Files
quantconnect--lean/Tests/Python/PythonTestingUtils.cs
T
Colton Sellers d8a86f182f
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Pandas Remapper Refactor (#5808)
* Refactor pandas mapper to support newer versions

* Clean up remapper

* Finalize deprecated tests and adjust those that should apply to new pandas

* Move mapper to its own file

* Add supporting Py tests and setup instructions

* Add license
2021-07-29 20:10:00 -03:00

54 lines
1.8 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 System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Market;
namespace QuantConnect.Tests.Python
{
public static class PythonTestingUtils
{
public static dynamic GetSlices(Symbol symbol)
{
var slices = Enumerable
.Range(0, 100)
.Select(
i =>
{
var time = new DateTime(2013, 10, 7).AddMilliseconds(14400000 + i * 10000);
return new Slice(
time,
new List<BaseData> {
new Tick
{
Time = time,
Symbol = symbol,
Value = 167 + i / 10,
Quantity = 1 + i * 10,
Exchange = "T"
}
}
);
}
);
return slices;
}
}
}