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));
}
}
[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 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 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 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 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));
}
}