanyProfileYahooRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
CompanyProfile companyProfile = MarketDataHelper.GetCompanyProfileYahoo(symbol);
|
|
Assert.IsTrue(null != companyProfile);
|
|
}
|
|
|
|
|
|
[TestMethod]
|
|
public void GetCompanyProfileMorningStar()
|
|
{
|
|
String symbol = "AAPL";
|
|
String nasdaq = "xnas";
|
|
String nyse = "xnys";
|
|
CompanyProfile companyProfile = MarketDataHelper.GetCompanyProfileMorningStar(symbol, nasdaq);
|
|
if(null==companyProfile)companyProfile = MarketDataHelper.GetCompanyProfileMorningStar(symbol, nyse);
|
|
Assert.IsTrue(null != companyProfile);
|
|
}
|
|
|
|
// Test all feeds
|
|
[TestMethod]
|
|
public void HeadlinesRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Headlines companyHeadlines = HeadlinesMarketDataHelper.GetHeadlinesEx(symbol);
|
|
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
|
|
}
|
|
|
|
// Test NASDAQ Headlines feed
|
|
[TestMethod]
|
|
public void HeadlinesNASDAQRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Headlines companyHeadlines = MarketDataHelper.GetCompanyHeadlinesNASDAQ(symbol);
|
|
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
|
|
}
|
|
|
|
|
|
[TestMethod]
|
|
public void AnalystPriceTargetMarketBeatRetrieval()
|
|
{
|
|
String symbol = "MGPI";
|
|
AnalystPriceTarget analystPriceTarget = MarketDataHelper.GetAnalystPriceTargetMarketBeat(symbol);
|
|
Assert.IsTrue(null != analystPriceTarget);
|
|
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.HighTargetPrice));
|
|
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.LowTargetPrice));
|
|
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.MeanTargetPrice));
|
|
Assert.IsTrue(!Double.IsNaN(analystPriceTarget.MedianTargetPrice));
|
|
}
|
|
|
|
/// <summary>
|
|
/// This is the MorningStar historical value retrieval
|
|
/// If this breaks then try updating the salVersion in the helper method
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void HistoricalRetrieval()
|
|
{
|
|
String symbol = "AAPL";
|
|
Dictionary<TimeSeriesElement.ElementType, TimeSeriesCollection> timeSeries = MarketDataHelper.GetHistoricalValues(symbol);
|
|
Assert.IsTrue(null != timeSeries);
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.ROA), "Missing ROA");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.ROIC), "Missing ROIC");
|
|
// Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.BVPS), "Missing BVPS");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.Inventory), "Missing Inventory");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.AccountsReceivable), "Missing AccountsReceivable");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.COGS), "Missing COGS");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.OperatingIncome), "Missing OperatingIncome");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.InterestExpense), "Missing InterestExpense");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.TaxRate), "Missing TaxRate");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.Revenue), "Missing Revenue");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.NetIncomeAvailableToCommonShareholders), "Missing NetIncomeAvailableToCommonShareholders");
|
|
Assert.IsTrue(timeSeries.ContainsKey(TimeSeriesElement.ElementType.OperatingCashflow), "Missing OperatingCashflow");
|
|
}
|
|
|
|
/// <summary>
|
|
/// This is the Morningstar Cashflow statement retrieval
|
|
/// If this breaks then try updating the salVersion in the helper method
|
|
/// </summary>
|
|
[TestMethod]
|
|
public void CashflowStatementMorningStarRetrieval()
|
|
{
|
|
String[] symbols = { "AZEK", "CPRT", "DOCU", "ESTC", "HLNE" };
|
|
|
|
Dictionary<String, List<CashflowStatement>> cashflowStatementsDict = new Dictionary<String, List<CashflowStatement>>();
|
|
|
|
foreach (String symbol in symbols)
|
|
{
|
|
List<CashflowStatement> cashflowStatements = MarketDataHelper.GetCashflowStatement(symbol, CashflowStatement.PeriodType.Annual);
|
|
if (null == cashflowStatements) continue;
|
|
cashflowStatementsDict.Add(symbol, cashflowStatements);
|
|
}
|
|
|
|
Assert.IsTrue(cashflowStatementsDict.Count != 0, "Error retrieving cashflow statements.");
|
|
|
|
List<String> keys = cashflowStatementsDict.Keys.ToList();
|
|
|
|
foreach (String key in keys)
|
|
{
|
|
List<CashflowStatement> cashflowStatements = cashflowStatementsDict[key];
|
|
CashflowStatement cashflowStatement = cashflowStatements[0];
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.DepreciationAndAmortization), $"DepreciationAndAmortization for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.DeferredIncomeTaxes), $"DeferredIncomeTaxes for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.StockBasedCompensation), $"StockBasedCompensation for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.AccountsReceivable), $"AccountsReceivable for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.Inventory), $"Inventory for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.AccountsPayable), $"AccountsPayable for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.AccruedLiabilities), $"AccruedLiabilities for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.OperatingCashflow), $"OperatingCashflow for {key}");
|
|
Assert.IsTrue(!double.IsNaN(cashflowStatement.FreeCashflow), $"FreeCashflow for {key}");
|
|
}
|
|
}
|
|
|
|
[TestMethod]
|
|
public void IncomeStatementNASDAQRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
List<IncomeStatement> incomeStatements = MarketDataHelper.GetIncomeStatementNASDAQ(symbol, IncomeStatement.PeriodType.Annual);
|
|
Assert.IsTrue(null != incomeStatements && incomeStatements.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void IncomeStatementFinVizRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
List<IncomeStatement> incomeStatements = MarketDataHelper.GetIncomeStatementFinViz(symbol, IncomeStatement.PeriodType.Annual);
|
|
Assert.IsTrue(null != incomeStatements && incomeStatements.Count > 0);
|
|
}
|
|
|
|
[TestMethod]
|
|
public void BalanceSheetNASDAQRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
List<BalanceSheet> balanceSheets = MarketDataHelper.GetBalanceSheetNASDAQ(symbol, BalanceSheet.PeriodType.Annual);
|
|
Assert.IsTrue(null != balanceSheets && balanceSheets.Count > 0);
|
|
BalanceSheet balanceSheet = balanceSheets[0];
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.CashAndCashEquivalents), "CashAndCashEquivalents");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.DeferredLongTermLiabilities), "DeferredLongTermLiabilities");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.IntangibleAssets), "IntangibleAssets");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.Inventory), "Inventory");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.LongTermDebt), "LongTermDebt");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.NetCurrentAssetValue), "NetCurrentAssetValue");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.NetFixedAssets), "NetFixedAssets");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.OtherLiabilities), "OtherLiabilities");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.PropertyPlantAndEquipment), "PropertyPlantAndEquipment");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalAssets), "TotalAssets");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalCurrentAssets), "TotalCurrentAssets");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalCurrentLiabilities), "TotalCurrentLiabilities");
|
|
Assert.IsTrue(!double.IsNaN(balanceSheet.TotalLiabilities), "TotalLiabilities");
|
|
}
|
|
|
|
[TestMethod]
|
|
public void CurrencyConversionXERetrieval()
|
|
{
|
|
DateGenerator dateGenerator = new DateGenerator();
|
|
String sourceCurrency = "USD";
|
|
DateTime analysisDate = DateTime.Now;
|
|
analysisDate = dateGenerator.FindPrevBusinessDay(analysisDate);
|
|
CurrencyConversionCollection currencyConversionCollection = MarketDataHelper.GetCurrencyConversion(sourceCurrency, analysisDate);
|
|
Assert.IsTrue(null != currencyConversionCollection && currencyConversionCollection.Count > 0);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Need to figure out why we are missing EBITDA, OperatingCashflow, LeveragedFreeCashflow
|
|
///
|
|
[TestMethod]
|
|
public void FundamentalFinVizRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
Fundamental fundamental = MarketDataHelper.GetFundamentalFinViz(symbol);
|
|
Assert.IsTrue(null != fundamental);
|
|
Assert.IsTrue(!Utility.IsEpoch(fundamental.NextEarningsDate), "NextEarningsDate");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Beta), "Beta");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Low52), "Low52");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.High52), "High52");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Volume), "Volume");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.MarketCap), "MarketCap");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.PE), "PE");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.EPS), "EPS");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.PEG), "PEG");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnAssets), "ReturnOnAssets");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.ReturnOnEquity), "ReturnOnEquity");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.TotalCash), "TotalCash");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.TotalDebt), "TotalDebt");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.SharesOutstanding), "SharesOutstanding");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Revenue), "Revenue");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.RevenuePerShare), "RevenuePerShare");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.QtrlyRevenueGrowth), "QtrlyRevenueGrowth");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.GrossProfit), "GrossProfit");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.EBITDA), "EBITDA");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.NetIncomeAvailableToCommon), "NetIncomeAvailableToCommon");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.BookValuePerShare), "BookValuePerShare");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.OperatingCashflow), "OperatingCashflow");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.LeveragedFreeCashflow), "LeveragedFreeCashflow");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.Equity), "Equity");
|
|
// Assert.IsTrue(!double.IsNaN(fundamental.TrailingPE), "TrailingPE");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.EnterpriseValue), "EnterpriseValue");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.EBIT), "EBIT");
|
|
Assert.IsTrue(!double.IsNaN(fundamental.DebtToEquity), "DebtToEquity");
|
|
}
|
|
|
|
// Test SEEKING ALPHA Headlines feed
|
|
/// <summary>
|
|
/// SeekingAlpha headlines feed is not working
|
|
/// </summary>
|
|
[TestMethod]
|
|
[Ignore]
|
|
public void HeadlinesSeekingAlphaRetrieval()
|
|
{
|
|
String symbol = "GLD";
|
|
Headlines companyHeadlines = MarketDataHelper.GetCompanyHeadlinesSeekingAlpha(symbol);
|
|
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
|
|
}
|
|
|
|
/// <summary>
|
|
/// SeekingAlpha feed is not working
|
|
/// </summary>
|
|
[TestMethod]
|
|
[Ignore]
|
|
public void HeadlinesSeekingAlphaV3Retrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
Headlines companyHeadlines = MarketDataHelper.GetCompanyHeadlinesSeekingAlphaV3(symbol, true);
|
|
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
|
|
}
|
|
|
|
// Test MarketWatch feed
|
|
// https://www.marketwatch.com/investing/stock/AAPL?mod=search_symbol
|
|
/// <summary>
|
|
/// MarketWatch/BigCharts is no longer working
|
|
/// </summary>
|
|
[TestMethod]
|
|
[Ignore]
|
|
public void HeadlinesMarketWatchRetrieval()
|
|
{
|
|
String symbol = "MIDD";
|
|
Headlines companyHeadlines = MarketDataHelper.GetCompanyHeadlinesMarketWatch(symbol);
|
|
Assert.IsTrue(null != companyHeadlines && companyHeadlines.Count > 0);
|
|
}
|
|
|
|
} |