public void AddsOnEndOfDayEventsIfImplemented(Language language)
{
IAlgorithm algorithm;
if (language == Language.CSharp)
{
algorithm = new TestAlgorithm();
(algorithm as QCAlgorithm).AddEquity("SPY");
}
else
{
algorithm = new AlgorithmPythonWrapper("OnEndOfDayRegressionAlgorithm");
algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(new MockDataFeed(), algorithm));
algorithm.AddSecurity(SecurityType.Equity,
"SPY",
Resolution.Daily,
Market.USA,
false,
1,
false);
}
var realTimeHandler = new TestBacktestingRealTimeHandler();
realTimeHandler.Setup(algorithm,
new AlgorithmNodePacket(PacketType.AlgorithmNode)
{
Language = language
},
new TestResultHandler(),
null,
new TestTimeLimitManager());
Assert.AreEqual(2, realTimeHandler.GetScheduledEventsCount);
}
public void AddsOnEndOfDayEventsIfImplemented(Language language)
{
Security security;
IAlgorithm algorithm;
if (language == Language.CSharp)
{
algorithm = new TestAlgorithmB();
security = (algorithm as QCAlgorithm).AddEquity("SPY");
}
else
{
algorithm = new AlgorithmPythonWrapper("OnEndOfDayRegressionAlgorithm");
algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(new MockDataFeed(), algorithm));
security = algorithm.AddSecurity(SecurityType.Equity,
"SPY",
Resolution.Daily,
Market.USA,
false,
1,
false);
}
var realTimeHandler = new TestBacktestingRealTimeHandler();
realTimeHandler.Setup(algorithm,
new AlgorithmNodePacket(PacketType.AlgorithmNode)
{
Language = language
},
_resultHandler,
null,
new TestTimeLimitManager());
// Because neither implement EOD() deprecated it should be zero
Assert.AreEqual(0, realTimeHandler.GetScheduledEventsCount);
realTimeHandler.OnSecuritiesChanged(
new SecurityChanges(new[] { security }, Enumerable.Empty <Security>()));
Assert.AreEqual(1, realTimeHandler.GetScheduledEventsCount);
realTimeHandler.Exit();
}
public void DoesNotAddOnEndOfDayEventsIfNotImplemented(Language language)
{
Security security;
IAlgorithm algorithm;
if (language == Language.CSharp)
{
algorithm = new AlgorithmStub();
security = (algorithm as QCAlgorithm).AddEquity("SPY");
}
else
{
algorithm = new AlgorithmPythonWrapper("Test_CustomDataAlgorithm");
algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(algorithm));
security = algorithm.AddSecurity(SecurityType.Equity,
"SPY",
Resolution.Daily,
Market.USA,
false,
1,
false);
}
var realTimeHandler = new TestBacktestingRealTimeHandler();
realTimeHandler.Setup(algorithm,
new AlgorithmNodePacket(PacketType.AlgorithmNode)
{
Language = language
},
_resultHandler,
null,
new TestTimeLimitManager());
Assert.AreEqual(0, realTimeHandler.GetScheduledEventsCount);
realTimeHandler.OnSecuritiesChanged(
new SecurityChanges(new[] { security }, Enumerable.Empty <Security>()));
Assert.AreEqual(0, realTimeHandler.GetScheduledEventsCount);
realTimeHandler.Exit();
}