public void PythonGetCustomData_Iterate_Tiingo()
{
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Data.Custom.Tiingo import TiingoNews
from QuantConnect.Logging import *
def Test(slice):
data = slice.Get(TiingoNews)
count = 0
for singleData in data:
Log.Trace(str(singleData))
count += 1
if count != 2:
raise Exception('Unexpected value')").GetAttr("Test");
var quandlSpy = new TiingoNews {
Symbol = Symbols.SPY, Time = DateTime.Now, Value = 10
};
var tradeBarAapl = new TradeBar {
Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 9
};
var quandlAapl = new TiingoNews {
Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 11
};
var slice = new Slice(DateTime.Now, new BaseData[] { quandlSpy, tradeBarAapl, quandlAapl });
Assert.DoesNotThrow(() => test(new PythonSlice(slice)));
}
}
public void TiingoNewsRoundTrip()
{
var symbol = Symbol.CreateBase(
typeof(TiingoNews),
Symbol.Create("AAPL", SecurityType.Equity, Market.USA),
Market.USA);
var news = new TiingoNews
{
ArticleID = "1000",
CrawlDate = DateTime.UtcNow.AddDays(-1),
DataType = MarketDataType.Base,
Description = "Round trip to planet Protobuf is successful, ushering us into a new era for mining",
PublishedDate = DateTime.UtcNow.Date,
Source = "News Corp.",
Symbols = new List <Symbol>
{
Symbol.Create("GOOG", SecurityType.Equity, Market.USA),
Symbol.Create("CBS", SecurityType.Equity, Market.USA),
Symbol.Create("GLD", SecurityType.Equity, Market.USA)
},
Tags = new List <string>
{
"mining",
"space",
"aero-space",
"technology"
},
Title = "Round Trip To Planet Protobuf Successful",
Url = "https://tiingo.com",
Time = DateTime.UtcNow,
Symbol = symbol
};
var serializedNews = news.ProtobufSerialize();
using (var stream = new MemoryStream(serializedNews))
{
var result = (TiingoNews)Serializer.Deserialize <IEnumerable <BaseData> >(stream).First();
Assert.AreEqual(news.ArticleID, result.ArticleID);
Assert.AreEqual(news.CrawlDate, result.CrawlDate);
Assert.AreEqual(news.DataType, result.DataType);
Assert.AreEqual(news.Description, result.Description);
Assert.AreEqual(news.PublishedDate, result.PublishedDate);
Assert.AreEqual(news.Source, result.Source);
Assert.IsTrue(news.Symbols.SequenceEqual(result.Symbols));
Assert.IsTrue(news.Tags.SequenceEqual(result.Tags));
Assert.AreEqual(news.Title, result.Title);
Assert.AreEqual(news.Url, result.Url);
Assert.AreEqual(news.Time, result.Time);
Assert.AreEqual(news.EndTime, result.EndTime);
}
}
private Slice GetSlice()
{
SymbolCache.Clear();
var quandlSpy = new TiingoNews {
Symbol = Symbols.SPY, Time = DateTime.Now, Value = 10
};
var tradeBarAapl = new TradeBar {
Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 9
};
var quandlAapl = new TiingoNews {
Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 11
};
return(new Slice(DateTime.Now, new BaseData[] { quandlSpy, tradeBarAapl, quandlAapl }));
}
public void SerializeRoundTrip()
{
var settings = new JsonSerializerSettings {
TypeNameHandling = TypeNameHandling.All
};
var crawlDate = new DateTime(2020, 3, 19, 10, 0, 0);
var underlyingSymbol = Symbols.AAPL;
var symbol = Symbol.CreateBase(typeof(TiingoNews), underlyingSymbol, QuantConnect.Market.USA);
var symbolList = new List <Symbol> {
underlyingSymbol
};
var tags = new List <string> {
"Stock", "Technology"
};
var item = new TiingoNews
{
ArticleID = "123456",
Symbol = symbol,
Symbols = symbolList,
Tags = tags,
Title = "title",
CrawlDate = crawlDate,
Time = crawlDate
};
var serialized = JsonConvert.SerializeObject(item, settings);
var deserialized = JsonConvert.DeserializeObject <TiingoNews>(serialized, settings);
Assert.AreEqual("123456", deserialized.ArticleID);
Assert.AreEqual(symbol, deserialized.Symbol);
Assert.AreEqual(symbolList, deserialized.Symbols);
Assert.AreEqual(tags, deserialized.Tags);
Assert.AreEqual("title", deserialized.Title);
Assert.AreEqual(crawlDate, deserialized.CrawlDate);
Assert.AreEqual(crawlDate, deserialized.Time);
Assert.AreEqual(crawlDate, deserialized.EndTime);
}