Martin-Molinero
62d63010ab
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* Convert daily resolution market orders to MarketOnClose/MarketOnOpen A market order placed intraday (e.g. through a scheduled event) on an asset subscribed only at daily resolution has no fresh intraday price to fill against, so it was filling at the stale previous daily close. This is common when mixing daily resolution assets with minute resolution assets or intraday scheduled events. QCAlgorithm.MarketOrder now converts these orders so they fill at a real daily open/close instead of the stale previous close: - market closed (any resolution): MarketOnOpen, as before - market open, daily-only subscription: MarketOnClose (today's close), or MarketOnOpen (next open) when already within the MarketOnClose submission buffer near the close Assets with intraday data are left untouched, and the conversion is only applied in backtesting; in live trading an open-market market order fills at the real current price. Adds DailyResolutionMarketOrderConversionRegressionAlgorithm covering the MarketOnClose and MarketOnOpen conversion paths plus a minute resolution asset that is correctly left as a regular market order. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> * Minor fix * Reword conversion warning: "current market price" instead of "real current price" Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> * Update regression stats affected by daily market order conversion Daily-resolution market orders placed intraday are now converted to MarketOnClose/MarketOnOpen so they fill at a real daily open/close instead of the stale previous close. This shifts the affected fills: - IndexOptionCall{ITM,OTM}ExpiryDaily: the SPX option entry, placed one minute after the open, now fills at the daily close. Same economics, one extra data point and a new order list hash. - AllShortableSymbols (C# + Python): an intraday order's type changed from Market to a converted order; identical End Equity, new hash. - ResolutionSwitchingAlgorithm sampling test: the RemoveSecurity liquidation (fired at 15:50) previously filled at the stale previous close; it now converts, shifting the equity/performance samples. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> * Revert expected data point count change --------- Co-authored-by: Claude Opus 4.8 (1M context) <noreply@anthropic.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?
- Use pip or conda to install the module.