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Refactor some unit and regression tests for speed improvements (#8970)
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* Reduce history unit tests duration

* Unit and regression tests speed improvements

* Minor change

* Fix unit test race condition
This commit is contained in:
Jhonathan Abreu
2025-09-12 10:15:09 -04:00
committed by GitHub
parent 5b465216f9
commit 5644520545
16 changed files with 219 additions and 144 deletions
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Algorithm.Python/HistoryTickRegressionAlgorithm.py
+16 -7
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@@ -19,15 +19,24 @@ from AlgorithmImports import *
class HistoryTickRegressionAlgorithm(QCAlgorithm):
def initialize(self):
self.set_start_date(2013, 10, 11)
self.set_end_date(2013, 10, 11)
self.set_start_date(2013, 10, 12)
self.set_end_date(2013, 10, 13)
self._symbol = self.add_equity("SPY", Resolution.TICK).symbol
def on_end_of_algorithm(self):
history = list(self.history[Tick](self._symbol, timedelta(days=1), Resolution.TICK))
quotes = [x for x in history if x.tick_type == TickType.QUOTE]
trades = [x for x in history if x.tick_type == TickType.TRADE]
trades_count = 0
quotes_count = 0
for point in self.history[Tick](self._symbol, timedelta(days=1), Resolution.TICK):
if point.tick_type == TickType.TRADE:
trades_count += 1
elif point.tick_type == TickType.QUOTE:
quotes_count += 1
if not quotes or not trades:
if trades_count > 0 and quotes_count > 0:
# We already found at least one tick of each type, we can exit the loop
break
if trades_count == 0 or quotes_count == 0:
raise AssertionError("Expected to find at least one tick of each type (quote and trade)")
self.quit()