Ricardo Andrés Marino Rojas
9e51f10b77
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* Add Collective2SignalExportClass Add SignalExportTarget interface * Collective2SignalExport test working Add SignalExportManager Add draft of CrunchDAOSignalExport * Modify SignalExportManager Instantiate SignalExportManager in QCAlgorithm constructor Draft of CrunchDAOSignalExport * Improve SignalExportManager - Add regression tests SignalExportDemonstrationAlgorithm in C# and Python * Improve SignalExportDemonstrationAlgorithm Address requested changes in Collective2SignalExport, SignalExportManger and SignalExportTargetTests.cs * Add CrunchDAOSignalExport.cs Add CrunchDAOSignalExport unit tests in SignalExportTargetTests.cs * Add NumeraiSignalExport.cs Modify SignalExportDemonstrationAlgorithm.cs to test NumeraiSignalExport Add unit test in SignalExportTargetTests to test NumeraiSignalExport * Address required changes - Add BaseSignalExport.cs - Add SignalExportParameters.cs - Add PortfolioSignalExportDemonstrationAlgorithm.cs/py - Improve Error handling in SignalExport provider classes - Collective2SignalExport now gets the correct number of shares for each holding - SignalExportManager now computes the correct holding percentage of each portfolio target - SignalExportManager now takes into account if the algorithm is in live mode - Demonstration algorithms now are more simple * Address last required changes - PortfolioSignalExportDemonstrationAlgorithm.cs/py now inherits from SignalExportDemonstrationAlgorithm.cs/py - Add more unit tests to assert SignalExportManager gets the correct percentage quantity for each holding - Change Collective2SignalExport, CrunchDAOSignalExport and NumeraiSignalExport Send() method to return true if there was no error while sending the signals and false otherwise - Nit changes * Remove exceptions thrown - Add more unit tests and more test cases - Enhance BaseSignalExport.Dispose() method * Add Collective2SignalExportClass Add SignalExportTarget interface * Collective2SignalExport test working Add SignalExportManager Add draft of CrunchDAOSignalExport * Modify SignalExportManager Instantiate SignalExportManager in QCAlgorithm constructor Draft of CrunchDAOSignalExport * Improve SignalExportManager - Add regression tests SignalExportDemonstrationAlgorithm in C# and Python * Improve SignalExportDemonstrationAlgorithm Address requested changes in Collective2SignalExport, SignalExportManger and SignalExportTargetTests.cs * Add CrunchDAOSignalExport.cs Add CrunchDAOSignalExport unit tests in SignalExportTargetTests.cs * Add NumeraiSignalExport.cs Modify SignalExportDemonstrationAlgorithm.cs to test NumeraiSignalExport Add unit test in SignalExportTargetTests to test NumeraiSignalExport * Address required changes - Add BaseSignalExport.cs - Add SignalExportParameters.cs - Add PortfolioSignalExportDemonstrationAlgorithm.cs/py - Improve Error handling in SignalExport provider classes - Collective2SignalExport now gets the correct number of shares for each holding - SignalExportManager now computes the correct holding percentage of each portfolio target - SignalExportManager now takes into account if the algorithm is in live mode - Demonstration algorithms now are more simple * Address last required changes - PortfolioSignalExportDemonstrationAlgorithm.cs/py now inherits from SignalExportDemonstrationAlgorithm.cs/py - Add more unit tests to assert SignalExportManager gets the correct percentage quantity for each holding - Change Collective2SignalExport, CrunchDAOSignalExport and NumeraiSignalExport Send() method to return true if there was no error while sending the signals and false otherwise - Nit changes * Remove exceptions thrown - Add more unit tests and more test cases - Enhance BaseSignalExport.Dispose() method * Fix failing regression tests * Fix failing unit tests * Nit changes * Nit change * Nit change * Fix failing unit tests * Changes required - Break regression algos `SignalExportDemonstrationAlgorithm.cs/py` nad `PortfolioSignalExportDemonstrationAlgorithm.cs/`y` into three ones, one for each signal export provider - Change SignalExportManager constructor to receive current algorithm as a parameter - Fix bug in `SignalExportManager.GetPortfolioTargets()`, now it computes the correct percentage for each holding - Make `BaseSignalExport.DefaultAllowedSecurityTypes` overrdible - Handle case were `Collective2SignalExport.ConvertPercentageToQuantity()` returns null - Clean unnecessary code in `Collective2SignalExport()`, `CrunchDAOSignalExport()` and `NumeraiSignalExport()` * Nit change * Nit change * Minor tweaks after review * Remove indexes from signal exports * Required changes - Change EMA indicators period from 200, 300 to 10,100 in regression algorithms - Remove Indices from regression algorithms - Add more XML documentation to regression algorithms - Change `Log.Error` to `_algorithm.Error` in Signal export providers. Besides, fix error message format - Change default value for `platformId` parameter in `Collective2SignalExport.cs` constructor - Solve small bugs in SignalExportProvider when verificating the amount of porfolio targets is greater than zero and each portfolio target is allowed - Handle case when `PortfolioTarget.Percent()` returns null in `Collective2SignalExport.ConvertPercentageToQuantity()` - Handle error format message from Collective2 API - Check every ticker signal is between 0 and 1 (inclusive) in `CrunchDAOSignalExport.cs` - Modifiy `NumeraiSignalExport.cs` constructor to take into account filename given in the arguments - Fix small bug with the return value of `ConvertTargetsToNumerai()` method in `NumeraiSignalExport.cs` - Modify `SignalExportManager.cs` to return true when the algorithm being ran is not in live mode - Remove indices from CrunchDAO unit tests * Enhance ´CrunchDAOSignalExport.cs´ implementation --------- 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.