public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
QuantConnect.Configuration.Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm");
QuantConnect.Configuration.Config.Set("forward-console-messages", "false");
if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm")
{
// special arrangement for consistency test - we check if limits work fine
QuantConnect.Configuration.Config.Set("symbol-minute-limit", "100");
QuantConnect.Configuration.Config.Set("symbol-second-limit", "100");
QuantConnect.Configuration.Config.Set("symbol-tick-limit", "100");
}
if (parameters.Algorithm == "BasicTemplateIntrinioEconomicData")
{
var intrinioCredentials = new Dictionary <string, string>
{
{ "intrinio-username", "121078c02c20a09aa5d9c541087e7fa4" },
{ "intrinio-password", "65be35238b14de4cd0afc0edf364efc3" }
};
QuantConnect.Configuration.Config.Set("parameters", JsonConvert.SerializeObject(intrinioCredentials));
}
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.AlphaStatistics, parameters.Language);
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
// ensure we start with a fresh config every time when running multiple tests
Config.Reset();
Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm");
Config.Set("forward-console-messages", "false");
if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm")
{
// special arrangement for consistency test - we check if limits work fine
Config.Set("symbol-minute-limit", "100");
Config.Set("symbol-second-limit", "100");
Config.Set("symbol-tick-limit", "100");
}
if (parameters.Algorithm == "BasicTemplateIntrinioEconomicData")
{
var parametersConfigString = Config.Get("parameters");
var algorithmParameters = parametersConfigString != string.Empty
? JsonConvert.DeserializeObject <Dictionary <string, string> >(parametersConfigString)
: new Dictionary <string, string>();
algorithmParameters["intrinio-username"] = "******";
algorithmParameters["intrinio-password"] = "******";
Config.Set("parameters", JsonConvert.SerializeObject(algorithmParameters));
}
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.AlphaStatistics, parameters.Language);
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
QuantConnect.Configuration.Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm");
if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm")
{
// special arrangement for consistency test - we check if limits work fine
QuantConnect.Configuration.Config.Set("symbol-minute-limit", "100");
QuantConnect.Configuration.Config.Set("symbol-second-limit", "100");
QuantConnect.Configuration.Config.Set("symbol-tick-limit", "100");
}
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language);
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
// ensure we start with a fresh config every time when running multiple tests
Config.Reset();
Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm");
Config.Set("forward-console-messages", "false");
if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm")
{
// special arrangement for consistency test - we check if limits work fine
Config.Set("symbol-minute-limit", "100");
Config.Set("symbol-second-limit", "100");
Config.Set("symbol-tick-limit", "100");
}
if (parameters.Algorithm == "TrainingInitializeRegressionAlgorithm" ||
parameters.Algorithm == "TrainingOnDataRegressionAlgorithm")
{
// limit time loop to 90 seconds and set leaky bucket capacity to one minute w/ zero refill
Config.Set("algorithm-manager-time-loop-maximum", "1.5");
Config.Set("scheduled-event-leaky-bucket-capacity", "1");
Config.Set("scheduled-event-leaky-bucket-refill-amount", "0");
}
var algorithmManager = AlgorithmRunner.RunLocalBacktest(
parameters.Algorithm,
parameters.Statistics,
parameters.AlphaStatistics,
parameters.Language,
parameters.ExpectedFinalStatus
).AlgorithmManager;
if (parameters.Algorithm == "TrainingOnDataRegressionAlgorithm")
{
// this training algorithm should have consumed the only minute available in the bucket
Assert.AreEqual(0, algorithmManager.TimeLimit.AdditionalTimeBucket.AvailableTokens);
}
// Skip non-deterministic data points regression algorithms
if (parameters.DataPoints != -1)
{
Assert.AreEqual(parameters.DataPoints, algorithmManager.DataPoints, "Failed on DataPoints");
}
// Skip non-deterministic history data points regression algorithms
if (parameters.AlgorithmHistoryDataPoints != -1)
{
Assert.AreEqual(parameters.AlgorithmHistoryDataPoints, algorithmManager.AlgorithmHistoryDataPoints, "Failed on AlgorithmHistoryDataPoints");
}
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
// ensure we start with a fresh config every time when running multiple tests
Config.Reset();
Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm");
Config.Set("forward-console-messages", "false");
if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm")
{
// special arrangement for consistency test - we check if limits work fine
Config.Set("symbol-minute-limit", "100");
Config.Set("symbol-second-limit", "100");
Config.Set("symbol-tick-limit", "100");
}
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.AlphaStatistics, parameters.Language);
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language);
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
QuantConnect.Configuration.Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm");
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language);
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
QuantConnect.Configuration.Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm");
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language);
}
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters)
{
AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language);
}
