Martin-Molinero
bbbab6d9a8
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* Refactor alpha statistics - Refactor alpha statistics, cleaning up and simplifying no longer required calculations and scoring - Adding new InsightEvaluator abstraction, adding C# & PY regression algorithms * Optimization backtest result json converter update * Address reviews - Remove IAlphaHandler, move insight storage responsability to IResultHandler and centralizing insight collection on the QCAlgorithm.Insights to be reused by the framework models - Fix portfolio turnover single day backtests and duplicate time sampling handling. Updating regression algorithms * Add InsightCollection tests and minor fixes * Adding more & improved tests
71 lines
2.5 KiB
C#
71 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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*/
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using System;
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using NUnit.Framework;
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using QuantConnect.Algorithm.CSharp;
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namespace QuantConnect.Tests.Engine
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{
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[TestFixture]
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public class AlgorithmLogTests
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{
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[TestCase(typeof(TestAlgorithmWithErrorLogOnInit))]
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[TestCase(typeof(TestAlgorithmWithDebugLogOnInit))]
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[TestCase(typeof(TestAlgorithmWithLogOnInit))]
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public void AlgorithmCompletesWhenCallingErroLogOnInit(Type algorithmType)
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{
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var parameters = new RegressionTests.AlgorithmStatisticsTestParameters("QuantConnect.Tests.Engine.AlgorithmLogTests+" + algorithmType.Name,
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Activator.CreateInstance<BasicTemplateDailyAlgorithm>().ExpectedStatistics,
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Language.CSharp,
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AlgorithmStatus.Completed);
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AlgorithmRunner.RunLocalBacktest(parameters.Algorithm,
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parameters.Statistics,
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parameters.Language,
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parameters.ExpectedFinalStatus,
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algorithmLocation: "QuantConnect.Tests.dll");
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}
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public class TestAlgorithmWithErrorLogOnInit : BasicTemplateDailyAlgorithm
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{
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public override void Initialize()
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{
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base.Initialize();
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Error("Error in Initialize");
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}
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}
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public class TestAlgorithmWithDebugLogOnInit : BasicTemplateDailyAlgorithm
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{
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public override void Initialize()
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{
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base.Initialize();
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Debug("Error in Initialize");
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}
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}
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public class TestAlgorithmWithLogOnInit : BasicTemplateDailyAlgorithm
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{
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public override void Initialize()
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{
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base.Initialize();
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Log("Error in Initialize");
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}
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}
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}
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}
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