/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using System; using System.Linq; using NUnit.Framework; using QuantConnect.Configuration; using QuantConnect.DownloaderDataProvider.Launcher.Models; namespace QuantConnect.Tests.DownloaderDataProvider { [TestFixture] public class DataDownloadConfigTests { [TestCase(null, "BTCUSDT", SecurityType.Crypto, "coinbase", false)] [TestCase(null, "BTCUSDT", SecurityType.Crypto, "coinbase", true)] [TestCase("", "ETHUSDT", SecurityType.Crypto, "coinbase", false)] [TestCase("", "ETHUSDT", SecurityType.Crypto, "coinbase", true)] [TestCase(null, "AAPL", SecurityType.Equity, "usa", false)] [TestCase(null, "AAPL", SecurityType.Equity, "usa", true)] [TestCase("", "AAPL", SecurityType.Equity, "usa", false)] [TestCase("", "AAPL", SecurityType.Equity, "usa", true)] [TestCase("USA", "AAPL", SecurityType.Equity, "usa")] [TestCase("ICE", "AAPL", SecurityType.Equity, "ice")] public void ValidateMarketArguments(string market, string ticker, SecurityType securityType, string expectedMarket, bool skipConfigMarket = false) { Config.Set("data-type", "Trade"); Config.Set("resolution", "Daily"); Config.Set("security-type", $"{securityType}"); Config.Set("tickers", $"{{\"{ticker}\": \"\"}}"); Config.Set("start-date", "20240101"); Config.Set("end-date", "20240202"); if (!skipConfigMarket) { Config.Set("market", market); } var dataDownloadConfig = new DataDownloadConfig(); Assert.That(dataDownloadConfig.MarketName, Is.EqualTo(expectedMarket)); Config.Reset(); } [TestCase(Market.CME, Securities.Futures.Indices.SP500EMini + "H6", SecurityType.Future, false, 0, "2026/03/20")] [TestCase(Market.CME, Securities.Futures.Indices.SP500EMini, SecurityType.Future, true, 0, "2026/03/20")] [TestCase(Market.CME, "E", SecurityType.Future, true, 0, "2026/03/20")] [TestCase(Market.USA, "AAPL", SecurityType.Option, true, 0, "2026/03/20")] [TestCase(Market.USA, "AAPL260213C00262500", SecurityType.Option, false, 262.5, "2026/02/13")] [TestCase(Market.USA, "AAPL 260213C00262500", SecurityType.Option, false, 262.5, "2026/02/13")] [TestCase(Market.USA, "SPXW260213C06050000", SecurityType.IndexOption, false, 6050, "2026/02/13")] [TestCase(Market.USA, "SPXW 260213C06050000", SecurityType.IndexOption, false, 6050, "2026/02/13")] [TestCase(Market.CME, "ESH6 C7000", SecurityType.FutureOption, false, 7000, "2026/03/20")] [TestCase(Market.COMEX, "OGJ6 C4985", SecurityType.FutureOption, false, 4985, "2026/03/26")] [TestCase(Market.CME, "GFH6 C368.5", SecurityType.FutureOption, false, 368.5, "2026/03/26")] public void ShouldParseSymbolContractAndDownload(string expectedMarket, string ticker, SecurityType securityType, bool expectedIsCanonical, decimal expectedStrike, DateTime expectedExpiry) { Config.Set("data-type", "Trade"); Config.Set("resolution", "Daily"); Config.Set("security-type", $"{securityType}"); Config.Set("tickers", $"{{\"{ticker}\": \"\"}}"); Config.Set("start-date", "20260201"); Config.Set("end-date", "20260213"); Config.Set("market", expectedMarket); var dataDownloadConfig = new DataDownloadConfig(); Assert.IsNotEmpty(dataDownloadConfig.Symbols); Assert.AreEqual(1, dataDownloadConfig.Symbols.Count); var symbol = dataDownloadConfig.Symbols.First(); Assert.IsNotNull(symbol); Assert.AreEqual(expectedIsCanonical, symbol.IsCanonical()); Assert.AreEqual(symbol.ID.Market, expectedMarket); if (!symbol.IsCanonical()) { Assert.AreEqual(expectedExpiry, symbol.ID.Date.Date); } if (securityType.IsOption()) { Assert.AreEqual(expectedStrike, symbol.ID.StrikePrice); } } } }