Ricardo Andrés Marino Rojas
dcb5f8ee4e
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* Update Future-cme-[*] and Future-cme-ES Acoording to `pandas_market_calendars` there were some dates in Future-cme-[*] who wasn't early_closes, so they needed to be removed from there. On the other hand, the early closes list of Future-cme-ES were shifted by 1 hour according to CME webpage. Besides, there were some missing dates. * Update CME Future entries in MHDB * Rebase * nit change * Fix unit tests * Resume after early close/halts * Add missing dates in MHDB and fix bugs in it * Fix bug, add more unit tests and add docs * fix regression algos * address required changes * Update failing regression test stats After debugging the tests it was found they were failing due to the last change on SecurityExchangeHours.IsOpen(). That method wasn't taking into account that even if there is a late open after an early close if the timespan is after the early close but before the late open, the market is still close. * enhance solution * Update and fix bugs in MHDB * Address required changes and update stats * Update stats after rebase * Nit change * Missing update to regression test * Use MHDB instead of USHoliday for Expiration Dates VIX expiry function now relies completely on MHDB. However, it had to be created an entry in MHDB for VIX since there wasn't one for it. CBOE webpage only provided 2023 holidays so only those dates were considered in the Holidays entry in MHDB. Therefore, some unit tests failed so it was necessary to change also the VIX entry in FuturesExpiryFunctionsTestData.xml. * Remove Global.cs/USHolidays class * Use a lazy implementation * First draft of the solution * Use MHDB in FuturesExpiryFunctions.cs * Remove unused class and fix indentation errors * Fix indentation errors * Nit changes * Merge branches 7501 and 7506 * Merge changes in 7501 and 7506 In order to check compatibility between those branches, a new branch was created out of branch 7501 and then it was merged with branch 7506. 2 regression tests and 8 unit tests failed, the regression tests failed on the DataPoint stats. On the other hand, the unit tests failed since the default parameter UseEquityHoliday was removed from FuturesExpirtyUtilityFunctions.AddBusinessDays() and from other methods in the same class too. * Add missing changes * Remove repeated good fridays * Address minor review --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.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?
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