906ab20bee
* Add trailing stop orders base implementation * Handle trailing stop order prices rounding * Implement trailing stop orders fill logic * Minor fill model changes * Add ApplySplit to fill model interface for models that might need to be aware of splits. Filling trailing stop orders require keeping track of min/max prices, which need to be split adjusted. * Add brokerage order updated event for communicating certain order types prices changes * Add order update event args class for brokerage side order updates * Revert IFillModel.ApplySplit * Add trailing stop orders regression algorithm * Updated order ticket demo algorithm to include trailing stop orders * Some cleanup * Support trailing stop orders in IB brokerage model * Some cleanup * Fix failing tests * Fix failing regression algorithm * Address peer review * Add trailing stop price calculation unit tests * Minor changes * Minor change
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.