bfd319c91e
* OptionChain and OptionContract improvements - QCAlgorithm.AddUniverse will return the added Universe instance. - Adding new OptionChainedUniverseSelectionModel will monitor a Universe changes and will spwan new OptionChainUniverse from it's selections. Adding regression test Py/C#. - Adding new OptionContractUniverse that will own option contracts and their underlying symbol. Adding regression test - Fix double notification for security changes, bug seen in updated UniverseSelectionRegressionAlgorithm - Remove UniverseSelection special handling for Option and Future chains - Fix DataManager not removing SubscriptionDataConfigs for Subscriptions which finished before being removed from the universe - Refactor detection of user added Universe so that they do not get removed after calling the UniverseSelectionModel * Add check for option underlying price is set * Address reviews - Adding python regression algorithm for `AddOptionContractFromUniverseRegressionAlgorithm` and `AddOptionContractExpiresRegressionAlgorithm` - Rename QCAlgorithm new api method to `AddChainedOptionUniverse` * Fix universe refresh bug - Fix bug where a universe selection refresh would cause option or future chain universes from being removed. Adding regression algorithm reproducing the issue. * Rename new option universe Algorithm API method - Rename new option universe Algorith API method from AddChainedOptionUniverse to AddUniverseOptions - Rebase and update regression test order hash because of option expiration message changed
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 succesful 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.