Files
quantconnect--lean/Tests/AssemblyInitialize.cs
T
Martin-Molinero f3c386663b Feature .net 5 (#5505)
* Update projects to use .NET 5.0, the successor to .NET Core

* Fix ambiguous errors. Add IBAutomator net5

* Remove FXCM

* Upgrade IBAutomater to v1.0.51

ignored, and an empty message aborts the commit.

* Fix rebase

- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy

* Remove unrequired references

* Fixes

- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests

* Don't call ReadKey when input is redirected

* Fix ConsoleLeanOptimizer

* Research fixes

* Update comment

* Add vsdbg to Dockerfile

* Fixes

- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
   - Option assignment will be deterministic in the order
   - 'Rolling Averaged Population' is calculated using doubles, updating
     expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock

* Replace ICSharp with .NET Interactive

* Fixes after rebase

* CSharp research fixes

- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase

Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
2021-05-06 17:23:51 -03:00

121 lines
3.8 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.IO;
using NUnit.Framework;
using NUnit.Framework.Interfaces;
using QuantConnect.Configuration;
using QuantConnect.Logging;
using QuantConnect.Python;
using QuantConnect.Tests;
using QuantConnect.Util;
[assembly: MaintainLogHandler()]
namespace QuantConnect.Tests
{
[SetUpFixture]
public class AssemblyInitialize
{
[OneTimeSetUp]
public void InitializeTestEnvironment()
{
AdjustCurrentDirectory();
}
public static void AdjustCurrentDirectory()
{
// nunit 3 sets the current folder to a temp folder we need it to be the test bin output folder
var dir = TestContext.CurrentContext.TestDirectory;
Environment.CurrentDirectory = dir;
Directory.SetCurrentDirectory(dir);
Config.Reset();
Globals.Reset();
PythonInitializer.Initialize();
PythonInitializer.AddPythonPaths(
new[]
{
"./Alphas",
"./Execution",
"./Portfolio",
"./Risk",
"./Selection",
"./RegressionAlgorithms",
"./Research/RegressionScripts",
"../../../Algorithm",
"../../../Algorithm/Selection",
"../../../Algorithm.Framework",
"../../../Algorithm.Framework/Selection",
"../../../Algorithm.Python"
});
}
}
[AttributeUsage(AttributeTargets.Assembly)]
public class MaintainLogHandlerAttribute : Attribute, ITestAction
{
public static ILogHandler LogHandler { get; private set; }
public MaintainLogHandlerAttribute()
{
LogHandler = LoadLogHandler();
}
/// <summary>
/// Replace the log handler if it has been changed
/// </summary>
/// <param name="details"></param>
public void BeforeTest(ITest details)
{
if (Log.LogHandler != LogHandler)
{
Log.LogHandler = LogHandler;
}
}
public void AfterTest(ITest details)
{
//NOP
}
/// <summary>
/// Set to act on all tests
/// </summary>
public ActionTargets Targets => ActionTargets.Test;
/// <summary>
/// Load the log handler defined by test context parameters. Defaults to ConsoleLogHandler if no
/// "log-handler" parameter is found.
/// </summary>
/// <returns>An instance of a new LogHandler</returns>
private static ILogHandler LoadLogHandler()
{
if (TestContext.Parameters.Exists("log-handler"))
{
var logHandler = TestContext.Parameters["log-handler"];
Log.Trace($"QuantConnect.Tests.AssemblyInitialize(): Log handler test parameter loaded {logHandler}");
return Composer.Instance.GetExportedValueByTypeName<ILogHandler>(logHandler);
}
// If no parameter just use ConsoleLogHandler
return new ConsoleLogHandler();
}
}
}