public void OverridesSupportedResolutions()
{
dynamic instance;
using (Py.GIL())
{
PyObject test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""System"")
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Python import *
class Test(PythonData):
def SupportedResolutions(self):
return [ Resolution.Tick, Resolution.Daily ]").GetAttr("Test");
instance = test.CreateType().GetBaseDataInstance();
}
var res = instance.SupportedResolutions();
Assert.AreEqual(new List <Resolution> {
Resolution.Tick, Resolution.Daily
}, res);
}
/// <summary>
/// Gets the data of the specified symbol and type.
/// </summary>
/// <param name="type">The type of data we seek</param>
/// <returns>The data for the requested symbol</returns>
public PyObject Get(PyObject type)
{
var result = GetImpl(type.CreateType(), _slice) as object;
using (Py.GIL())
{
return(result.ToPython());
}
}
public void OverridesDefaultResolution()
{
dynamic instance;
using (Py.GIL())
{
PyObject test = PythonEngine.ModuleFromString("testModule",
@"
from AlgorithmImports import *
class Test(PythonData):
def DefaultResolution(self):
return Resolution.Tick").GetAttr("Test");
instance = test.CreateType().GetBaseDataInstance();
}
Assert.AreEqual(Resolution.Tick, instance.DefaultResolution());
}
public void OverridesIsSparseData(string value, bool booleanValue)
{
dynamic instance;
using (Py.GIL())
{
PyObject test = PythonEngine.ModuleFromString("testModule",
@"
from AlgorithmImports import *
class Test(PythonData):
def IsSparseData(self):
return " + $"{value}").GetAttr("Test");
instance = test.CreateType().GetBaseDataInstance();
}
Assert.AreEqual(booleanValue, instance.IsSparseData());
}
public void IsSparseDataDefaultValue()
{
dynamic instance;
using (Py.GIL())
{
PyObject test = PythonEngine.ModuleFromString("testModule",
@"
from AlgorithmImports import *
class Test(PythonData):
def Pepe(self):
return 1").GetAttr("Test");
instance = test.CreateType().GetBaseDataInstance();
instance.Symbol = Symbol.CreateBase(typeof(decimal), Symbols.SPY, QuantConnect.Market.USA);
}
Assert.IsTrue(instance.IsSparseData());
}
public void OverridesSupportedResolutions()
{
dynamic instance;
using (Py.GIL())
{
PyObject test = PythonEngine.ModuleFromString("testModule",
@"
from AlgorithmImports import *
class Test(PythonData):
def SupportedResolutions(self):
return [ Resolution.Tick, Resolution.Daily ]").GetAttr("Test");
instance = test.CreateType().GetBaseDataInstance();
}
var res = instance.SupportedResolutions();
Assert.AreEqual(new List <Resolution> {
Resolution.Tick, Resolution.Daily
}, res);
}
public void OverridesDefaultResolution()
{
dynamic instance;
using (Py.GIL())
{
PyObject test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""System"")
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Python import *
class Test(PythonData):
def DefaultResolution(self):
return Resolution.Tick").GetAttr("Test");
instance = test.CreateType().GetBaseDataInstance();
}
Assert.AreEqual(Resolution.Tick, instance.DefaultResolution());
}
public void OverridesIsSparseData(string value, bool booleanValue)
{
dynamic instance;
using (Py.GIL())
{
PyObject test = PythonEngine.ModuleFromString("testModule",
@"
from clr import AddReference
AddReference(""System"")
AddReference(""QuantConnect.Common"")
from QuantConnect import *
from QuantConnect.Python import *
class Test(PythonData):
def IsSparseData(self):
return " + $"{value}").GetAttr("Test");
instance = test.CreateType().GetBaseDataInstance();
}
Assert.AreEqual(booleanValue, instance.IsSparseData());
}
/// <summary>
/// Gets the data of the specified symbol and type.
/// </summary>
/// <param name="type">The type of data we seek</param>
/// <param name="symbol">The specific symbol was seek</param>
/// <returns>The data for the requested symbol</returns>
public dynamic Get(PyObject type, Symbol symbol)
{
return(GetImpl(type.CreateType(), _slice)[symbol]);
}
