public void PythonCustomDataTypes_AreAddedToSubscriptions_Successfully()
{
var pythonPath = new System.IO.DirectoryInfo("RegressionAlgorithms");
Environment.SetEnvironmentVariable("PYTHONPATH", pythonPath.FullName);
var qcAlgorithm = new AlgorithmPythonWrapper("Test_CustomDataAlgorithm");
// Initialize contains the statements:
// self.AddData(Nifty, "NIFTY")
// self.AddData(QuandlFuture, "SCF/CME_CL1_ON", Resolution.Daily)
qcAlgorithm.Initialize();
var niftySubscription = qcAlgorithm.SubscriptionManager.Subscriptions.FirstOrDefault(x => x.Symbol.Value == "NIFTY");
Assert.IsNotNull(niftySubscription);
var niftyFactory = (BaseData)ObjectActivator.GetActivator(niftySubscription.Type).Invoke(new object[] { niftySubscription.Type });
Assert.DoesNotThrow(() => niftyFactory.GetSource(niftySubscription, DateTime.UtcNow, false));
var quandlSubscription = qcAlgorithm.SubscriptionManager.Subscriptions.FirstOrDefault(x => x.Symbol.Value == "SCF/CME_CL1_ON");
Assert.IsNotNull(quandlSubscription);
var quandlFactory = (BaseData)ObjectActivator.GetActivator(quandlSubscription.Type).Invoke(new object[] { quandlSubscription.Type });
Assert.DoesNotThrow(() => quandlFactory.GetSource(quandlSubscription, DateTime.UtcNow, false));
}
public void PythonCustomDataTypes_AreAddedToSubscriptions_Successfully()
{
var qcAlgorithm = new AlgorithmPythonWrapper("Test_CustomDataAlgorithm");
qcAlgorithm.SubscriptionManager.SetDataManager(new DataManagerStub(qcAlgorithm));
// Initialize contains the statements:
// self.AddData(Nifty, "NIFTY")
// self.AddData(CustomPythonData, "IBM", Resolution.Daily)
qcAlgorithm.Initialize();
var niftySubscription = qcAlgorithm.SubscriptionManager.Subscriptions.FirstOrDefault(x => x.Symbol.Value == "NIFTY");
Assert.IsNotNull(niftySubscription);
var niftyFactory = (BaseData)ObjectActivator.GetActivator(niftySubscription.Type).Invoke(new object[] { niftySubscription.Type });
Assert.DoesNotThrow(() => niftyFactory.GetSource(niftySubscription, DateTime.UtcNow, false));
var customDataSubscription = qcAlgorithm.SubscriptionManager.Subscriptions.FirstOrDefault(x => x.Symbol.Value == "IBM");
Assert.IsNotNull(customDataSubscription);
Assert.IsTrue(customDataSubscription.IsCustomData);
Assert.AreEqual("custom_data.CustomPythonData", customDataSubscription.Type.ToString());
var customDataFactory = (BaseData)ObjectActivator.GetActivator(customDataSubscription.Type).Invoke(new object[] { customDataSubscription.Type });
Assert.DoesNotThrow(() => customDataFactory.GetSource(customDataSubscription, DateTime.UtcNow, false));
}
public void PythonCustomDataTypes_AreAddedToConsolidator_Successfully()
{
var qcAlgorithm = new AlgorithmPythonWrapper("Test_CustomDataAlgorithm");
// Initialize contains the statements:
// self.AddData(Nifty, "NIFTY")
// self.AddData(QuandlFuture, "SCF/CME_CL1_ON", Resolution.Daily)
qcAlgorithm.Initialize();
var niftyConsolidator = new DynamicDataConsolidator(TimeSpan.FromDays(2));
Assert.DoesNotThrow(() => qcAlgorithm.SubscriptionManager.AddConsolidator("NIFTY", niftyConsolidator));
var quandlConsolidator = new DynamicDataConsolidator(TimeSpan.FromDays(2));
Assert.DoesNotThrow(() => qcAlgorithm.SubscriptionManager.AddConsolidator("SCF/CME_CL1_ON", quandlConsolidator));
}
public void PythonCustomDataTypes_AreAddedToConsolidator_Successfully()
{
var qcAlgorithm = new AlgorithmPythonWrapper("Test_CustomDataAlgorithm");
qcAlgorithm.SubscriptionManager.SetDataManager(new DataManagerStub(qcAlgorithm));
// Initialize contains the statements:
// self.AddData(Nifty, "NIFTY")
// self.AddData(CustomPythonData, "IBM", Resolution.Daily)
qcAlgorithm.Initialize();
var niftyConsolidator = new DynamicDataConsolidator(TimeSpan.FromDays(2));
Assert.DoesNotThrow(() => qcAlgorithm.SubscriptionManager.AddConsolidator("NIFTY", niftyConsolidator));
var customDataConsolidator = new DynamicDataConsolidator(TimeSpan.FromDays(2));
Assert.DoesNotThrow(() => qcAlgorithm.SubscriptionManager.AddConsolidator("IBM", customDataConsolidator));
}
public void PythonCustomDataTypes_AreAddedToConsolidator_Successfully()
{
var pythonPath = new System.IO.DirectoryInfo("RegressionAlgorithms");
Environment.SetEnvironmentVariable("PYTHONPATH", pythonPath.FullName);
var qcAlgorithm = new AlgorithmPythonWrapper("Test_CustomDataAlgorithm");
// Initialize contains the statements:
// self.AddData(Nifty, "NIFTY")
// self.AddData(QuandlFuture, "SCF/CME_CL1_ON", Resolution.Daily)
qcAlgorithm.Initialize();
var niftyConsolidator = new DynamicDataConsolidator(TimeSpan.FromDays(2));
Assert.DoesNotThrow(() => qcAlgorithm.SubscriptionManager.AddConsolidator("NIFTY", niftyConsolidator));
var quandlConsolidator = new DynamicDataConsolidator(TimeSpan.FromDays(2));
Assert.DoesNotThrow(() => qcAlgorithm.SubscriptionManager.AddConsolidator("SCF/CME_CL1_ON", quandlConsolidator));
}