Changed time rules to explicitly require a user to specify only posit…

…ive numbers in offsets for both live and backtest modes. Tests.
rtvt123 · Feb 8, 2017 · ecb95bb · ecb95bb
1 parent 0e0e6a9
commit ecb95bb
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Showing 2 changed files with 24 additions and 0 deletions.
diff --git a/Common/Scheduling/TimeRules.cs b/Common/Scheduling/TimeRules.cs
@@ -137,6 +137,11 @@ public ITimeRule Every(TimeSpan interval)
         /// <returns>A time rule that fires the specified number of minutes after the symbol's market open</returns>
         public ITimeRule AfterMarketOpen(Symbol symbol, double minutesAfterOpen = 0, bool extendedMarketOpen = false)
         {
+            if (minutesAfterOpen < 0)
+            {
+                throw new ArgumentException("The time after market open is negative. Please make sure it is a non-negative value", "minutesAfterOpen");
+            }
+
             var security = GetSecurity(symbol);
 
             var type = extendedMarketOpen ? "ExtendedMarketOpen" : "MarketOpen";
@@ -163,6 +168,11 @@ where security.Exchange.DateIsOpen(date)
         /// <returns>A time rule that fires the specified number of minutes before the symbol's market close</returns>
         public ITimeRule BeforeMarketClose(Symbol symbol, double minutesBeforeClose = 0, bool extendedMarketClose = false)
         {
+            if (minutesBeforeClose < 0)
+            {
+                throw new ArgumentException("The time before market close is negative. Please make sure it is a non-negative value", "minutesBeforeClose");
+            }
+
             var security = GetSecurity(symbol);
 
             var type = extendedMarketClose ? "ExtendedMarketClose" : "MarketClose";

diff --git a/Tests/Common/Scheduling/TimeRulesTests.cs b/Tests/Common/Scheduling/TimeRulesTests.cs
@@ -124,6 +124,13 @@ public void ExtendedMarketOpenWithDelta()
             Assert.AreEqual(1, count);
         }
 
+        [Test]
+        public void RegularMarketOpenWithNegativeDelta()
+        {
+            var rules = GetTimeRules(TimeZones.Utc);
+            Assert.Throws<ArgumentException>(() => rules.AfterMarketOpen(Symbols.SPY, -30));
+        }
+
         [Test]
         public void RegularMarketCloseNoDelta()
         {
@@ -156,6 +163,13 @@ public void RegularMarketCloseWithDelta()
             Assert.AreEqual(1, count);
         }
 
+        [Test]
+        public void RegularMarketCloseWithNegativeDelta()
+        {
+            var rules = GetTimeRules(TimeZones.Utc);
+            Assert.Throws<ArgumentException>(() => rules.BeforeMarketClose(Symbols.SPY, -30));
+        }
+
         [Test]
         public void ExtendedMarketCloseNoDelta()
         {