Gerardo Salazar
4c085ff853
* Add support for Index SecurityType 🚀 (#5364) * Add Index SecurityType 🚀 * Extend SecurityIdentifier & Lean Data classes with Index support * Add Index SecurityType 🚀 * Extend SecurityIdentifier & Lean Data classes with Index support * Fixes * Added index cross basic template demonstration * WIP: Prototype index security type for LEAN as non tradable asset * Re-adds Index entries to MHDB after rebase * First steps to getting Index Options running * Looks at any instance where we pattern match for an option type and replaces it with a generic call to `.IsOption()` for easier extensibility in the future for additional option security types * Adds IndexOption security and misc. classes * Misc. changes, mainly related to any sort of special casing of equity options and made index options take the same path * Enables index options data for backtesting * Adds new index options market hours to MHDB * Misc. bug fixes for index options * WIP: add live support for index options and indexes * Use OptionMarginModel for Index Options because they both use the same calculation for margin requirements * Fixes contract not found errors on SPX index options and SPX index in IB * Turns out index options' last trading day is the day before expiry, which IB was expecting the last trading day. * Add index option test cases (temp) * LiveOptionChainProvider fix, use Symbol vs. ticker * Description updates to regression algorithms * Fixes bug in live trading for indexes and index options * Adds overridable minimum price variation symbol property * Adds variable sized minimum price variation for index options * Adjusts symbol properties for index options * Misc. bug fixes * Fixes option assignment simulation for European options * Updates index options regression algorithms (WIP) * Fixes bug where index option exercise would trade index underlying * Fixes bugs where SecurityType.Index was getting flagged as tradable * Regression algorithms updates and addresses review * Misc. style fixes and refactoring + a few bug fixes * Updates regression algorithms to run without runtime errors * Adds data for regression algos * Sets DefaultOptionStyle on Canonical and support index options * Update regression algos statistics * Removes bad line in regression algorithm causing build to fail * Minor tweaks * Address review add comment about quoteBar parse scale Co-authored-by: Balamurali Pandranki <balamurali@live.com> Co-authored-by: Jared Broad <jaredbroad@gmail.com> Co-authored-by: Martin-Molinero <martin@quantconnect.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.