public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters) { QuantConnect.Configuration.Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm"); QuantConnect.Configuration.Config.Set("forward-console-messages", "false"); if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm") { // special arrangement for consistency test - we check if limits work fine QuantConnect.Configuration.Config.Set("symbol-minute-limit", "100"); QuantConnect.Configuration.Config.Set("symbol-second-limit", "100"); QuantConnect.Configuration.Config.Set("symbol-tick-limit", "100"); } if (parameters.Algorithm == "BasicTemplateIntrinioEconomicData") { var intrinioCredentials = new Dictionary <string, string> { { "intrinio-username", "121078c02c20a09aa5d9c541087e7fa4" }, { "intrinio-password", "65be35238b14de4cd0afc0edf364efc3" } }; QuantConnect.Configuration.Config.Set("parameters", JsonConvert.SerializeObject(intrinioCredentials)); } AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.AlphaStatistics, parameters.Language); }
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters) { // ensure we start with a fresh config every time when running multiple tests Config.Reset(); Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm"); Config.Set("forward-console-messages", "false"); if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm") { // special arrangement for consistency test - we check if limits work fine Config.Set("symbol-minute-limit", "100"); Config.Set("symbol-second-limit", "100"); Config.Set("symbol-tick-limit", "100"); } if (parameters.Algorithm == "BasicTemplateIntrinioEconomicData") { var parametersConfigString = Config.Get("parameters"); var algorithmParameters = parametersConfigString != string.Empty ? JsonConvert.DeserializeObject <Dictionary <string, string> >(parametersConfigString) : new Dictionary <string, string>(); algorithmParameters["intrinio-username"] = "******"; algorithmParameters["intrinio-password"] = "******"; Config.Set("parameters", JsonConvert.SerializeObject(algorithmParameters)); } AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.AlphaStatistics, parameters.Language); }
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters) { QuantConnect.Configuration.Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm"); if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm") { // special arrangement for consistency test - we check if limits work fine QuantConnect.Configuration.Config.Set("symbol-minute-limit", "100"); QuantConnect.Configuration.Config.Set("symbol-second-limit", "100"); QuantConnect.Configuration.Config.Set("symbol-tick-limit", "100"); } AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language); }
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters) { // ensure we start with a fresh config every time when running multiple tests Config.Reset(); Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm"); Config.Set("forward-console-messages", "false"); if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm") { // special arrangement for consistency test - we check if limits work fine Config.Set("symbol-minute-limit", "100"); Config.Set("symbol-second-limit", "100"); Config.Set("symbol-tick-limit", "100"); } if (parameters.Algorithm == "TrainingInitializeRegressionAlgorithm" || parameters.Algorithm == "TrainingOnDataRegressionAlgorithm") { // limit time loop to 90 seconds and set leaky bucket capacity to one minute w/ zero refill Config.Set("algorithm-manager-time-loop-maximum", "1.5"); Config.Set("scheduled-event-leaky-bucket-capacity", "1"); Config.Set("scheduled-event-leaky-bucket-refill-amount", "0"); } var algorithmManager = AlgorithmRunner.RunLocalBacktest( parameters.Algorithm, parameters.Statistics, parameters.AlphaStatistics, parameters.Language, parameters.ExpectedFinalStatus ).AlgorithmManager; if (parameters.Algorithm == "TrainingOnDataRegressionAlgorithm") { // this training algorithm should have consumed the only minute available in the bucket Assert.AreEqual(0, algorithmManager.TimeLimit.AdditionalTimeBucket.AvailableTokens); } // Skip non-deterministic data points regression algorithms if (parameters.DataPoints != -1) { Assert.AreEqual(parameters.DataPoints, algorithmManager.DataPoints, "Failed on DataPoints"); } // Skip non-deterministic history data points regression algorithms if (parameters.AlgorithmHistoryDataPoints != -1) { Assert.AreEqual(parameters.AlgorithmHistoryDataPoints, algorithmManager.AlgorithmHistoryDataPoints, "Failed on AlgorithmHistoryDataPoints"); } }
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters) { // ensure we start with a fresh config every time when running multiple tests Config.Reset(); Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm"); Config.Set("forward-console-messages", "false"); if (parameters.Algorithm == "OptionChainConsistencyRegressionAlgorithm") { // special arrangement for consistency test - we check if limits work fine Config.Set("symbol-minute-limit", "100"); Config.Set("symbol-second-limit", "100"); Config.Set("symbol-tick-limit", "100"); } AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.AlphaStatistics, parameters.Language); }
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters) { AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language); }
public void AlgorithmStatisticsRegression(AlgorithmStatisticsTestParameters parameters) { QuantConnect.Configuration.Config.Set("quandl-auth-token", "WyAazVXnq7ATy_fefTqm"); AlgorithmRunner.RunLocalBacktest(parameters.Algorithm, parameters.Statistics, parameters.Language); }