Martin Molinero
66 lines
2.9 KiB
C#
66 lines
2.9 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 System;
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using Newtonsoft.Json;
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using NUnit.Framework;
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using QuantConnect.Algorithm.Framework.Alphas;
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namespace QuantConnect.Tests.Algorithm.Framework.Alphas.Serialization
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{
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[TestFixture, Parallelizable(ParallelScope.All)]
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public class AlphaRuntimeStatisticsTests
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{
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[Test]
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public void HandlesSerializationRoundTrip()
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{
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var stats = new AlphaRuntimeStatistics
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{
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LongCount = 10,
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ShortCount = 11,
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TotalAccumulatedEstimatedAlphaValue = 100,
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TotalInsightsAnalysisCompleted = 7,
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TotalInsightsGenerated = 6,
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TotalInsightsClosed = 5
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};
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var time = DateTime.UtcNow;
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stats.MeanPopulationScore.SetScore(InsightScoreType.Direction, 0.5, time);
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stats.MeanPopulationScore.SetScore(InsightScoreType.Magnitude, 0.6, time);
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stats.RollingAveragedPopulationScore.SetScore(InsightScoreType.Direction, 0.55, time);
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stats.RollingAveragedPopulationScore.SetScore(InsightScoreType.Magnitude, 0.66, time);
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var json = JsonConvert.SerializeObject(stats);
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var deserialized = JsonConvert.DeserializeObject<AlphaRuntimeStatistics>(json);
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Assert.AreEqual(10, deserialized.LongCount);
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Assert.AreEqual(11, deserialized.ShortCount);
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Assert.AreEqual(100, deserialized.TotalAccumulatedEstimatedAlphaValue);
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Assert.AreEqual(7, deserialized.TotalInsightsAnalysisCompleted);
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Assert.AreEqual(6, deserialized.TotalInsightsGenerated);
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Assert.AreEqual(5, deserialized.TotalInsightsClosed);
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Assert.AreEqual(0.5, deserialized.MeanPopulationScore.Direction);
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Assert.AreEqual(0.6, deserialized.MeanPopulationScore.Magnitude);
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Assert.AreEqual(time, deserialized.MeanPopulationScore.UpdatedTimeUtc);
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Assert.AreEqual(0.55, deserialized.RollingAveragedPopulationScore.Direction);
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Assert.AreEqual(0.66, deserialized.RollingAveragedPopulationScore.Magnitude);
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Assert.AreEqual(time, deserialized.RollingAveragedPopulationScore.UpdatedTimeUtc);
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}
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}
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}
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