Martin Molinero
113 lines
4.3 KiB
C#
113 lines
4.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using NUnit.Framework;
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using QuantConnect.Algorithm;
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using QuantConnect.Securities.Cfd;
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using QuantConnect.Securities.Crypto;
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using QuantConnect.Securities.Equity;
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using QuantConnect.Securities.Forex;
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using QuantConnect.Securities.Future;
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using QuantConnect.Securities.Option;
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using QuantConnect.Tests.Engine.DataFeeds;
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using System;
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namespace QuantConnect.Tests.Algorithm
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{
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[TestFixture]
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public class AlgorithmAddSecurityTests
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{
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private QCAlgorithm _algo;
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/// <summary>
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/// Instatiate a new algorithm before each test.
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/// Clear the <see cref="SymbolCache"/> so that no symbols and associated brokerage models are cached between test
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/// </summary>
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[SetUp]
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public void Setup()
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{
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_algo = new QCAlgorithm();
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_algo.SubscriptionManager.SetDataManager(new DataManagerStub(_algo));
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}
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[Test, TestCaseSource(nameof(TestAddSecurityWithSymbol))]
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public void AddSecurityWithSymbol(Symbol symbol)
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{
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var security = _algo.AddSecurity(symbol);
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Assert.AreEqual(security.Symbol, symbol);
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Assert.IsTrue(_algo.Securities.ContainsKey(symbol));
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Assert.DoesNotThrow(() =>
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{
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switch (symbol.SecurityType)
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{
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case SecurityType.Equity:
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var equity = (Equity)security;
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break;
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case SecurityType.Option:
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var option = (Option)security;
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break;
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case SecurityType.Forex:
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var forex = (Forex)security;
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break;
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case SecurityType.Future:
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var future = (Future)security;
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break;
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case SecurityType.Cfd:
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var cfd = (Cfd)security;
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break;
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case SecurityType.Crypto:
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var crypto = (Crypto)security;
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break;
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case SecurityType.Base:
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break;
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default:
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throw new Exception($"Invalid Security Type: {symbol.SecurityType}");
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}
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});
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if (symbol.IsCanonical())
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{
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// Throws NotImplementedException because we are using NullDataFeed
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// We need to call this to add the pending universe additions
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Assert.Throws<NotImplementedException>(() => _algo.OnEndOfTimeStep());
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Assert.IsTrue(_algo.UniverseManager.ContainsKey(symbol));
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}
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}
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private static TestCaseData[] TestAddSecurityWithSymbol
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{
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get
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{
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return new[]
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{
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new TestCaseData(Symbols.SPY),
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new TestCaseData(Symbols.EURUSD),
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new TestCaseData(Symbols.DE30EUR),
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new TestCaseData(Symbols.BTCUSD),
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new TestCaseData(Symbols.ES_Future_Chain),
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new TestCaseData(Symbols.Future_ESZ18_Dec2018),
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new TestCaseData(Symbols.SPY_Option_Chain),
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new TestCaseData(Symbols.SPY_C_192_Feb19_2016),
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new TestCaseData(Symbols.SPY_P_192_Feb19_2016),
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new TestCaseData(Symbol.Create("CustomData", SecurityType.Base, Market.Binance)),
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new TestCaseData(Symbol.Create("CustomData2", SecurityType.Base, Market.COMEX))
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};
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}
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}
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}
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} |