public override void Setup() { // Take our repo included factor files and zip them up for these tests var date = DateTime.UtcNow.ConvertFromUtc(TimeZones.NewYork).Date.AddDays(-1); var path = Path.Combine(Globals.DataFolder, $"equity/usa/factor_files/"); var tmp = "./tmp.zip"; _zipFilePath = Path.Combine(Globals.DataFolder, $"equity/usa/factor_files/factor_files_{date:yyyyMMdd}.zip"); // Have to compress to tmp file or else it doesn't finish reading all the files in dir QuantConnect.Compression.ZipDirectory(path, tmp); File.Move(tmp, _zipFilePath, true); FactorFileProvider = new LocalZipFactorFileProvider(); FactorFileProvider.Initialize(TestGlobals.MapFileProvider, TestGlobals.DataProvider); }
public virtual void SetUp() { _algorithm = new QCAlgorithm(); _dataProvider = new DefaultDataProvider(); var mapFileProvider = new LocalDiskMapFileProvider(); mapFileProvider.Initialize(_dataProvider); var factorFileProvider = new LocalZipFactorFileProvider(); factorFileProvider.Initialize(mapFileProvider, _dataProvider); var historyProvider = new SubscriptionDataReaderHistoryProvider(); _cacheProvider = new ZipDataCacheProvider(_dataProvider); historyProvider.Initialize(new HistoryProviderInitializeParameters(null, null, _dataProvider, _cacheProvider, mapFileProvider, factorFileProvider, null, true, new DataPermissionManager())); _algorithm.SetHistoryProvider(historyProvider); _algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(_algorithm)); _algorithm.Settings.FreePortfolioValue = 0; }