public void Py_Get_UsesTypeName_AsKey_And_ReturnsLastItem()
{
var data = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar>
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000),
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 3, 10000)
}, typeof(TradeBar));
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Data.Market import *
def Test(dynamicData):
data = dynamicData.Get(TradeBar)
if data.Close != 3:
raise Exception('Unexpected value')").GetAttr("Test");
Assert.DoesNotThrow(() => test(data));
}
}
public void Py_Get_TradeBarArray()
{
var securityData = new DynamicSecurityData(RegisteredSecurityDataTypesProvider.Null);
var data = new []
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 15m, 10000)
};
securityData.StoreData(typeof(TradeBar), data);
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Data.Market import *
def Test(dynamicData):
data = dynamicData.Get(TradeBar)
if data.Low != 5:
raise Exception('Unexpected value')").GetAttr("Test");
Assert.DoesNotThrow(() => test(securityData));
}
}
public void Py_AccessPropertyThatDoesNotExists_ReturnsEmptyList_WhenTypeIsIncludedInRegisteredTypes()
{
var registeredTypes = new RegisteredSecurityDataTypesProvider();
registeredTypes.RegisterType(typeof(TradeBar));
dynamic securityData = new DynamicSecurityData(registeredTypes);
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Data.Market import *
def Test(dynamicData):
data = dynamicData.GetAll(TradeBar)
if data is None:
raise Exception('Unexpected None value')
if len(data) != 0:
raise Exception('Unexpected length')").GetAttr("Test");
Assert.DoesNotThrow(() => test(securityData));
}
}
[Test] public void Py_StoreData_GetAll_UsesTypeName()
{
var data = new DynamicSecurityData(RegisteredSecurityDataTypesProvider.Null);
data.StoreData(typeof(int), new[] { 1 });
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
AddReference(""System"")
from System import *
from QuantConnect import *
def Test(dynamicData):
data = dynamicData.GetAll(Int32)
if len(data) != 1:
raise Exception('Unexpected length')
if data[0] != 1:
raise Exception('Unexpected value')").GetAttr("Test");
Assert.DoesNotThrow(() => test(data));
}
}
public void Py_StoreData_GetAll_UsesTypeName()
{
var data = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar>
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000)
}, typeof(TradeBar));
using (Py.GIL())
{
dynamic test = PyModule.FromString("testModule",
@"
from AlgorithmImports import *
def Test(dynamicData):
data = dynamicData.GetAll(TradeBar)
if len(data) != 1:
raise Exception('Unexpected length')
if data[0].Close != 1:
raise Exception('Unexpected value')").GetAttr("Test");
Assert.DoesNotThrow(() => test(data));
}
}
public void Py_StoreData_HasProperty()
{
var data = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar>
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000)
}, typeof(TradeBar));
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Data.Market import *
def Test(dynamicData):
data = dynamicData.HasProperty(""TradeBar"")
if not data:
raise Exception('Unexpected HasProperty result')").GetAttr("Test");
Assert.DoesNotThrow(() => test(data));
}
}
public void AccessingPropertyThatDoesNotExists_ThrowsKeyNotFoundException_WhenNotIncludedInRegisteredTypes()
{
var registeredTypes = new RegisteredSecurityDataTypesProvider();
dynamic securityData = new DynamicSecurityData(registeredTypes, _cache);
Assert.Throws <KeyNotFoundException>(() =>
{
var _ = securityData.NotFoundProperty;
});
}
public void Get_UsesTypeName_AsKey_And_ReturnsLastItem()
{
var data = new DynamicSecurityData(RegisteredSecurityDataTypesProvider.Null);
data.StoreData(typeof(int), new[] { 1, 2, 3 });
var item = data.Get <int>();
Assert.AreEqual(3, item);
}
public void GetAll_UsesTypeName_AsKey()
{
var data = new DynamicSecurityData(RegisteredSecurityDataTypesProvider.Null);
data.SetProperty(typeof(int).Name, new[] { 1 });
var arr = data.GetAll <int>();
Assert.AreEqual(1, arr.Count);
Assert.AreEqual(1, arr[0]);
}
public void AccessPropertyThatDoesNotExists_ReturnsEmptyList_WhenTypeIsIncludedInRegisteredTypes()
{
var registeredTypes = new RegisteredSecurityDataTypesProvider();
registeredTypes.RegisterType(typeof(TradeBar));
dynamic securityData = new DynamicSecurityData(registeredTypes);
var tradeBars = securityData.TradeBar;
Assert.IsInstanceOf <List <TradeBar> >(tradeBars);
Assert.IsEmpty(tradeBars);
}
public void StoreData_UsesTypeName_AsKey()
{
var data = new DynamicSecurityData(RegisteredSecurityDataTypesProvider.Null);
data.StoreData(typeof(int), new[] { 1 });
Assert.IsTrue(data.HasProperty(typeof(int).Name));
var arr = (IReadOnlyList <int>)data.GetProperty(typeof(int).Name);
Assert.AreEqual(1, arr.Count);
Assert.AreEqual(1, arr[0]);
}
public void Get_UsesTypeName_AsKey_And_ReturnsLastItem()
{
var data = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar> {
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000),
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 2, 10000),
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 3, 10000)
}, typeof(TradeBar));
var item = data.Get <TradeBar>();
Assert.AreEqual(3, item.Close);
}
public void DataCanNotBeSetDynamically()
{
var securityData = new DynamicSecurityData(_dataTypesProvider, _cache);
var data = new List <TradeBar> {
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000)
};
dynamic dynamicSecurityData = securityData;
Assert.Throws <InvalidOperationException>(() =>
{
dynamicSecurityData.TradeBar = data;
});
}
public void AccessesDataDynamically()
{
var securityData = new DynamicSecurityData(RegisteredSecurityDataTypesProvider.Null);
var data = new List <TradeBar>
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 15m, 10000)
};
securityData.StoreData(typeof(TradeBar), data);
dynamic dynamicSecurityData = securityData;
var tradeBars = dynamicSecurityData.TradeBar;
Assert.IsInstanceOf <IReadOnlyList <TradeBar> >(tradeBars);
}
public void AccessesDataDynamically()
{
var securityData = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar> {
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000),
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 2, 10000),
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 3, 10000)
}, typeof(TradeBar));
dynamic dynamicSecurityData = securityData;
var tradeBars = dynamicSecurityData.TradeBar;
Assert.IsInstanceOf <IReadOnlyList <TradeBar> >(tradeBars);
}
public void GetAll_UsesTypeName_AsKey()
{
var data = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar> {
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000),
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 2, 10000),
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 3, 10000)
}, typeof(TradeBar));
var arr = data.GetAll <TradeBar>();
Assert.AreEqual(3, arr.Count);
Assert.AreEqual(1, arr[0].Close);
}
public void StoreData_UsesTypeName_AsKey()
{
var data = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar>
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 15m, 10000)
}, typeof(TradeBar));
Assert.IsTrue(data.HasProperty(typeof(TradeBar).Name));
var arr = (IReadOnlyList <TradeBar>)data.GetProperty(typeof(TradeBar).Name);
Assert.AreEqual(1, arr.Count);
Assert.AreEqual(15, arr[0].Close);
}
public void Py_GetTypeThatDoesNotExists_ThrowsKeyNotFoundException_WhenNotIncludedInRegisteredTypes()
{
var registeredTypes = new RegisteredSecurityDataTypesProvider();
dynamic securityData = new DynamicSecurityData(registeredTypes, _cache);
using (Py.GIL())
{
dynamic test = PyModule.FromString("testModule",
@"
from AlgorithmImports import *
def Test(dynamicData):
data = dynamicData.Get(TradeBar)").GetAttr("Test");
Assert.Throws <KeyNotFoundException>(() => test(securityData));
}
}
public void Py_GetTypeThatDoesNotExists_ThrowsKeyNotFoundException_WhenNotIncludedInRegisteredTypes()
{
var registeredTypes = new RegisteredSecurityDataTypesProvider();
dynamic securityData = new DynamicSecurityData(registeredTypes);
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
AddReference(""System"")
from System import *
from QuantConnect import *
def Test(dynamicData):
data = dynamicData.Get(TradeBar)").GetAttr("Test");
Assert.Throws <PythonException>(() => test(securityData));
}
}
public void Py_AccessPropertyThatDoesNotExists_ReturnsEmptyList_WhenTypeIsIncludedInRegisteredTypes()
{
var registeredTypes = new RegisteredSecurityDataTypesProvider();
registeredTypes.RegisterType(typeof(TradeBar));
dynamic securityData = new DynamicSecurityData(registeredTypes, _cache);
using (Py.GIL())
{
dynamic test = PyModule.FromString("testModule",
@"
from AlgorithmImports import *
def Test(dynamicData):
data = dynamicData.GetAll(TradeBar)
if data is None:
raise Exception('Unexpected None value')
if len(data) != 0:
raise Exception('Unexpected length')").GetAttr("Test");
Assert.DoesNotThrow(() => test(securityData));
}
}
public void Py_StoreData_HasProperty()
{
var data = new DynamicSecurityData(_dataTypesProvider, _cache);
_cache.StoreData(new List <TradeBar>
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 1, 10000)
}, typeof(TradeBar));
using (Py.GIL())
{
dynamic test = PyModule.FromString("testModule",
@"
from AlgorithmImports import *
def Test(dynamicData):
data = dynamicData.HasProperty(""TradeBar"")
if not data:
raise Exception('Unexpected HasProperty result')").GetAttr("Test");
Assert.DoesNotThrow(() => test(data));
}
}
public void Py_Get_TradeBarArray()
{
var securityData = new DynamicSecurityData(_dataTypesProvider, _cache);
var data = new[]
{
new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 15m, 10000)
};
_cache.StoreData(data, typeof(TradeBar));
using (Py.GIL())
{
dynamic test = PyModule.FromString("testModule",
@"
from AlgorithmImports import *
def Test(dynamicData):
data = dynamicData.Get(TradeBar)
if data.Low != 5:
raise Exception('Unexpected value')").GetAttr("Test");
Assert.DoesNotThrow(() => test(securityData));
}
}
public void Py_StoreData_HasProperty()
{
var data = new DynamicSecurityData(RegisteredSecurityDataTypesProvider.Null);
data.StoreData(typeof(int), new[] { 1 });
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""QuantConnect.Common"")
AddReference(""System"")
from System import *
from QuantConnect import *
def Test(dynamicData):
data = dynamicData.HasProperty(""Int32"")
if not data:
raise Exception('Unexpected HasProperty result')").GetAttr("Test");
Assert.DoesNotThrow(() => test(data));
}
}
