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;
}