Feature improve regression tests (#6245)

* add data count properties

* 'add history count property

* assert data counts

* update missing override

* consider override/virtual cases

* implement data count

* add message handler for regression tests

* use regression test message handler

* set algorithm manager for regression test message handler

* update data count

* check if stats are present, check if algo manager is not null

* update

* add c# algo

* make same as c# algo

* use new line

* logic shifted to RegressionTestMessageHandler

* cleanup

* auto cleanup

* skip non deterministic data count

* change data count

* use inheritance

* improve stats

* update couht

* add sma indicator to c# and customSMA to python

* call base method before executing further

* skip test

* revert to original

* add duplicate sma

* skip regression test
This commit is contained in:
Ronit Jain
2022-03-16 01:21:15 +05:30
committed by GitHub
parent 1dc118304f
commit 15066ae5e1
302 changed files with 3233 additions and 132 deletions
@@ -35,7 +35,7 @@ class BasicTemplateOptionsDailyAlgorithm(QCAlgorithm):
self.option_symbol = option.Symbol
# set our strike/expiry filter for this option chain
option.SetFilter(lambda u: (u.Strikes(0, 1).Expiration(0, 30)))
option.SetFilter(lambda u: (u.CallsOnly().Strikes(0, 1).Expiration(0, 30)))
# use the underlying equity as the benchmark
self.SetBenchmark(equity.Symbol)