public void PythonGetCustomData_Iterate_IndexedLinkedData()
{
using (Py.GIL())
{
dynamic test = PythonEngine.ModuleFromString("testModule",
@"
from AlgorithmImports import *
from QuantConnect.Data.Custom.IconicTypes import *
from QuantConnect.Logging import *
def Test(slice):
data = slice.Get(IndexedLinkedData)
count = 0
for singleData in data:
Log.Trace(str(singleData))
count += 1
if count != 2:
raise Exception('Unexpected value')").GetAttr("Test");
var indexedLinkedDataSpy = new IndexedLinkedData {
Symbol = Symbols.SPY, Time = DateTime.Now, Value = 10
};
var tradeBarAapl = new TradeBar {
Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 9
};
var indexedLinkedDataAapl = new IndexedLinkedData {
Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 11
};
var slice = new Slice(DateTime.Now, new BaseData[] { indexedLinkedDataSpy, tradeBarAapl, indexedLinkedDataAapl });
Assert.DoesNotThrow(() => test(new PythonSlice(slice)));
}
}
private Slice GetSlice()
{
SymbolCache.Clear();
var indexedLinkedDataSpy = new IndexedLinkedData { Symbol = Symbols.SPY, Time = DateTime.Now, Value = 10 };
var tradeBarAapl = new TradeBar { Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 9 };
var indexedLinkedDataAapl = new IndexedLinkedData { Symbol = Symbols.AAPL, Time = DateTime.Now, Value = 11 };
return new Slice(DateTime.Now, new BaseData[] { indexedLinkedDataSpy, tradeBarAapl, indexedLinkedDataAapl });
}
