chore: import upstream snapshot with attribution
This commit is contained in:
wehub-resource-sync
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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 McMaster.Extensions.CommandLineUtils;
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using NUnit.Framework;
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using QuantConnect.Configuration;
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using System;
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using System.Collections.Generic;
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using System.Globalization;
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using System.Text.RegularExpressions;
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using Newtonsoft.Json;
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namespace QuantConnect.Tests.Configuration
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{
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[TestFixture]
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public class ApplicationParserTests
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{
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private static readonly List<CommandLineOption> Options = new List<CommandLineOption>
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{
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new CommandLineOption("config", CommandOptionType.SingleValue),
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new CommandLineOption("algorithm-id", CommandOptionType.SingleValue),
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// limits on number of symbols to allow
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new CommandLineOption("symbol-minute-limit", CommandOptionType.SingleValue),
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new CommandLineOption("symbol-second-limit", CommandOptionType.SingleValue),
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new CommandLineOption("symbol-tick-limit", CommandOptionType.SingleValue),
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new CommandLineOption("debugging", CommandOptionType.SingleValue),
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// if one uses true in following token, market hours will remain open all hours and all days.
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// if one uses false will make lean operate only during regular market hours.
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new CommandLineOption("force-exchange-always-open", CommandOptionType.NoValue),
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// parameters to set in the algorithm (the below are just samples)
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new CommandLineOption("parameters", CommandOptionType.MultipleValue)
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};
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[Test]
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public void ReturnProperNumberOfArgs()
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{
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var args = $"--algorithm-id value --debugging true --symbol-tick-limit 100 --parameters \"ema-slow\":1,\"ema-fast\":\"10\"";
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var options = ApplicationParser.Parse(
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"Test AppName",
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"Test Description",
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"Test Help Text",
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args.Split(new[] { " " }, StringSplitOptions.None),
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Options);
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Assert.AreEqual(Regex.Matches(args, "--").Count, options.Count);
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}
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[Test]
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public void ThrowIfNoValueCommandOptionProvided()
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{
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var args = $"--force-exchange-always-open false";
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Assert.Throws<UnrecognizedCommandParsingException>(
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() =>
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{
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var options = ApplicationParser.Parse(
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"Test AppName",
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"Test Description",
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"Test Help Text",
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args.Split(new[] { " " }, StringSplitOptions.None),
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Options);
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}
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);
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}
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[Test]
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public void PaserNoValueArg()
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{
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var args = new[] { "--force-exchange-always-open" };
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var options = ApplicationParser.Parse(
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"Test AppName",
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"Test Description",
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"Test Help Text",
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args,
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Options);
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Assert.AreEqual(1, options.Count);
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foreach (var option in options)
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{
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Assert.IsInstanceOf<bool>(option.Value);
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Assert.IsTrue((bool) option.Value);
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}
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}
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[TestCase("algorithm-id", "\"AlgorithmId\"")]
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[TestCase("debugging", "false")]
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[TestCase("debugging", "\"true\"")]
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[TestCase("symbol-second-limit", "100")]
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[TestCase("symbol-second-limit", "\"100\"")]
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[TestCase("symbol-second-limit", "100.0")]
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[TestCase("symbol-second-limit", "\"100.0\"")]
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public void ParseSingleValueArgs(string command, object value)
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{
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var args = $"--{command} {value}";
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var options = ApplicationParser.Parse(
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"Test AppName",
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"Test Description",
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"Test Help Text",
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args.Split(new[] { " " }, StringSplitOptions.None),
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Options);
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Assert.AreEqual(1, options.Count);
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foreach (var option in options)
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{
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Assert.IsInstanceOf<string>(option.Value);
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Assert.AreEqual(value, option.Value);
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}
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}
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[Test]
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public void ParseMultiValueArgs()
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{
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var args = $"--parameters \"ema-slow\":1,\"ema-fast\":\"10\",\"line-slow\":20.0,\"line-fast\":\"100.0\"";
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var options = ApplicationParser.Parse(
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"Test AppName",
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"Test Description",
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"Test Help Text",
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args.Split(new[] { " " }, StringSplitOptions.None),
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Options);
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Assert.AreEqual(1, options.Count);
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Assert.IsTrue(options.ContainsKey("parameters"));
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var parameters = options["parameters"] as Dictionary<string, string>;
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Assert.IsNotNull(parameters);
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Assert.AreEqual(4, parameters.Keys.Count);
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foreach (var parameter in parameters)
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{
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Assert.IsInstanceOf<string>(parameter.Value);
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}
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}
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[TestCase("algorithmId", true, 100, 100.5, 1, 100.5)]
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[TestCase("algorithmId", "true", "100", "100.5", "1", "100.5")]
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public void MergeWithArguments(string str, object bValue, object iValue, object dValue, object iParamValue, object dParamValue)
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{
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var args = $"--algorithm-id {str} --debugging {bValue} --symbol-tick-limit {iValue} --symbol-second-limit {Convert.ToString(dValue, CultureInfo.InvariantCulture)} --parameters ema-slow:{iParamValue},ema-fast:{Convert.ToString(dParamValue, CultureInfo.InvariantCulture)}";
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var options = ApplicationParser.Parse(
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"Test AppName",
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"Test Description",
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"Test Help Text",
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args.Split(new[] { " " }, StringSplitOptions.None),
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Options);
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Config.MergeCommandLineArgumentsWithConfiguration(options);
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Assert.AreEqual("algorithmId", Config.Get("algorithm-id"));
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Assert.AreEqual(true, Config.GetBool("debugging"));
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Assert.AreEqual(100, Config.GetInt("symbol-tick-limit"));
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Assert.AreEqual(100.5, Config.GetDouble("symbol-second-limit"));
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var parameters = new Dictionary<string, string>();
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var parametersConfigString = Config.Get("parameters");
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if (!string.IsNullOrEmpty(parametersConfigString))
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{
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parameters = JsonConvert.DeserializeObject<Dictionary<string, string>>(parametersConfigString);
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}
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Assert.Contains("ema-slow", parameters.Keys);
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Assert.AreEqual(1, parameters["ema-slow"].ConvertTo<int>());
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Assert.Contains("ema-fast", parameters.Keys);
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Assert.AreEqual(100.5, parameters["ema-fast"].ConvertTo<double>());
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}
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}
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}
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@@ -0,0 +1,185 @@
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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 System.Collections.Generic;
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using System.IO;
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using Newtonsoft.Json.Linq;
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using NUnit.Framework;
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using QuantConnect.Configuration;
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using static System.FormattableString;
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namespace QuantConnect.Tests.Configuration
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{
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[TestFixture]
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public class ConfigTests
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{
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[OneTimeSetUp]
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public void SetUp()
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{
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Config.Reset();
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}
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[OneTimeTearDown]
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public void TearDown()
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{
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Config.Reset();
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}
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[Test]
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public void SetRespectsEnvironment()
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{
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bool betaMode = Config.GetBool("beta-mode");
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var env = Config.Get("environment");
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Config.Set(env + ".beta-mode", betaMode ? "false" : "true");
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bool betaMode2 = Config.GetBool("beta-mode");
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Assert.AreNotEqual(betaMode, betaMode2);
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}
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[Test]
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public void ChangeConfigurationFileNameWrites()
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{
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// we need to load the current config, since it's lazy we get the current env to load it up
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var env = Config.GetEnvironment();
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var tempFile = Path.GetTempFileName();
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Config.SetConfigurationFile(tempFile);
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Config.Write();
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Assert.True(File.Exists(tempFile));
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Assert.True(File.ReadAllText(tempFile).Length > 0);
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File.Delete(tempFile);
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var defaultFile = "config.json";
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Config.SetConfigurationFile(defaultFile);
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Assert.True(File.Exists(defaultFile));
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Assert.True(File.ReadAllText(defaultFile).Length > 0);
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}
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[Test]
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public void FlattenTest()
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{
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// read in and rewrite the environment based on the settings
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const string overrideEnvironment = "live-paper.beta";
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var config = JObject.Parse(
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@"{
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'some-setting': 'false',
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environments: {
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'live-paper': {
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'some-setting': 'true',
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'environments': {
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'beta': {
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'some-setting2': 'true'
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}
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}
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}
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}
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}");
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var configCopy = config.DeepClone();
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var clone = Config.Flatten(config, overrideEnvironment);
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// remove environments
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Assert.IsNull(clone.Property("environment"));
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Assert.IsNull(clone.Property("environments"));
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// properly applied environment
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Assert.AreEqual("true", clone.Property("some-setting").Value.ToString());
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Assert.AreEqual("true", clone.Property("some-setting2").Value.ToString());
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Assert.AreEqual(configCopy, config);
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}
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[Test]
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public void GetValueHandlesDateTime()
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{
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GetValueHandles(new DateTime(2015, 1, 2, 3, 4, 5));
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}
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[Test]
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public void GetValueHandlesTimeSpan()
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{
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GetValueHandles(new TimeSpan(1, 2, 3, 4, 5));
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}
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private static readonly TestCaseData[] DecimalValue =
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{
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new TestCaseData(100m)
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};
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private static readonly TestCaseData[] DecimalWithExpectedValue =
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{
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new TestCaseData(100m, (int)100)
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};
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[TestCase("value")]
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[TestCase("true")]
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[TestCase(true)]
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[TestCase("1")]
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[TestCase(1)]
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[TestCase("1.0")]
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[TestCase(1d)]
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[Test, TestCaseSource(nameof(DecimalValue))]
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public void GetString(object value)
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{
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Config.MergeCommandLineArgumentsWithConfiguration(new Dictionary<string, object>() { { "temp-value", value } });
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var actual = Config.Get("temp-value");
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Assert.AreEqual(typeof(string), actual.GetType());
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}
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[TestCase("true", true)]
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[TestCase(true, true)]
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[TestCase("false", false)]
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[TestCase(false, false)]
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public void GetBool(object value, bool expected)
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{
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Config.MergeCommandLineArgumentsWithConfiguration(new Dictionary<string, object>() { { "temp-value", value } });
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Assert.AreEqual(expected, Config.GetBool("temp-value"));
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}
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[TestCase("1", 1)]
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[TestCase(1, 1)]
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[TestCase(2d, 2)]
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[Test, TestCaseSource(nameof(DecimalWithExpectedValue))]
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public void GetInt(object value, object expected)
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{
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Config.MergeCommandLineArgumentsWithConfiguration(new Dictionary<string, object>() { { "temp-value", value } });
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Assert.AreEqual(expected, Config.GetInt("temp-value"));
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}
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[TestCase("100.0", 100)]
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[TestCase(50d, 50)]
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[Test, TestCaseSource(nameof(DecimalWithExpectedValue))]
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public void GetDouble(object value, double expected)
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{
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Config.MergeCommandLineArgumentsWithConfiguration(new Dictionary<string, object>() { { "temp-value", value } });
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Assert.AreEqual(expected, Config.GetDouble("temp-value"));
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}
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private void GetValueHandles<T>(T value)
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{
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var configValue = Invariant($"{value}");
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Config.Set("temp-value", configValue);
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var actual = Config.GetValue<T>("temp-value");
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Assert.AreEqual(value, actual);
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}
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}
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}
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