Alexandre Catarino
f755b91158
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* Fixes PythonData.EndTime The `EndTime` property of `PythonData` didn't override the base implementation in `BaseData`. Therefore `EndTime` was always set as `Time`. Fixes Regression Tests - The C# version of `Bitcoin` class needs to implement `EndTime`- - Fixes regression tests * Minor tweaks and rebase - Add support for python data types just setting EndTime. Adding unit tests for PythonData - Fix for DynamicData EndTime property being fetched. Updating unit tests Co-authored-by: Martin-Molinero <martin@quantconnect.com>
111 lines
3.7 KiB
C#
111 lines
3.7 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 System;
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using NodaTime;
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using Python.Runtime;
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using NUnit.Framework;
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using QuantConnect.Data;
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using QuantConnect.Python;
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namespace QuantConnect.Tests.Python
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{
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[TestFixture]
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public class PythonDataTests
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{
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[Test]
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public void TimeAndEndTimeCanBeSet()
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{
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using (Py.GIL())
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{
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dynamic testModule = PyModule.FromString("testModule",
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@"
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from AlgorithmImports import *
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class CustomDataTest(PythonData):
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def Reader(self, config, line, date, isLiveMode):
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result = CustomDataTest()
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result.Symbol = config.Symbol
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result.Value = 10
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result.Time = datetime.strptime(""2022-05-05"", ""%Y-%m-%d"")
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result.EndTime = datetime.strptime(""2022-05-15"", ""%Y-%m-%d"")
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return result");
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var data = GetDataFromModule(testModule);
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Assert.AreEqual(new DateTime(2022, 5, 5), data.Time);
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Assert.AreEqual(new DateTime(2022, 5, 15), data.EndTime);
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}
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}
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[Test]
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public void OnlyEndTimeCanBeSet()
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{
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using (Py.GIL())
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{
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dynamic testModule = PyModule.FromString("testModule",
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@"
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from AlgorithmImports import *
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class CustomDataTest(PythonData):
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def Reader(self, config, line, date, isLiveMode):
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result = CustomDataTest()
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result.Symbol = config.Symbol
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result.Value = 10
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result.EndTime = datetime.strptime(""2022-05-05"", ""%Y-%m-%d"")
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return result");
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var data = GetDataFromModule(testModule);
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Assert.AreEqual(new DateTime(2022, 5, 5), data.Time);
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Assert.AreEqual(new DateTime(2022, 5, 5), data.EndTime);
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}
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}
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[Test]
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public void OnlyTimeCanBeSet()
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{
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using (Py.GIL())
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{
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dynamic testModule = PyModule.FromString("testModule",
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@"
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from AlgorithmImports import *
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class CustomDataTest(PythonData):
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def Reader(self, config, line, date, isLiveMode):
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result = CustomDataTest()
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result.Symbol = config.Symbol
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result.Value = 10
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result.Time = datetime.strptime(""2022-05-05"", ""%Y-%m-%d"")
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return result");
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var data = GetDataFromModule(testModule);
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Assert.AreEqual(new DateTime(2022, 5, 5), data.Time);
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Assert.AreEqual(new DateTime(2022, 5, 5), data.EndTime);
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}
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}
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private static BaseData GetDataFromModule(dynamic testModule)
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{
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var type = Extensions.CreateType(testModule.GetAttr("CustomDataTest"));
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var customDataTest = new PythonData(testModule.GetAttr("CustomDataTest")());
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var config = new SubscriptionDataConfig(type, Symbols.SPY, Resolution.Daily, DateTimeZone.Utc,
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DateTimeZone.Utc, false, false, false, isCustom: true);
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return customDataTest.Reader(config, "something", DateTime.UtcNow, false);
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}
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}
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}
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