Juan José D'Ambrosio
765f2cab3b
* Add main exchange to map file minimum minimorum test * Add MainExchange to MapFilRow IEquatable implementation Also write CSV line correctly * Normalize exchanges Also add small test form MapFileRow * Exchange name normalization - Exchange name normalization. - Tick will protobuf `ExchangeCode` which will set existing `Exchange` * Include single character exchange code * Encode exchange as byte, Include exchange name as Enum * Update MapFileRow.cs to accept a byte instead a string for primary exchange * Fix issues in encoding exchanges map * Fix broken MapFile tests * Rename Main Exchange property in MapFileRow * Use BATS instead of BATSZ * Add primary exchange from map file * Move MapFilePrimaryExchangeProvider to its own file * Implement Char for primary exchange in map files * Fix broken tests after implementing char exchange into map file * Add a new constructor for MapFileRow it accepts a PrimaryExxchange object as parameter * Fix broken test WIP * Address review WIP * Handles unexpected encoded exchanges * Keep addressing review * Address review * Fix broken tests Make PrimaryExchange as default even if the IPrimaryExchangeProvider is not instantiated * Revert breaking change. * Add a check that resolved map file actually have content The issue that leads to this change was caused by a map file resolved to APC in the CoarseFundamentalTop3Algorithm. The resolver returns a not-null MapFile, but it is empty. To my best understand, the MapFile Resolver should return only existing map files in the map_files folder. But the LocalMapFileProvider returned a map file with a permtick that doesn't exist in the file system as CSV. * Set PrimaryExchange.UNKNOWN as default * Address review couple minor bugs - Use SID market instead of USA - Default ticke exchange is UNKNOWN * Update map files with latest format and latest info This include: - VXX, it was delisted, then VXXB appears and later it chnages from VXXB -> VXX - AAA delisting and a new listing with ticker AAA - FOXA ticker changue to TFCFA and later it was delisted * Update test after updating latest map files * Fix bug with factor files after updating map files * Fix bug with factor files after updating map files and revert statistics in regression tests * Update OrderHash in regression test Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
QuantConnect Testing
Before starting any testing, follow the installation instructions to get LEAN running C# algorithms in your machine. For any Python related tests please ensure you have followed the setup as described here.
If the above installation, build, and initial run was succesful than we can move forward to testing.
Visual Studio:
Locating Tests
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Failed Test Logs
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Common Problems
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