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Roman Yavnikov 45cc12a5c0
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Feat: Level One Service (#8838)
* feat: new Level One service
feat: new ctor in Tick
fix: missed SetValue in Tick ctor

* refactor: LevelOneService
feat: Tick Event Args

* feat: use aggregator in LevelOneService explicitly
remove: extra TickEventArgs

* feat: ThreadSafeDataAggregatorWrapper
refactor: use ThreadSafeDataAggregatorWrapper in LevelOneService

* feat: generic LevelOne Market Data Manager
refactor: LevelOneMarketData
remove: ThreadSafeDataAggregatorWrapper

* feat: support OpenInterest in LevelOneMarketData
feat: add EventBasedDataQueueHandlerSubscriptionManager in LevelOneServiceManager
feat: handle OpenInterest

* feat: add missed license in BaseDataEventArgs

* feat: create un-subscribe wrapper in LevelOneServiceManager
refactor: TryGetLevelOneMarketData
feat: validate the same Quote data in LevelOneMarketData

* feat: handle nullable value in levelOneMarketData

* feat: handle nullable value in LevelOneServiceManager

* refactor: change location of LevelOneMarketData Service
test:feat: test of LevelOneMarketData

* feat: add SetIgnoreZeroSizeUpdates

* refactor: use ignoreZeroSizeUpdates internally in TryResolvePriceSize

* refactor: position add symbols in collection in  LevelOneServiceManager

* fix: validation of IgnoreZeroSizeUpdates setting in LevelOneMarketData

* test:feat: validate UpdateLastTrade with IgnoreZeroSizeUpdates setting
test:refactor: use global DateTime in testCases

* fix:test: missed calculation value in QuoteBar
2025-06-24 00:38:11 +03:00
..
2025-05-05 13:34:22 -03:00
2024-07-10 14:17:27 -03:00
2025-06-24 00:38:11 +03:00
2024-01-05 16:57:19 -03:00

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?

Missing dependencies for Python Algorithm?

  • Use pip or conda to install the module.