chore: import upstream snapshot with attribution
This commit is contained in:
wehub-resource-sync
@@ -0,0 +1,301 @@
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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using Newtonsoft.Json.Serialization;
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using NUnit.Framework;
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using QuantConnect.Algorithm.Framework.Alphas;
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using QuantConnect.Algorithm.Framework.Alphas.Serialization;
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namespace QuantConnect.Tests.Algorithm.Framework.Alphas.Serialization
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{
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[TestFixture, Parallelizable(ParallelScope.All)]
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public class InsightJsonConverterTests
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{
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private JsonSerializerSettings _serializerSettings = new()
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{
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ContractResolver = new DefaultContractResolver
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{
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NamingStrategy = new CamelCaseNamingStrategy
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{
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ProcessDictionaryKeys = false,
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OverrideSpecifiedNames = true
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}
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}
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};
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[Test]
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public void DeserializesInsightWithoutScore()
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{
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var jObject = JObject.Parse(jsonNoScoreBackwardsCompatible);
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var result = JsonConvert.DeserializeObject<Insight>(jsonNoScoreBackwardsCompatible);
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Assert.AreEqual(jObject["id"].Value<string>(), result.Id.ToStringInvariant("N"));
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Assert.AreEqual(jObject["source-model"].Value<string>(), result.SourceModel);
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Assert.AreEqual(jObject["group-id"]?.Value<string>(), result.GroupId?.ToStringInvariant("N"));
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Assert.AreEqual(jObject["created-time"].Value<double>(), Time.DateTimeToUnixTimeStamp(result.GeneratedTimeUtc), 5e-4);
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Assert.AreEqual(jObject["close-time"].Value<double>(), Time.DateTimeToUnixTimeStamp(result.CloseTimeUtc), 5e-4);
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Assert.AreEqual(jObject["symbol"].Value<string>(), result.Symbol.ID.ToString());
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Assert.AreEqual(jObject["ticker"].Value<string>(), result.Symbol.Value);
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Assert.AreEqual(jObject["type"].Value<string>(), result.Type.ToLower());
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Assert.AreEqual(jObject["reference"].Value<decimal>(), result.ReferenceValue);
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Assert.AreEqual(jObject["direction"].Value<string>(), result.Direction.ToLower());
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Assert.AreEqual(jObject["period"].Value<double>(), result.Period.TotalSeconds);
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Assert.AreEqual(jObject["magnitude"].Value<double>(), result.Magnitude);
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Assert.AreEqual(null, result.Confidence);
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// default values for scores
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Assert.AreEqual(false, result.Score.IsFinalScore);
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Assert.AreEqual(0, result.ReferenceValueFinal);
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Assert.AreEqual(0, result.Score.Magnitude);
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Assert.AreEqual(0, result.Score.Direction);
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}
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[Test]
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public void DeserializesInsightWithScore()
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{
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var jObject = JObject.Parse(jsonWithScoreBackwardsCompatible);
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var result = JsonConvert.DeserializeObject<Insight>(jsonWithScoreBackwardsCompatible);
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Assert.AreEqual(jObject["id"].Value<string>(), result.Id.ToStringInvariant("N"));
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Assert.AreEqual(jObject["source-model"].Value<string>(), result.SourceModel);
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Assert.AreEqual(jObject["group-id"]?.Value<string>(), result.GroupId?.ToStringInvariant("N"));
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Assert.AreEqual(jObject["created-time"].Value<double>(), Time.DateTimeToUnixTimeStamp(result.GeneratedTimeUtc), 5e-4);
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Assert.AreEqual(jObject["close-time"].Value<double>(), Time.DateTimeToUnixTimeStamp(result.CloseTimeUtc), 5e-4);
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Assert.AreEqual(jObject["symbol"].Value<string>(), result.Symbol.ID.ToString());
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Assert.AreEqual(jObject["ticker"].Value<string>(), result.Symbol.Value);
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Assert.AreEqual(jObject["type"].Value<string>(), result.Type.ToLower());
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Assert.AreEqual(jObject["reference"].Value<decimal>(), result.ReferenceValue);
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Assert.AreEqual(jObject["direction"].Value<string>(), result.Direction.ToLower());
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Assert.AreEqual(jObject["period"].Value<double>(), result.Period.TotalSeconds);
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Assert.AreEqual(jObject["magnitude"].Value<double>(), result.Magnitude);
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Assert.AreEqual(null, result.Confidence);
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Assert.AreEqual(true, result.Score.IsFinalScore);
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Assert.AreEqual(jObject["score-magnitude"].Value<double>(), result.Score.Magnitude);
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Assert.AreEqual(jObject["score-direction"].Value<double>(), result.Score.Direction);
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Assert.AreEqual(jObject["reference-final"].Value<decimal>(), result.ReferenceValueFinal);
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}
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[TestCase(true)]
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[TestCase(false)]
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public void SerializesInsightWithoutScore(bool backwardsCompatible)
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{
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var serializedInsight = JsonConvert.DeserializeObject<SerializedInsight>(backwardsCompatible ? jsonNoScoreBackwardsCompatible : jsonNoScore2);
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var insight = Insight.FromSerializedInsight(serializedInsight);
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var result = JsonConvert.SerializeObject(insight, Formatting.None, _serializerSettings);
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Assert.AreEqual(jsonNoScore2, result);
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}
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[TestCase(true)]
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[TestCase(false)]
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public void SerializesInsightWithScore(bool backwardsCompatible)
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{
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var serializedInsight = JsonConvert.DeserializeObject<SerializedInsight>(backwardsCompatible ? jsonWithScoreBackwardsCompatible : jsonWithScore);
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var insight = Insight.FromSerializedInsight(serializedInsight);
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var result = JsonConvert.SerializeObject(insight, Formatting.None, _serializerSettings);
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Assert.AreEqual(jsonWithScore, result);
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}
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[Test]
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public void SerializesOldInsightWithMissingCreatedTime()
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{
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var serializedInsight = JsonConvert.DeserializeObject<SerializedInsight>(jsonWithMissingCreatedTimeBackwardsCompatible);
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var insight = Insight.FromSerializedInsight(serializedInsight);
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var result = JsonConvert.SerializeObject(insight, Formatting.None, _serializerSettings);
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Assert.AreEqual(serializedInsight.CreatedTime, serializedInsight.GeneratedTime);
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Assert.AreEqual(jsonWithExpectedOutputFromMissingCreatedTimeValue, result);
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}
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[TestCase(true)]
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[TestCase(false)]
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public void SerializesInsightWithTag(bool backwardsCompatible)
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{
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var serializedInsight = JsonConvert.DeserializeObject<SerializedInsight>(backwardsCompatible ? jsonWithTagBackwardsCompatible : jsonWithTag);
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var insight = Insight.FromSerializedInsight(serializedInsight);
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var result = JsonConvert.SerializeObject(insight, Formatting.None, _serializerSettings);
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Assert.AreEqual(jsonWithTag, result);
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}
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[TestCase(true)]
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[TestCase(false)]
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public void SerializesInsightWithoutTag(bool backwardsCompatible)
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{
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var serializedInsight = JsonConvert.DeserializeObject<SerializedInsight>(backwardsCompatible ? jsonWithoutTagBackwardsCompatible : jsonWithoutTag);
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var insight = Insight.FromSerializedInsight(serializedInsight);
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var result = JsonConvert.SerializeObject(insight, Formatting.None, _serializerSettings);
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Assert.AreEqual(jsonWithoutTag, result);
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}
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[Test]
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public void DeserializesInsightWithTag()
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{
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var jObject = JObject.Parse(jsonWithTagBackwardsCompatible);
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var result = JsonConvert.DeserializeObject<Insight>(jsonWithTagBackwardsCompatible);
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Assert.AreEqual(jObject["tag"].Value<string>(), result.Tag);
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}
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[Test]
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public void DeserializesInsightWithoutTag()
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{
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var result = JsonConvert.DeserializeObject<Insight>(jsonWithoutTagBackwardsCompatible);
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Assert.IsNull(result.Tag);
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}
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private string jsonNoScore2 = @"{""id"":""e02be50f56a8496b9ba995d19a904ada"",""groupId"":null,""sourceModel"":""mySourceModel-1"",""generatedTime"":1520711961.00055,
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""createdTime"":1520711961.00055,""closeTime"":1520711961.00055,""symbol"":""BTCUSD XJ"",""ticker"":""BTCUSD"",""type"":""price"",""reference"":9143.53,""referenceValueFinal"":0.0,
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""direction"":""up"",""period"":5.0,""magnitude"":""0.025"",""confidence"":null,""weight"":null,""scoreIsFinal"":false,""scoreMagnitude"":""0"",""scoreDirection"":""0"",
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""estimatedValue"":""0"",""tag"":null}".ReplaceLineEndings(string.Empty);
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private const string jsonNoScoreBackwardsCompatible =
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"{" +
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"\"id\":\"e02be50f56a8496b9ba995d19a904ada\"," +
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"\"group-id\":null," +
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"\"source-model\":\"mySourceModel-1\"," +
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"\"generated-time\":1520711961.00055," +
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"\"created-time\":1520711961.00055," +
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"\"close-time\":1520711961.00055," +
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"\"symbol\":\"BTCUSD XJ\"," +
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"\"ticker\":\"BTCUSD\"," +
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"\"type\":\"price\"," +
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"\"reference\":9143.53," +
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"\"reference-final\":0.0," +
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"\"direction\":\"up\"," +
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"\"period\":5.0," +
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"\"magnitude\":\"0.025\"," +
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"\"confidence\":null," +
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"\"weight\":null," +
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"\"score-final\":false," +
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"\"score-magnitude\":\"0\"," +
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"\"score-direction\":\"0\"," +
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"\"estimated-value\":\"0\"," +
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"\"tag\":null}";
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private string jsonWithScore = @"{""id"":""e02be50f56a8496b9ba995d19a904ada"",""groupId"":""a02be50f56a8496b9ba995d19a904ada"",""sourceModel"":""mySourceModel-1"",
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""generatedTime"":1520711961.00055,""createdTime"":1520711961.00055,""closeTime"":1520711961.00055,""symbol"":""BTCUSD XJ"",""ticker"":""BTCUSD"",""type"":""price"",
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""reference"":9143.53,""referenceValueFinal"":9243.53,""direction"":""up"",""period"":5.0,""magnitude"":""0.025"",""confidence"":null,""weight"":null,
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""scoreIsFinal"":true,""scoreMagnitude"":""1"",""scoreDirection"":""1"",""estimatedValue"":""1113.2484"",""tag"":null}".ReplaceLineEndings(string.Empty);
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private const string jsonWithScoreBackwardsCompatible =
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"{" +
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"\"id\":\"e02be50f56a8496b9ba995d19a904ada\"," +
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"\"group-id\":\"a02be50f56a8496b9ba995d19a904ada\"," +
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"\"source-model\":\"mySourceModel-1\"," +
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"\"generated-time\":1520711961.00055," +
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"\"created-time\":1520711961.00055," +
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"\"close-time\":1520711961.00055," +
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"\"symbol\":\"BTCUSD XJ\"," +
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"\"ticker\":\"BTCUSD\"," +
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"\"type\":\"price\"," +
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"\"reference\":9143.53," +
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"\"reference-final\":9243.53," +
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"\"direction\":\"up\"," +
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"\"period\":5.0," +
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"\"magnitude\":\"0.025\"," +
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"\"confidence\":null," +
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"\"weight\":null," +
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"\"score-final\":true," +
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"\"score-magnitude\":\"1\"," +
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"\"score-direction\":\"1\"," +
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"\"estimated-value\":\"1113.2484\"," +
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"\"tag\":null}";
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private const string jsonWithMissingCreatedTimeBackwardsCompatible =
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"{" +
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"\"id\":\"e02be50f56a8496b9ba995d19a904ada\"," +
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"\"group-id\":\"a02be50f56a8496b9ba995d19a904ada\"," +
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"\"source-model\":\"mySourceModel-1\"," +
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"\"generated-time\":1520711961.00055," +
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"\"close-time\":1520711961.00055," +
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"\"symbol\":\"BTCUSD XJ\"," +
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"\"ticker\":\"BTCUSD\"," +
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"\"type\":\"price\"," +
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"\"reference\":9143.53," +
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"\"reference-final\":9243.53," +
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"\"direction\":\"up\"," +
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"\"period\":5.0," +
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"\"magnitude\":0.025," +
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"\"confidence\":null," +
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"\"weight\":null," +
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"\"score-final\":true," +
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"\"score-magnitude\":\"1\"," +
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"\"score-direction\":\"1\"," +
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"\"estimated-value\":\"1113.2484\"," +
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"\"tag\":null}";
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private string jsonWithExpectedOutputFromMissingCreatedTimeValue = @"{""id"":""e02be50f56a8496b9ba995d19a904ada"",""groupId"":""a02be50f56a8496b9ba995d19a904ada"",
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""sourceModel"":""mySourceModel-1"",""generatedTime"":1520711961.00055,""createdTime"":1520711961.00055,""closeTime"":1520711961.00055,""symbol"":""BTCUSD XJ"",""ticker"":
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""BTCUSD"",""type"":""price"",""reference"":9143.53,""referenceValueFinal"":9243.53,""direction"":""up"",""period"":5.0,""magnitude"":""0.025"",""confidence"":null,
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""weight"":null,""scoreIsFinal"":true,""scoreMagnitude"":""1"",""scoreDirection"":""1"",""estimatedValue"":""1113.2484"",""tag"":null}".ReplaceLineEndings(string.Empty);
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private string jsonWithTag = @"{""id"":""e02be50f56a8496b9ba995d19a904ada"",""groupId"":""a02be50f56a8496b9ba995d19a904ada"",""sourceModel"":""mySourceModel-1"",
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""generatedTime"":1520711961.00055,""createdTime"":1520711961.00055,""closeTime"":1520711961.00055,""symbol"":""BTCUSD XJ"",""ticker"":""BTCUSD"",""type"":
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""price"",""reference"":9143.53,""referenceValueFinal"":9243.53,""direction"":""up"",""period"":5.0,""magnitude"":null,""confidence"":null,""weight"":null,
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""scoreIsFinal"":true,""scoreMagnitude"":""1"",""scoreDirection"":""1"",""estimatedValue"":""1113.2484"",""tag"":""additional information""}".ReplaceLineEndings(string.Empty);
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private const string jsonWithTagBackwardsCompatible =
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"{" +
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"\"id\":\"e02be50f56a8496b9ba995d19a904ada\"," +
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"\"group-id\":\"a02be50f56a8496b9ba995d19a904ada\"," +
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"\"source-model\":\"mySourceModel-1\"," +
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"\"generated-time\":1520711961.00055," +
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"\"created-time\":1520711961.00055," +
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"\"close-time\":1520711961.00055," +
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"\"symbol\":\"BTCUSD XJ\"," +
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"\"ticker\":\"BTCUSD\"," +
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"\"type\":\"price\"," +
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"\"reference\":9143.53," +
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"\"reference-final\":9243.53," +
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"\"direction\":\"up\"," +
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"\"period\":5.0," +
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"\"magnitude\":null," +
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"\"confidence\":null," +
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"\"weight\":null," +
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"\"score-final\":true," +
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"\"score-magnitude\":\"1\"," +
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"\"score-direction\":\"1\"," +
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"\"estimated-value\":\"1113.2484\"," +
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"\"tag\":\"additional information\"}";
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private string jsonWithoutTag = @"{""id"":""e02be50f56a8496b9ba995d19a904ada"",""groupId"":""a02be50f56a8496b9ba995d19a904ada"",
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""sourceModel"":""mySourceModel-1"",""generatedTime"":1520711961.00055,""createdTime"":1520711961.00055,""closeTime"":1520711961.00055,""symbol"":""BTCUSD XJ"",
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""ticker"":""BTCUSD"",""type"":""price"",""reference"":9143.53,""referenceValueFinal"":9243.53,""direction"":""up"",""period"":5.0,""magnitude"":null,
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""confidence"":null,""weight"":null,""scoreIsFinal"":true,""scoreMagnitude"":""1"",""scoreDirection"":""1"",""estimatedValue"":""1113.2484"",""tag"":null}".ReplaceLineEndings(string.Empty);
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private const string jsonWithoutTagBackwardsCompatible =
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"{" +
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"\"id\":\"e02be50f56a8496b9ba995d19a904ada\"," +
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"\"group-id\":\"a02be50f56a8496b9ba995d19a904ada\"," +
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"\"source-model\":\"mySourceModel-1\"," +
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"\"generated-time\":1520711961.00055," +
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"\"created-time\":1520711961.00055," +
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"\"close-time\":1520711961.00055," +
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"\"symbol\":\"BTCUSD XJ\"," +
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"\"ticker\":\"BTCUSD\"," +
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"\"type\":\"price\"," +
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"\"reference\":9143.53," +
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"\"reference-final\":9243.53," +
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"\"direction\":\"up\"," +
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"\"period\":5.0," +
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"\"magnitude\":null," +
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"\"confidence\":null," +
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"\"weight\":null," +
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"\"score-final\":true," +
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"\"score-magnitude\":\"1\"," +
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"\"score-direction\":\"1\"," +
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"\"estimated-value\":\"1113.2484\"," +
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"\"tag\":null}";
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}
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}
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Block a user