Jhonathan Abreu
c283231d11
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* Improve error message when consolidator period Python object is unsupported * Make unsupported consolidator period error message more concise * Apply descriptive Python conversion errors to other user-facing sites and add QuoteBarConsolidator.FromResolution * List available overloads in unsupported Python argument error messages * Update QuantConnect.pythonnet to 2.0.61 * Update overload hint test expectations to Python-typed signatures * Exclude PyObject overloads from error hints and update to Python annotation style * Move PyObject overload filtering from consumers into MethodSignatureFormatter * Update Python alpha model name expectations for Python-style enum rendering
54 lines
1.9 KiB
C#
54 lines
1.9 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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using NUnit.Framework;
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using Python.Runtime;
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using QuantConnect.Algorithm.Framework.Alphas;
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Tests.Algorithm.Framework.Alphas
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{
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[TestFixture]
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public class RsiAlphaModelTests : CommonAlphaModelTests
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{
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protected override IAlphaModel CreateCSharpAlphaModel() => new RsiAlphaModel();
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protected override IAlphaModel CreatePythonAlphaModel()
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{
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using (Py.GIL())
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{
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dynamic model = Py.Import("RsiAlphaModel").GetAttr("RsiAlphaModel");
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var instance = model();
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return new AlphaModelPythonWrapper(instance);
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}
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}
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protected override IEnumerable<Insight> ExpectedInsights()
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{
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var period = TimeSpan.FromDays(14);
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foreach (var direction in new[] { InsightDirection.Up, InsightDirection.Down })
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{
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yield return Insight.Price(Symbols.SPY, period, direction);
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}
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}
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protected override string GetExpectedModelName(IAlphaModel model)
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{
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return $"{nameof(RsiAlphaModel)}(14,{GetEnumString(Resolution.Daily, model)})";
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}
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}
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}
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