public void PythonMacdAlphaModelWarmsUpProperly()
{
using (Py.GIL())
{
SetUpHistoryProvider();
Algorithm.SetStartDate(2013, 10, 08);
Algorithm.SetUniverseSelection(new ManualUniverseSelectionModel());
// Create and set alpha model
dynamic model = Py.Import("MacdAlphaModel").GetAttr("MacdAlphaModel");
var instance = model();
Algorithm.SetAlpha(instance);
var changes = SecurityChangesTests.CreateNonInternal(AddedSecurities, RemovedSecurities);
Algorithm.OnFrameworkSecuritiesChanged(changes);
// Get the dictionary of macd indicators
var symbolData = instance.symbolData;
// Check the dictionary is not empty
Assert.NotZero(symbolData.Length());
// Check all MACD indicators from the alpha are ready and have at least
// one datapoint
foreach (var item in symbolData)
{
var macd = symbolData[item].MACD;
Assert.IsTrue(macd.IsReady.IsTrue());
Assert.NotZero(((PyObject)macd.Samples).GetAndDispose <int>());
}
ZipCacheProvider.DisposeSafely();
}
}
public void MacdAlphaModelWarmsUpProperly()
{
SetUpHistoryProvider();
Algorithm.SetStartDate(2013, 10, 08);
// Create a MacdAlphaModel for the test
var model = new TestMacdAlphaModel();
// Set the alpha model
Algorithm.SetAlpha(model);
Algorithm.SetUniverseSelection(new ManualUniverseSelectionModel());
var changes = SecurityChangesTests.CreateNonInternal(AddedSecurities, RemovedSecurities);
Algorithm.OnFrameworkSecuritiesChanged(changes);
// Get the dictionary of macd indicators
var symbolData = model.GetSymbolData();
// Check the symbolData dictionary is not empty
Assert.NotZero(symbolData.Count);
// Check all MACD indicators from the alpha are ready and have at least
// one datapoint
foreach (var item in symbolData)
{
var macd = item.Value.MACD;
Assert.IsTrue(macd.IsReady);
Assert.NotZero(macd.Samples);
}
ZipCacheProvider.DisposeSafely();
}
