Bug #5030 Generation of CFD data not working

Tests/QuantConnect.Tests.csproj

@@ -811,6 +811,7 @@
     <Compile Include="Symbols.cs" />
     <Compile Include="TestExtensions.cs" />
     <Compile Include="Indicators\LinearWeightedMovingAverageTests.cs" />
+    <Compile Include="ToolBox\RandomDataGenerator\RandomDataGeneratorProgramTests.cs" />
     <Compile Include="ToolBox\ToolBoxTests.cs" />
     <Compile Include="ToolBox\PolygonHistoryTests.cs" />
     <Compile Include="ToolBox\PolygonSymbolMapperTests.cs" />

Tests/ToolBox/RandomDataGenerator/RandomDataGeneratorProgramTests.cs

@@ -0,0 +1,48 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using NUnit.Framework;
+using QuantConnect.ToolBox.RandomDataGenerator;
+
+namespace QuantConnect.Tests.ToolBox.RandomDataGenerator
+{
+    [TestFixture]
+    public class RandomDataGeneratorProgramTests
+    {
+        [Test]
+        [TestCase("2020, 1, 1 00:00:00", "2020, 1, 1 00:00:00", "2020, 1, 1 00:00:00")]
+        [TestCase("2020, 1, 1 00:00:00", "2020, 2, 1 00:00:00", "2020, 1, 16 12:00:00")] // (31 days / 2) = 15.5 = 16 Rounds up to 12 pm
+        [TestCase("2020, 1, 1 00:00:00", "2020, 3, 1 00:00:00", "2020, 1, 31 00:00:00")] // (60 days / 2) = 30
+        [TestCase("2020, 1, 1 00:00:00", "2020, 6, 1 00:00:00", "2020, 3, 17 00:00:00")] // (152 days / 2) = 76
+
+        public void NextRandomGeneratedData(DateTime start, DateTime end, DateTime expectedMidPoint)
+        {
+            var randomValueGenerator = new RandomValueGenerator();
+            var midPoint = RandomDataGeneratorProgram.GetDateMidpoint(start, end);
+            var delistDate = RandomDataGeneratorProgram.GetDelistingDate(start, end, randomValueGenerator);
+
+            // midPoint and expectedMidPoint must be the same
+            Assert.AreEqual(expectedMidPoint, midPoint);
+
+            // start must be less than or equal to end
+            Assert.LessOrEqual(start, end);
+
+            // delistDate must be less than or equal to end
+            Assert.LessOrEqual(delistDate, end);
+            Assert.GreaterOrEqual(delistDate, midPoint);
+        }
+    }
+}

ToolBox/RandomDataGenerator/RandomDataGeneratorProgram.cs

@@ -64,6 +64,26 @@ string dividendEveryQuarterPercentageString
             Console.ReadKey();
         }
 
+        public static DateTime GetDateMidpoint(DateTime start, DateTime end)
+        {
+            TimeSpan span = end.Subtract(start);
+            int span_time = (int)span.TotalMinutes;
+            double diff_span = -(span_time / 2.0);
+            DateTime start_time = end.AddMinutes(Math.Round(diff_span, 2, MidpointRounding.ToEven));
+
+            //Returns a DateTime object that is halfway between start and end
+            return start_time;
+        }
+
+        public static DateTime GetDelistingDate(DateTime start, DateTime end, RandomValueGenerator randomValueGenerator)
+        {
+            var mid_point = GetDateMidpoint(start, end);            
+            var delist_Date = randomValueGenerator.NextDate(mid_point, end, null);
+
+            //Returns a DateTime object that is a random value between the mid_point and end
+            return delist_Date;
+        }
+
         public static void GenerateRandomData(RandomDataGeneratorSettings settings, ConsoleLeveledOutput output)
         {
             // can specify a seed value in this ctor if determinism is desired
@@ -83,17 +103,16 @@ public static void GenerateRandomData(RandomDataGeneratorSettings settings, Cons
             var count = 0;
             var progress = 0d;
             var previousMonth = -1;
-            var previousDay = settings.Start;
 
             Func<Tick, DateTime> tickDay = (tick => new DateTime(tick.Time.Year, tick.Time.Month, tick.Time.Day));
             Func<Data.BaseData, DateTime> dataDay = (data => new DateTime(data.Time.Year, data.Time.Month, data.Time.Day));
 
             foreach (var currentSymbol in symbolGenerator.GenerateRandomSymbols())
             {
                 // This is done so that we can update the symbol in the case of a rename event
+                var delistDate = GetDelistingDate(settings.Start, settings.End, randomValueGenerator);
                 var symbol = currentSymbol;
                 var willBeDelisted = randomValueGenerator.NextBool(1.0);
-                var delistDate = randomValueGenerator.NextDate(settings.Start.AddMonths(6), settings.End, null);
                 var monthsTrading = 0;
 
                 // Keep track of renamed symbols and the time they were renamed.