Ronit Jain
f86926bf7a
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* remove un-used * use utc time for slice sync * use utc time * refactor * add regression test * use utc time * use utc time * make utctime required parameter * add utcTime in slice creation * assert warm up complete * check if algorithm is still warmingup * use exchange tz
54 lines
1.8 KiB
C#
54 lines
1.8 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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*/
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Tests.Python
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{
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public static class PythonTestingUtils
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{
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public static dynamic GetSlices(Symbol symbol)
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{
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var slices = Enumerable
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.Range(0, 100)
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.Select(
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i =>
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{
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var time = new DateTime(2013, 10, 7).AddMilliseconds(14400000 + i * 10000);
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return new Slice(
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time,
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new List<BaseData> {
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new Tick
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{
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Time = time,
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Symbol = symbol,
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Value = 167 + i / 10,
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Quantity = 1 + i * 10,
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Exchange = "T"
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}
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}, time
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);
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}
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);
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return slices;
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}
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}
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}
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