Martin-Molinero
a3f4dff299
* Refactor chain providers - ChainProviders will use quote, open interest and trade information, which ever is first. Updating regression algorithm changing contract being added. - Add base BacktestingChainProvider for shared logic, reducing duplication. - ChainProviders will now use the given IDataCacheProvider and IMapFileProvider - If Providers are called for a date the exchange is closed they will search for the previous available date where the exchange is open. Adding unit tests. * Address reviews. Logging improvements
59 lines
2.3 KiB
C#
59 lines
2.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Util;
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using QuantConnect.Interfaces;
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using QuantConnect.Configuration;
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using QuantConnect.Lean.Engine.DataFeeds;
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namespace QuantConnect.Tests
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{
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/// <summary>
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/// Global static class for some core providers used by various tests
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/// </summary>
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public static class TestGlobals
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{
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private static bool _initialized;
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public static IDataProvider DataProvider
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= Composer.Instance.GetExportedValueByTypeName<IDataProvider>(Config.Get("data-provider", "DefaultDataProvider"));
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public static IMapFileProvider MapFileProvider
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= Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Config.Get("map-file-provider", "LocalDiskMapFileProvider"));
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public static IFactorFileProvider FactorFileProvider
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= Composer.Instance.GetExportedValueByTypeName<IFactorFileProvider>(Config.Get("factor-file-provider", "LocalDiskFactorFileProvider"));
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public static IDataCacheProvider DataCacheProvider = new ZipDataCacheProvider(DataProvider);
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/// <summary>
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/// Initialize our providers, called by AssemblyInitialize.cs so all tests
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/// can access initialized providers
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/// </summary>
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public static void Initialize()
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{
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lock (DataProvider)
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{
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if (_initialized)
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{
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return;
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}
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_initialized = true;
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MapFileProvider.Initialize(DataProvider);
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FactorFileProvider.Initialize(MapFileProvider, DataProvider);
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}
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}
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}
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}
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