Martin Molinero
68ad2f51b6
- Replacing `BaseData.AdjustResolution` for `DefaultResolution` and `SupportedResolutions` - Making `Resolution` nullable for `Algorithm.AddData` methods - The `ISubscriptionDataConfigService` will set the default resolution if none was provided and assert it is supported - Fix bug with `PythonData` `IsSparseData` and `RequiresMapping` resolution
125 lines
3.8 KiB
C#
125 lines
3.8 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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using System.Collections.Generic;
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using NUnit.Framework;
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using Python.Runtime;
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namespace QuantConnect.Tests.Common.Data.Custom
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{
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[TestFixture]
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public class PythonCustomDataTests
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{
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[Test]
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public void IsSparseDataDefaultValue()
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{
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dynamic instance;
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using (Py.GIL())
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{
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PyObject test = PythonEngine.ModuleFromString("testModule",
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@"
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from clr import AddReference
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AddReference(""System"")
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AddReference(""QuantConnect.Common"")
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from QuantConnect import *
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from QuantConnect.Python import *
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class Test(PythonData):
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def Pepe(self):
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return 1").GetAttr("Test");
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instance = test.CreateType().GetBaseDataInstance();
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instance.Symbol = Symbol.CreateBase(typeof(decimal), Symbols.SPY, QuantConnect.Market.USA);
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}
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Assert.IsTrue(instance.IsSparseData());
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}
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[TestCase("True", true)]
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[TestCase("False", false)]
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public void OverridesIsSparseData(string value, bool booleanValue)
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{
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dynamic instance;
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using (Py.GIL())
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{
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PyObject test = PythonEngine.ModuleFromString("testModule",
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@"
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from clr import AddReference
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AddReference(""System"")
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AddReference(""QuantConnect.Common"")
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from QuantConnect import *
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from QuantConnect.Python import *
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class Test(PythonData):
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def IsSparseData(self):
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return " + $"{value}").GetAttr("Test");
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instance = test.CreateType().GetBaseDataInstance();
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}
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Assert.AreEqual(booleanValue, instance.IsSparseData());
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}
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[Test]
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public void OverridesDefaultResolution()
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{
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dynamic instance;
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using (Py.GIL())
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{
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PyObject test = PythonEngine.ModuleFromString("testModule",
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@"
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from clr import AddReference
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AddReference(""System"")
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AddReference(""QuantConnect.Common"")
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from QuantConnect import *
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from QuantConnect.Python import *
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class Test(PythonData):
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def DefaultResolution(self):
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return Resolution.Tick").GetAttr("Test");
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instance = test.CreateType().GetBaseDataInstance();
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}
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Assert.AreEqual(Resolution.Tick, instance.DefaultResolution());
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}
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[Test]
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public void OverridesSupportedResolutions()
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{
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dynamic instance;
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using (Py.GIL())
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{
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PyObject test = PythonEngine.ModuleFromString("testModule",
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@"
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from clr import AddReference
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AddReference(""System"")
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AddReference(""QuantConnect.Common"")
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from QuantConnect import *
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from QuantConnect.Python import *
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class Test(PythonData):
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def SupportedResolutions(self):
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return [ Resolution.Tick, Resolution.Daily ]").GetAttr("Test");
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instance = test.CreateType().GetBaseDataInstance();
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}
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var res = instance.SupportedResolutions();
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Assert.AreEqual(new List<Resolution> { Resolution.Tick, Resolution.Daily }, res);
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}
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}
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}
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