Aaron Janeiro Stone
643e8754ed
* Adds LimitIfTouched order. TODO: -- Add tests. -- Add into existing regression algorithms. -- Refactors (?) * Fixes - Remove unrequired space changes - Fix EquityFillModel min/max limit price fill - Add TriggerPrice for UpdateOrderRequest. Quote info used w.r.t. comparing against Limit prices for LIT FillModel.cs implementation is fixed to use quotes when comparing against set limit prices. Also changes test implementations to assert which of quotes/trade-bars are being used Reviewer-suggested fixes ------------ Merge remote-tracking branch 'origin/limiftouched' into limiftouched Styling Adds missing null check for quotebar Styling Adds missing null check for quotebar Merge remote-tracking branch 'origin/limiftouched' into limiftouched High/Low w.r.t. trigger price for determining if TriggerTouched changed to Current price https://github.com/QuantConnect/Lean/pull/5164/files/0462ad668a5fe65e771122165f36c72d56b92df6#r569832380 fill fixes: FillModel.cs: Fills exactly at the limit EquityFillModel.cs: https://www1.interactivebrokers.com/en/index.php?f=608 Equity fill now uses quotebars Revert - use new constructor which emulates former SubmitOrderRequest Style changes Reverts order model to original by means if new constructor High/Low w.r.t. trigger price for determining if TriggerTouched changed to Current price https://github.com/QuantConnect/Lean/pull/5164/files/0462ad668a5fe65e771122165f36c72d56b92df6#r569832380 fill fixes: FillModel.cs: Fills exactly at the limit EquityFillModel.cs: https://www1.interactivebrokers.com/en/index.php?f=608 Equity fill now uses quotebars Revert - use new constructor which emulates former SubmitOrderRequest Style changes Reverts order model to original by means if new constructor Merge commit 'bf4c96d2a055ea808fa4293662528c11a89b72c7' * Suggested style fixes * Review fixes ------------------- - Suggested style fixes - Changes LIT regression to better incorporate order modifications - TODO: orderlisthash must be fixed Fixed LIT regression algo ----------------------- - Includes asserts in OnOrderEvent * Fix OrderListHash OrderListHash -> -292689487 * Re-adds quote nullchecks * EquityFillModelTests fixes asserts * Reordering FillModel.cs * Fixes quote logic, adds methods in FillModel.cs * Refactoring + LIT regression fixes -- revert unneeded changes * Fixes list hash * Rebase -- catch up upstream * OrderListHash fix * Various fixes by reviewer * Final requested changes * tagged time -> utcinvariant * Fixes listorderhash * Time changed to UtcTime.ToString(DateFormat.US, CultureInfo.InvariantCulture) * Adds Python LimitIfTouchedRegressionAlgorithm * adds LimitIfTouchedRegressionAlgorithm.py * adds LimitIfTouchedRegressionAlgorithm.py * Minor changes to LIT regression algorithms 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
- Open Visual Studios
- Open Test Explorer ("Test" > "Test Explorer")
- The list should populate itself as it reads all the tests it found during the build process. If not, press "Run All Tests" and let VS find all of the tests.
- From here select the tests you would like to run and begin running them.
Failed Test Logs
- On a failed test, check the test for information by clicking on the desired test and selecting "Open Additional Output"
- This will show the stack trace and where the code failed to meet the testing requirements.
Common Problems
Having .NetFramework issues with testing?
- Install NUnit3TestAdapter for VS
Missing dependencies for Python Algorithm?
- Use pip or conda to install the module.