Adalyat Nazirov
0c26d42561
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* replace to local functions as they are more performant * fix random generator upper bound Next() includes minValue, but not maxValue, so we increment it +1 * introduce abstract layers * refactoring * fix tets * adapt tests * fixup * implement blackschole price model for options * use risk free rate * use ql price model * wip * change interface * fix * tidy up the code * wip * iterate groupped symbols * wip * wip * fix * allow symbol of different types * improve settings * wip * iterate full range * fix issue with negative option * fix * fixup * use StandardDeviationOfReturnsVolatilityModel * re-use existing tick types per security type * parametrize underlying security type * use default option style * dynamic option price model * fix enumeration * test * fix unit tests * refactor code * remove unused file * minor tweaks and refactoring * rename symbol generator class * fix interface * add comments * more comments and unit tests * more tests * add disclaimer * more tests * more comments and tests * split tests into different files * tidy up the code * tidy up the code; more tests * refactor TickGenerator => use security price directly on each iteration * remove dupe; reuse main constructor * use SecurityManager, refactor code * bugfix: save ticks in history array * check volatility warm up & tests * more unit tests * describe volatility period span in settings * rename command line option * Minor adjusments. Address review - Use Lean log handler instead of writting directly to console - Rename BlackShcolesPriceGenerator to generically OptionPriceModelPriceGenerator - Minor format clean up & standarization - Add support for specifying the option chain size * Rename TickGenerator private fields * Fix unit tests * fix tests class name * Support tickers being specified 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.