AlexCatarino
4e3577939d
Move the logic of importing the module into AlgorithmPythonWrapper where it is wrapped. Throws an exception if the script does not have a class that inherits from either QCAlgorithm not QCAlgorithmFramework. Adds a check for OnData being defined in the module. If not, OnData from the base class will not be called (it causes stack overflow otherwise)
98 lines
3.6 KiB
C#
98 lines
3.6 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
using NUnit.Framework;
|
|
using Python.Runtime;
|
|
using QuantConnect.AlgorithmFactory.Python.Wrappers;
|
|
using System;
|
|
using System.IO;
|
|
|
|
namespace QuantConnect.Tests.Python
|
|
{
|
|
[TestFixture, Ignore]
|
|
public class AlgorithmPythonWrapperTests
|
|
{
|
|
private string _baseCode;
|
|
|
|
[SetUp]
|
|
public void Setup()
|
|
{
|
|
var pythonPath = new DirectoryInfo("RegressionAlgorithms");
|
|
Environment.SetEnvironmentVariable("PYTHONPATH", pythonPath.FullName);
|
|
_baseCode = File.ReadAllText(Path.Combine(pythonPath.FullName, "Test_AlgorithmPythonWrapper.py"));
|
|
}
|
|
|
|
[Test]
|
|
[TestCase("def OnEndOfDay(self): pass")]
|
|
[TestCase("def OnEndOfDay(self, symbol): pass")]
|
|
public void CallOnEndOfDayDoesNotThrow(string code)
|
|
{
|
|
// If we define either one or the other overload of OnEndOfDay.
|
|
// the algorithm will not throw or log the error
|
|
using (Py.GIL())
|
|
{
|
|
var algorithm = GetAlgorithm(code);
|
|
|
|
Assert.Null(algorithm.RunTimeError);
|
|
Assert.DoesNotThrow(() => algorithm.OnEndOfDay());
|
|
Assert.Null(algorithm.RunTimeError);
|
|
Assert.DoesNotThrow(() => algorithm.OnEndOfDay(Symbols.SPY));
|
|
Assert.Null(algorithm.RunTimeError);
|
|
}
|
|
}
|
|
|
|
[Test]
|
|
public void CallOnEndOfDayExceptionNoParameter()
|
|
{
|
|
// When we define OnEndOfDay without a parameter and it has an user error (divide by zero)
|
|
// it doesn't throw and stop the algorithm, but set its RuntimeError
|
|
using (Py.GIL())
|
|
{
|
|
var algorithm = GetAlgorithm("def OnEndOfDay(self): 1/0");
|
|
|
|
Assert.Null(algorithm.RunTimeError);
|
|
Assert.DoesNotThrow(() => algorithm.OnEndOfDay());
|
|
Assert.NotNull(algorithm.RunTimeError);
|
|
}
|
|
}
|
|
|
|
[Test]
|
|
public void CallOnEndOfDayExceptionWithParameter()
|
|
{
|
|
// When we define OnEndOfDay with the Symbol parameter and it has an user error (divide by zero)
|
|
// it doesn't throw and stop the algorithm, but set its RuntimeError
|
|
using (Py.GIL())
|
|
{
|
|
var algorithm = GetAlgorithm("def OnEndOfDay(self, symbol): 1/0");
|
|
|
|
Assert.Null(algorithm.RunTimeError);
|
|
Assert.DoesNotThrow(() => algorithm.OnEndOfDay(Symbols.SPY));
|
|
Assert.NotNull(algorithm.RunTimeError);
|
|
}
|
|
}
|
|
|
|
private AlgorithmPythonWrapper GetAlgorithm(string code)
|
|
{
|
|
code = $"{_baseCode}{Environment.NewLine} {code}";
|
|
|
|
using (Py.GIL())
|
|
{
|
|
PythonEngine.ModuleFromString("Test_AlgorithmPythonWrapper", code);
|
|
return new AlgorithmPythonWrapper("Test_AlgorithmPythonWrapper");
|
|
}
|
|
}
|
|
}
|
|
} |