Louis Szeto
b34cea4458
* Using IV to calculate Greeks, and remove single-step stochastic approximation * Correct calculation for theta, vega, rho * Add calculation from Black Calculator and peer review * Address peer review and added unit test * Update some tests and correct vega/eho * Fix Unit Test and Improve Comments Fixes `IndexOptionCallITMGreeksExpiryRegressionAlgorithm` since `Vega` was really non-zero. * Fix regression test and add IV calculation * refactor and bug fixing on peer review * refactor and bug fixing on peer review * for rerun test * add warning on IV estimation not coveraged and edit speed unit test to not exceed 2s per 1000 iteration * update logging * update logging and description * Add default option pricing models and unit tests * address review * Added Fed interest rate as risk-free rate with unit tests and set as default for option greeks calculation, added regression algorithms, addressed peer review * refactor structure of interest rate * Skip Saturday and Sunday * regression test fix * peer review * Fixes Interest Rate Provider Logic * Minor tweaks * Fix start date * Minor test tweak * Update interest rates * Fix unit tests * Add minor log Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.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 successful 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.