chore: import upstream snapshot with attribution
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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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