Roman Yavnikov
87a65451ea
* feat: parsing of universe file path for different security types * fix: market position in parsing of universe file refactor: add example of universes file path in xml description method * test:feat: parsing of universe path * rename: return variable in ParseUniversePath * feat: extension to create history request internally * feat: entity DataUniverseDownloaderGetParameters * config: downloaderDataProvider project * feat: create DataUniverseDownloadConfig in download project * feat: run universe downloader in DownloaderProvider * test:fix: missing using test:remove: parameter ctor of DataDownloadConfig * refactor: run Universe downloader in Main * feat: GetUniverseFileName by processingDate * refactor: CreateDataUniverseDownloaderGetParameters with using Start and EndDate refactor: exception message in DataUniverseDownloadConfig * feat: new out argument in TryParsePath's LeanData * feat: RunUniverseDownloader in DownloadDataProvider * feat: DerivativeUniverseData to write csv file feat: extension to download universe data with different parameters * remove: log warn which path when get universe file path * refactor: DataUniverseDownloaderGetParameters feat: run Download Universes file in DownloaderDataProvider internally * refactor: overload TryParsePath only with 4 parameters * remove: editconfig file in DownloaderDataProvider * remove: validation on null parameters * rename: typo DateType to DataType * refactor: use endDate in ctor DataUniverseDownloaderGetParameters refactor: use UnderlyingSymbol from base class Symbol property remove: CreateDataUniverseDownloaderGetParameters() refactor: put LoadSymbol in base class clean/remove: DataUniverseDownloadConfig * refactor: use Time.EachTradeableDay in CreateDataDownloaderGetParameters remove: CheckMarketOpenStatus * fix: RunUniverseDownloader with EndUtc in DownloaderDataProvider * refactor: GetUniverseFullFilePath * remove: validate historyData like Any * fix: use date from parsing path in DownloaderDataProvider * feat: download QuoteBar for Universe file feat: handle QuoteBar in DerivativeUniverseData refactor: filter option in final dictionary * revert: CreateHistoryRequest() in DownloaderExtensions * feat: use optional parameter SecurityExchangeHours in DataUniverseDownloaderGetParameters refactor: DataUniverseDownloaderGetParameters refactor: use Log.Debug instead Log.Trace to prevent spamming * fix: ordering of download universe data revert: parameter ctor in DataDownloadConfig revert:test: use parameter ctor instead of Config.Set * clean: extra `usings` * fix: Get DataType in DataDownloadConfig feat: new ctor in BaseDataDownloadConfig
58 lines
2.4 KiB
C#
58 lines
2.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using NUnit.Framework;
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using QuantConnect.Configuration;
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using QuantConnect.DownloaderDataProvider.Launcher.Models;
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namespace QuantConnect.Tests.DownloaderDataProvider
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{
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[TestFixture]
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public class DataDownloadConfigTests
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{
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[TestCase(null, "BTCUSDT", SecurityType.Crypto, "coinbase", false)]
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[TestCase(null, "BTCUSDT", SecurityType.Crypto, "coinbase", true)]
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[TestCase("", "ETHUSDT", SecurityType.Crypto, "coinbase", false)]
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[TestCase("", "ETHUSDT", SecurityType.Crypto, "coinbase", true)]
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[TestCase(null, "AAPL", SecurityType.Equity, "usa", false)]
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[TestCase(null, "AAPL", SecurityType.Equity, "usa", true)]
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[TestCase("", "AAPL", SecurityType.Equity, "usa", false)]
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[TestCase("", "AAPL", SecurityType.Equity, "usa", true)]
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[TestCase("USA", "AAPL", SecurityType.Equity, "usa")]
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[TestCase("ICE", "AAPL", SecurityType.Equity, "ice")]
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public void ValidateMarketArguments(string market, string ticker, SecurityType securityType, string expectedMarket, bool skipConfigMarket = false)
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{
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Config.Set("data-type", "Trade");
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Config.Set("resolution", "Daily");
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Config.Set("security-type", $"{securityType}");
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Config.Set("tickers", $"{{\"{ticker}\": \"\"}}");
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Config.Set("start-date", "20240101");
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Config.Set("end-date", "20240202");
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if (!skipConfigMarket)
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{
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Config.Set("market", market);
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}
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var dataDownloadConfig = new DataDownloadConfig();
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Assert.That(dataDownloadConfig.MarketName, Is.EqualTo(expectedMarket));
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Config.Reset();
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}
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}
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}
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