public async Task SearchAlphas()
{
var request = new SearchAlphasRequest
{
AssetClasses = new List <SecurityType> {
SecurityType.Crypto
},
Sharpe = Range.Create(1, 999999999d),
};
var response = _client.SearchAlphas(request);
Assert.IsNotNull(response);
Assert.IsNotEmpty(response);
}
public async Task GetAlphaTags()
{
var response = _client.GetAlphaTags().FindAll(t => t.TagName != "hidden");
Assert.IsNotNull(response);
Assert.GreaterOrEqual(response.Count, 40);
foreach (var tag in response)
{
Assert.Greater(tag.TagName.Length, 0);
Assert.GreaterOrEqual(tag.Matches, 0);
var start = 0;
var hasData = true;
var searchAlphasFound = new List <Alpha>();
while (hasData)
{
var searchAlphaRequest = new SearchAlphasRequest()
{
IncludedTags = new List <string> {
tag.TagName
},
Start = start
};
var searchAlphaResponse = await ExecuteRequest(searchAlphaRequest).ConfigureAwait(false);
if (searchAlphaResponse.Count < 100)
{
hasData = false;
}
searchAlphasFound.AddRange(searchAlphaResponse);
start += 100;
}
Assert.AreEqual(searchAlphasFound.Count, tag.Matches);
foreach (var alpha in searchAlphasFound)
{
Assert.Contains(tag.TagName, alpha.Tags);
}
;
}
}
/// <summary>
/// Search the Alpha Streams for specific criteria
/// </summary>
/// <param name="request"></param>
/// <returns></returns>
public List <Alpha> SearchAlphas(SearchAlphasRequest request)
{
return(Execute(request).Result);
}
