private static TestCaseData[] GetRegressionTestParameters()
{
TestGlobals.Initialize();
// since these are static test cases, they are executed before test setup
AssemblyInitialize.AdjustCurrentDirectory();
var nonDefaultStatuses = new Dictionary <string, AlgorithmStatus>
{
{ "TrainingInitializeRegressionAlgorithm", AlgorithmStatus.RuntimeError },
{ "OnOrderEventExceptionRegression", AlgorithmStatus.RuntimeError },
{ "WarmUpAfterInitializeRegression", AlgorithmStatus.RuntimeError }
};
var languages = Config.GetValue("regression-test-languages", JArray.FromObject(new[] { "CSharp", "Python" }))
.Select(str => Parse.Enum <Language>(str.Value <string>()))
.ToHashSet();
// find all regression algorithms in Algorithm.CSharp
return((
from type in typeof(BasicTemplateAlgorithm).Assembly.GetTypes()
where typeof(IRegressionAlgorithmDefinition).IsAssignableFrom(type)
where !type.IsAbstract // non-abstract
where type.GetConstructor(Array.Empty <Type>()) != null // has default ctor
let instance = (IRegressionAlgorithmDefinition)Activator.CreateInstance(type)
let status = nonDefaultStatuses.GetValueOrDefault(type.Name, AlgorithmStatus.Completed)
where instance.CanRunLocally // open source has data to run this algorithm
from language in instance.Languages.Where(languages.Contains)
select new AlgorithmStatisticsTestParameters(type.Name, instance.ExpectedStatistics, language, status)
)
.OrderBy(x => x.Language).ThenBy(x => x.Algorithm)
// generate test cases from test parameters
.Select(x => new TestCaseData(x).SetName(x.Language + "/" + x.Algorithm))
.ToArray());
}
private static TestCaseData[] GetResearchRegressionTestParameters()
{
TestGlobals.Initialize();
// since these are static test cases, they are executed before test setup
AssemblyInitialize.AdjustCurrentDirectory();
var result = GetResearchTemplates()
.OrderBy(x => x.NotebookName)
// generate test cases from test parameters
.Select(x => new TestCaseData(x).SetName(x.NotebookName))
.ToArray();
return(result);;
}
public void InitializeTestEnvironment()
{
AdjustCurrentDirectory();
TestGlobals.Initialize();
}
private static Symbol CreateEquitySymbol(string symbol, string market = Market.USA)
{
TestGlobals.Initialize();
return(Symbol.Create(symbol, SecurityType.Equity, market));
}
public void InitializeTestEnvironment()
{
TryAddIconicDataSubTypes();
AdjustCurrentDirectory();
TestGlobals.Initialize();
}