Fix the Time Zone Convertion Target from DataTimeZone to ExchangeTime…

…Zone
QuantConnect · Apr 25, 2023 · 56a0513 · 56a0513
1 parent da26b8d
commit 56a0513
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Showing 5 changed files with 35 additions and 12 deletions.
diff --git a/BrainCompanyFilingLanguageMetricsUniverse.cs b/BrainCompanyFilingLanguageMetricsUniverse.cs
@@ -103,9 +103,9 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
             data.ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations = BrainCompanyFilingLanguageMetrics.Parse(csv.Skip(24).Take(11).ToList());
 
             data.Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]);
-            // We need to convert the time since the date is in UTC, and AddUniverse sets the DateTimeZone to TimeZones.NewYork
+            // We need to convert the time since the date is in UTC, and AddUniverse sets the ExchangeTimeZone to TimeZones.NewYork
             // Subtract 12 hours to match the BrainCompanyFilingLanguageMetricsBase EndTime
-            data.Time = date.ConvertFromUtc(config.DataTimeZone).AddHours(-12);
+            data.Time = date.ConvertFromUtc(config.ExchangeTimeZone).AddHours(-12);
             data.Value = csv[4].IfNotNullOrEmpty(0m, s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture));
 
             return data;

diff --git a/BrainSentimentIndicatorUniverse.cs b/BrainSentimentIndicatorUniverse.cs
@@ -135,9 +135,9 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
                 SentimentalBuzzVolume30Days = csv[11].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)),
 
                 Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]),
-                // We need to convert the time since the date is in UTC, and AddUniverse sets the DateTimeZone to TimeZones.NewYork
+                // We need to convert the time since the date is in UTC, and AddUniverse sets the ExchangeTimeZone to TimeZones.NewYork
                 // Subtract 12 hours to match the BrainSentimentIndicatorBase EndTime
-                Time = date.ConvertFromUtc(config.DataTimeZone).AddHours(-12),
+                Time = date.ConvertFromUtc(config.ExchangeTimeZone).AddHours(-12),
                 Value = sentiment7Days ?? 0m
             };
         }

diff --git a/BrainStockRankingUniverse.cs b/BrainStockRankingUniverse.cs
@@ -104,9 +104,9 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
                 Rank21Days = csv[6].IfNotNullOrEmpty<decimal?>(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)),
 
                 Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]),
-                // We need to convert the time since the date is in UTC, and AddUniverse sets the DateTimeZone to TimeZones.NewYork
+                // We need to convert the time since the date is in UTC, and AddUniverse sets the ExchangeTimeZone to TimeZones.NewYork
                 // Subtract 12 hours to match the BrainStockRankingBase EndTime
-                Time = date.ConvertFromUtc(config.DataTimeZone).AddHours(-12),
+                Time = date.ConvertFromUtc(config.ExchangeTimeZone).AddHours(-12),
                 Value = rank2Days ?? 0m
             };
         }

diff --git a/tests/BrainSentimentIndicatorUniverseTests.cs b/tests/BrainSentimentIndicatorUniverseTests.cs
@@ -33,9 +33,10 @@ public void ReaderTest()
             var factory = new BrainSentimentIndicatorUniverse();
             var line = "AAPL R735QTJ8XC9X,AAPL,869,516,0.1196,,,5101,3176,0.0976,-0.169,0.0888";
 
+            var config = CreateSubscriptionDataConfig();
             var date = new DateTime(2022, 04, 21);
-            var data = (BrainSentimentIndicatorUniverse)factory.Reader(null, line, date, false);
-            Assert.AreEqual(date.ConvertFromUtc(data.DataTimeZone()) + TimeSpan.FromHours(12), data.EndTime);
+            var data = (BrainSentimentIndicatorUniverse)factory.Reader(config, line, date, false);
+            Assert.AreEqual(date.ConvertFromUtc(config.ExchangeTimeZone) + TimeSpan.FromHours(12), data.EndTime);
             Assert.AreEqual(0.1196, data.Sentiment7Days);
             Assert.AreEqual(0.0976, data.Sentiment30Days);
             Assert.AreEqual(516, data.SentimentalArticleMentions7Days);
@@ -56,9 +57,10 @@ public void ReaderNullSentiment7DaysTest()
             var factory = new BrainSentimentIndicatorUniverse();
             var line = "CNCE VO2R14MRA2XX,CNCE,,,,,,22,14,0.323100,-0.945800,-0.745700";
 
+            var config = CreateSubscriptionDataConfig();
             var date = new DateTime(2022, 04, 21);
-            var data = (BrainSentimentIndicatorUniverse)factory.Reader(null, line, date, false);
-            Assert.AreEqual(date.ConvertFromUtc(data.DataTimeZone()) + TimeSpan.FromHours(12), data.EndTime);
+            var data = (BrainSentimentIndicatorUniverse)factory.Reader(config, line, date, false);
+            Assert.AreEqual(date.ConvertFromUtc(config.ExchangeTimeZone) + TimeSpan.FromHours(12), data.EndTime);
             Assert.AreEqual("CNCE", data.Symbol.Value);
 
             // Value is 0 because 7-day Sentiment is null
@@ -174,5 +176,15 @@ private IEnumerable<BrainSentimentIndicatorUniverse> CreateNewSelection()
                 }
             };
         }
+
+        private SubscriptionDataConfig CreateSubscriptionDataConfig() => new(
+            typeof(BrainSentimentIndicatorUniverse),
+            Symbol.None,
+            Resolution.Daily,
+            TimeZones.NewYork,
+            TimeZones.NewYork,
+            true,
+            true,
+            false);
     }
 }
diff --git a/tests/BrainStockRankingUniverseTests.cs b/tests/BrainStockRankingUniverseTests.cs
@@ -34,9 +34,10 @@ public void ReaderTest(bool liveMode)
             var factory = new BrainStockRankingUniverse();
             var line = "AAPL R735QTJ8XC9X,AAPL,1,2,,,20";
 
+            var config = CreateSubscriptionDataConfig();
             var now = new DateTime(2022, 04, 21);
-            var data = (BrainStockRankingUniverse)factory.Reader(null, line, now, liveMode);
-            Assert.AreEqual(now.ConvertFromUtc(data.DataTimeZone()) + TimeSpan.FromHours(12), data.EndTime);
+            var data = (BrainStockRankingUniverse)factory.Reader(config, line, now, liveMode);
+            Assert.AreEqual(now.ConvertFromUtc(config.ExchangeTimeZone) + TimeSpan.FromHours(12), data.EndTime);
             Assert.AreEqual(1, data.Rank2Days);
             Assert.AreEqual(2, data.Rank3Days);
             Assert.AreEqual(null, data.Rank5Days);
@@ -129,5 +130,15 @@ private IEnumerable<BrainStockRankingUniverse> CreateNewSelection()
                 }
             };
         }
+
+        private SubscriptionDataConfig CreateSubscriptionDataConfig() => new(
+            typeof(BrainStockRankingUniverse),
+            Symbol.None,
+            Resolution.Daily,
+            TimeZones.NewYork,
+            TimeZones.NewYork,
+            true,
+            true,
+            false);
     }
 }