Files
marketdata/MarketDataUnitTests/MarketDataFeedTests.cs
2024-03-03 22:51:59 -05:00

374 lines
17 KiB
C#

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;
namespace MarketDataUnitTests
{
[TestClass]
public class MarketDataFeedTests
{
[TestMethod]
// [Ignore]
public void ETFHoldsingsYahooRetrieval() // The feed layout has chnaged
{
String etfSymbol="ACWX";
ETFHoldings etfHoldings=MarketDataHelper.GetETFHoldings(etfSymbol);
Assert.IsTrue(null!=etfHoldings && etfHoldings.Count>0);
}
[TestMethod]
public void LatestPriceYahoo2Retrieval() // The feed layout has changed
{
// String symbol="AAPL";
// String symbol="JFNNX";
String symbol="1234";
Price price=MarketDataHelper.GetLatestPriceYahoo2(symbol);
Assert.IsTrue(null!=price,"No Price");
Assert.IsTrue(price.IsValid,"Invalid Price");
}
[TestMethod]
[Ignore]
public void LatestPriceYahooRetrieval() // The feed layout has changed
{
String symbol="AAPL";
Price price=MarketDataHelper.GetLatestPriceYahoo(symbol);
Assert.IsTrue(null!=price,"No Price");
Assert.IsTrue(price.IsValid,"Invalid Price");
}
// This test only passes when the web proxy is bypassed
[TestMethod]
public void FundamentalYahooRetrieval()
{
String symbol = "MIDD";
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 dividendSymbol="AAPL";
DividendHistory dividendHistory=MarketDataHelper.GetDividendHistory(dividendSymbol);
Assert.IsTrue(null!=dividendHistory && dividendHistory.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()
{
String symbol="MIDD";
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 IncomeStatementNASDAQRetrievsl()
{
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.GetPrevBusinessDay(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 LatestPriceBigChartsRetrieval()
{
String symbol="MIDD";
Price price=MarketDataHelper.GetLatestPriceBigCharts(symbol);
Assert.IsTrue(null!=price,"No Price");
Assert.IsTrue(price.IsValid,"Invalid Price");
}
[TestMethod]
public void GetPriceAsOfBigChartsRetrieval()
{
String symbol="MIDD";
DateTime analysisDate=DateTime.Now;
DateGenerator dateGenerator = new DateGenerator();
analysisDate=dateGenerator.GetPrevBusinessDay(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.GetPrevBusinessDay(analysisDate);
Prices prices=MarketDataHelper.GetDailyPrices(symbol,analysisDate,analysisDate);
Assert.IsTrue(null!=prices && prices.Count>0,"No Price");
}
}
}