Martin-Molinero
7c9aa858c2
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- Fix bug in python command serialization, expanding existing tests
101 lines
3.9 KiB
Python
101 lines
3.9 KiB
Python
# 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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from AlgorithmImports import *
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class InvalidCommand():
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variable = 10
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class VoidCommand():
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quantity = 0
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target = []
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parameters = {}
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targettime = None
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def run(self, algo: QCAlgorithm) -> bool | None:
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if not self.targettime or self.targettime != algo.time:
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return
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tag = self.parameters["tag"]
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algo.order(self.target[0], self.get_quantity(), tag=tag)
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def get_quantity(self):
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return self.quantity
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class BoolCommand(Command):
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something_else = {}
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array_test = []
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result = False
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def run(self, algo: QCAlgorithm) -> bool | None:
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trade_ibm = self.my_custom_method()
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if trade_ibm:
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algo.debug(f"BoolCommand.run: {str(self)}")
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algo.buy("IBM", 1)
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return trade_ibm
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def my_custom_method(self):
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return self.result
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### <summary>
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### Regression algorithm asserting the behavior of different callback commands call
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### </summary>
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class CallbackCommandRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.set_start_date(2013, 10, 7)
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self.set_end_date(2013, 10, 11)
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self.add_equity("SPY")
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self.add_equity("IBM")
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self.add_equity("BAC")
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self.add_command(VoidCommand)
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self.add_command(BoolCommand)
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threw_exception = False
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try:
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self.add_command(InvalidCommand)
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except:
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threw_exception = True
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if not threw_exception:
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raise ValueError('InvalidCommand did not throw!')
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bool_command = BoolCommand()
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bool_command.result = True
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bool_command.something_else = { "Property": 10 }
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bool_command.array_test = [ "SPY", "BTCUSD" ]
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link = self.link(bool_command)
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if "&command[array_test][0]=SPY&command[array_test][1]=BTCUSD&command[result]=True&command[something_else][Property]=10&command[$type]=BoolCommand" not in link:
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raise ValueError(f'Invalid link was generated! {link}')
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potential_command = VoidCommand()
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potential_command.target = [ "BAC" ]
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potential_command.quantity = 10
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potential_command.parameters = { "tag": "Signal X" }
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command_link = self.link(potential_command)
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if "command[target][0]=BAC&command[quantity]=10&command[parameters][tag]=Signal+X&command[$type]=VoidCommand" not in command_link:
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raise ValueError(f'Invalid link was generated! {command_link}')
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self.notify.email("email@address", "Trade Command Event", f"Signal X trade\nFollow link to trigger: {command_link}")
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untyped_command_link = self.link({ "symbol": "SPY", "parameters": { "quantity": 10 } })
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if "&command[symbol]=SPY&command[parameters][quantity]=10" not in untyped_command_link:
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raise ValueError(f'Invalid link was generated! {untyped_command_link}')
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self.notify.email("email@address", "Untyped Command Event", f"Signal Y trade\nFollow link to trigger: {untyped_command_link}")
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def on_command(self, data):
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self.debug(f"on_command: {str(data)}")
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self.buy(data.symbol, data.parameters["quantity"])
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return True # False, None
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