marketdata/MarketDataUnitTests/MarketDataFeedTests.cs

using MarketData;
using MarketData.DataAccess;
using MarketData.Helper;
using MarketData.MarketDataModel;
using MarketData.Utils;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;

namespace MarketDataUnitTests
{
  [TestClass]
  public class MarketDataFeedTests
  {

// This test is for the TOT Feed
    [TestMethod]
    public void TORFeedRetrieval()  
    {
      bool result = MarketDataHelper.GetWorldTime();
      Assert.IsTrue(result,"TORFeedFailed");
    }


    [TestMethod]
    public void ETFHoldingsYahooRetrieval()  
    {
      String[] etfSymbols={"JFNNX","ACWX","ACES","BBH"};
      List<ETFHoldings> results = new List<ETFHoldings>();

      foreach(String etfSymbol in etfSymbols)
      {
        results.Add(MarketDataHelper.GetETFHoldings(etfSymbol));
        try{Thread.Sleep(500);}catch(Exception){;}
      }
      Assert.IsTrue(results.Any(x => x!=null),String.Format("{0} items failed.",etfSymbols.Length));
    }

    [TestMethod]
    public void LatestPriceXXXRetrieval()  
    {
      String symbol="ACWX";
      Price price=MarketDataHelper.GetLatestPriceGoogle(symbol);
      Assert.IsTrue(null!=price && price.IsValid);
    }

    [TestMethod]
    public void LatestPriceYahooRetrieval()       
    {
      String symbol="AAPL";
      Price price=MarketDataHelper.GetLatestPriceYahoo(symbol);
      Assert.IsTrue(null!=price,"No Price");
      Assert.IsTrue(price.IsValid,"Invalid Price");
    }

    [TestMethod]
    public void LatestPriceBigChartsRetrieval()       
    {
      String symbol="AAPL";
      Price price=MarketDataHelper.GetLatestPriceBigCharts(symbol);
      Assert.IsTrue(null!=price,"No Price");
      Assert.IsTrue(price.IsValid,"Invalid Price");
    }

    [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);
      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 && dividendHistory2.Count>0));
    }

    [TestMethod]
    public void PremarketRetrieval()
    {
      PremarketElements premarketElements = MarketDataHelper.GetPremarketData();
      Assert.IsTrue(null!=premarketElements && premarketElements.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 LatestAnalystRatingsRetrieval()
    {
     AnalystRatings analystRatings=MarketDataHelper.GetLatestAnalystRatings();
     Assert.IsTrue(null!=analystRatings && analystRatings.Count>0);
    }

    [TestMethod]
    public void AnalystRatingsMarketBeatRetrieval()
    {
      String symbol="AAPL";
      AnalystRatings analystRatings=MarketDataHelper.GetAnalystRatingsMarketBeat(symbol);
      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.Equals(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="MIDD";
      CompanyProfile companyProfile=MarketDataHelper.GetCompanyProfile(symbol);
      Assert.IsTrue(null!=companyProfile);
    }

    [TestMethod]
    public void HeadlinesRetrieval()
    {
      Headlines headlines = HeadlinesDA.GetLatestHeadlines();
      Assert.IsTrue(null!=headlines && headlines.Count>0);
      Headline headline = headlines[0];
      Headlines companyHeadlines = HeadlinesMarketDataHelper.GetHeadlinesEx(headline.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));
    }

    [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");
    }

    [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 IncomeStatementFinVizRetrievsl()
    {
      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 CashflowStatementMorningStarRetrieval()
    {
      String symbol="MIDD";
      List<CashflowStatement> cashflowStatements = MarketDataHelper.GetCashflowStatement(symbol, CashflowStatement.PeriodType.Annual);
      Assert.IsTrue(null != cashflowStatements && cashflowStatements.Count > 0);
      CashflowStatement cashflowStatement = cashflowStatements[0];
      Assert.IsTrue(!double.IsNaN(cashflowStatement.DepreciationAndAmortization),"DepreciationAndAmortization");
      Assert.IsTrue(!double.IsNaN(cashflowStatement.DeferredIncomeTaxes),"DeferredIncomeTaxes");      
      Assert.IsTrue(!double.IsNaN(cashflowStatement.StockBasedCompensation),"StockBasedCompensation");      
      Assert.IsTrue(!double.IsNaN(cashflowStatement.AccountsReceivable),"AccountsReceivable");      
      Assert.IsTrue(!double.IsNaN(cashflowStatement.Inventory),"Inventory");      
      Assert.IsTrue(!double.IsNaN(cashflowStatement.AccountsPayable),"AccountsPayable");      
      Assert.IsTrue(!double.IsNaN(cashflowStatement.AccruedLiabilities),"AccruedLiabilities");      
      Assert.IsTrue(!double.IsNaN(cashflowStatement.OperatingCashflow),"OperatingCashflow");      
      Assert.IsTrue(!double.IsNaN(cashflowStatement.FreeCashflow),"FreeCashflow");      
    }

    [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);
    }

    [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");
    }


    [TestMethod]
    public void GetPriceAsOfBigChartsRetrieval()
    {
      String symbol="MIDD";
      DateTime analysisDate=DateTime.Now;
      DateGenerator dateGenerator = new DateGenerator();
      analysisDate=dateGenerator.FindPrevBusinessDay(analysisDate);
      Price price=MarketDataHelper.GetPriceAsOf(symbol,analysisDate);
      Assert.IsTrue(null!=price,"No Price");
      Assert.IsTrue(price.IsValid,"Invalid Price");
    }

    [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");
    }

  }
}