Martin Molinero
62 lines
2.0 KiB
C#
62 lines
2.0 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 System.IO;
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using NUnit.Framework;
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using QuantConnect;
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using QuantConnect.Configuration;
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using QuantConnect.Logging;
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using QuantConnect.Python;
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[SetUpFixture]
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public class AssemblyInitialize
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{
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[OneTimeSetUp]
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public void SetLogHandler()
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{
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AdjustCurrentDirectory();
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// save output to file as well
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Log.LogHandler = new ConsoleLogHandler();
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}
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public static void AdjustCurrentDirectory()
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{
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// nunit 3 sets the current folder to a temp folder we need it to be the test bin output folder
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var dir = TestContext.CurrentContext.TestDirectory;
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Environment.CurrentDirectory = dir;
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Directory.SetCurrentDirectory(dir);
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Config.Reset();
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Globals.Reset();
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PythonInitializer.SetPythonPathEnvironmentVariable(
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new[]
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{
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"./Alphas",
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"./Execution",
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"./Portfolio",
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"./Risk",
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"./Selection",
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"./RegressionAlgorithms",
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"./Research/RegressionScripts",
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"../../../Algorithm",
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"../../../Algorithm/Selection",
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"../../../Algorithm.Framework",
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"../../../Algorithm.Framework/Selection",
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"../../../Algorithm.Python"
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});
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}
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}
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