Colton Sellers
b8033c496c
* Add unit tests * Refactor Py and create C# function * Update readme to include local * Refactor solution; fix python cases * Update tests * Don't accept null selector for python; Create SelectedData class * Fix Testing * Pre review * Fix tests for Travis * Test fix V2 * Test fix V3 * Refactor quantbook and fix tests * Sort list by date * Move ConvertToSymbols to Python Util * Address review * Order dataframe columns by Security ID * Address review V2 * header for PythonUtilTests
64 lines
2.5 KiB
C#
64 lines
2.5 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 System.Linq;
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using NUnit.Framework;
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using Python.Runtime;
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using QuantConnect.Util;
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namespace QuantConnect.Tests.Common.Util
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{
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[TestFixture]
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public class PythonUtilTests
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{
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[Test]
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public void ConvertToSymbolsTest()
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{
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var expected = new List<Symbol>
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{
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Symbol.Create("AIG", SecurityType.Equity, Market.USA),
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Symbol.Create("BAC", SecurityType.Equity, Market.USA),
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Symbol.Create("IBM", SecurityType.Equity, Market.USA),
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Symbol.Create("GOOG", SecurityType.Equity, Market.USA)
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};
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using (Py.GIL())
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{
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// Test Python String
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var test1 = PythonUtil.ConvertToSymbols(new PyString("AIG"));
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Assert.IsTrue(typeof(List<Symbol>) == test1.GetType());
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Assert.AreEqual(expected.FirstOrDefault(), test1.FirstOrDefault());
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// Test Python List of Strings
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var list = (new List<string> {"AIG", "BAC", "IBM", "GOOG"}).ToPyList();
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var test2 = PythonUtil.ConvertToSymbols(list);
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Assert.IsTrue(typeof(List<Symbol>) == test2.GetType());
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Assert.IsTrue(test2.SequenceEqual(expected));
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// Test Python Symbol
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var test3 = PythonUtil.ConvertToSymbols(expected.FirstOrDefault().ToPython());
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Assert.IsTrue(typeof(List<Symbol>) == test3.GetType());
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Assert.AreEqual(expected.FirstOrDefault(), test3.FirstOrDefault());
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// Test Python List of Symbols
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var test4 = PythonUtil.ConvertToSymbols(expected.ToPyList());
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Assert.IsTrue(typeof(List<Symbol>) == test4.GetType());
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Assert.IsTrue(test4.SequenceEqual(expected));
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}
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}
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}
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}
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