Alexandre Catarino
9069246519
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* Adds Unit Tests for Stop Market Fill These unit tests covers new scenarios: - Cannot trigger on quote data (QuoteBar or TickRype.Quote); - Adds missing test for tick data (TickType.Trade) - Unfavorable gap (see QuantConnect#4545) * Fixes EquityFillModel StopMarketFill Use the entire tick history to find the trigger price Fill price is the stop price, unless there is an unfavorable gap (see #4545). * Update Regression Tests All regression tests keep the total trades. The difference are due to the time that the stop market orders are triggered and the prices that are filled. The `StopLossOnOrderEventRegressionAlgorithm` and the `UpdateOrderRegressionAlgorithm` observe the unfavorable gap case. * Addresses Peer-Review * Updates Regression Test New `OrderListHash` because of the change in the fill on open case message.
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.