Ricardo Andrés Marino Rojas
3712786301
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* Solve bug and add regression test The bug was raised because, when trying to use C# MeanVarianceOptimizationPortfolioConstructionModel from a Python algorithm, there wasn't a constructor that accepted a portfolio optimizer as a PyObject. Additionally, there wasn't also a Python Wrapper to wrapp that portfolio optimizer. - Add PortfolioOptimizerPythonWrapper.cs - Add constructor in MeanVarianceOptimizationPortfolioConstructionModel.cs that accepts portfolio optimizer as a PyObject - Add regression algorithms to cover the changes * Improve constructor overload implementation * Change implementation to follow API pattern * Enhance implementation and add unit tests * Enhance implementation and add more unit tests * Enhance implementation
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.