wehub-resource-sync
517 lines
25 KiB
C#
517 lines
25 KiB
C#
/*
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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.Linq;
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using NodaTime;
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using NUnit.Framework;
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using Python.Runtime;
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using QuantConnect.Algorithm;
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using QuantConnect.Algorithm.Framework.Alphas;
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using QuantConnect.Algorithm.Framework.Portfolio;
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using QuantConnect.Data.Market;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Securities;
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using QuantConnect.Securities.Equity;
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using QuantConnect.Tests.Common.Data.UniverseSelection;
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using QuantConnect.Tests.Engine.DataFeeds;
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namespace QuantConnect.Tests.Algorithm.Framework.Portfolio
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{
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[TestFixture]
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public class AccumulativeInsightPortfolioConstructionModelTests
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{
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private QCAlgorithm _algorithm;
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private const decimal _startingCash = 100000;
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private const double DefaultPercent = 0.03;
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[SetUp]
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public void SetUp()
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{
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_algorithm = new QCAlgorithm();
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_algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(_algorithm));
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var prices = new Dictionary<Symbol, decimal>
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{
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{ Symbol.Create("AIG", SecurityType.Equity, Market.USA), 55.22m },
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{ Symbol.Create("IBM", SecurityType.Equity, Market.USA), 145.17m },
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{ Symbol.Create("SPY", SecurityType.Equity, Market.USA), 281.79m },
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};
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foreach (var kvp in prices)
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{
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var symbol = kvp.Key;
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var security = GetSecurity(symbol);
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security.SetMarketPrice(new Tick(_algorithm.Time, symbol, kvp.Value, kvp.Value));
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_algorithm.Securities.Add(symbol, security);
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}
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}
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[Test]
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[TestCase(Language.Python)]
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[TestCase(Language.CSharp)]
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public void EmptyInsightsReturnsEmptyTargets(Language language)
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{
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SetPortfolioConstruction(language, _algorithm);
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var actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]);
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Assert.AreEqual(0, actualTargets.Count());
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}
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[Test]
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[TestCase(Language.Python, InsightDirection.Up)]
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[TestCase(Language.Python, InsightDirection.Down)]
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[TestCase(Language.Python, InsightDirection.Flat)]
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[TestCase(Language.CSharp, InsightDirection.Up)]
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[TestCase(Language.CSharp, InsightDirection.Down)]
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[TestCase(Language.CSharp, InsightDirection.Flat)]
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public void InsightsReturnsTargetsConsistentWithDirection(Language language, InsightDirection direction)
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{
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SetPortfolioConstruction(language, _algorithm);
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var amount = _algorithm.Portfolio.TotalPortfolioValue * (decimal)DefaultPercent;
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var expectedTargets = _algorithm.Securities
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.Select(x => new PortfolioTarget(x.Key, (int)direction
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* Math.Floor(amount / x.Value.Price)));
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var insights = _algorithm.Securities.Keys.Select(x => GetInsight(x, direction, _algorithm.UtcTime));
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var actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights.ToArray());
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AssertTargets( expectedTargets, actualTargets);
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}
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[Test]
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[TestCase(Language.Python)]
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[TestCase(Language.CSharp)]
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public void LongTermInsightCanceledByNew(Language language)
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{
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SetPortfolioConstruction(language, _algorithm);
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// First emit long term insight
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var insights = new[] { GetInsight(Symbols.SPY, InsightDirection.Down, _algorithm.UtcTime) };
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var targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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var expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, -1m * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// One minute later, emits short term insight to cancel long
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SetUtcTime(_algorithm.Time.AddMinutes(1));
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insights = new[] { GetInsight(Symbols.SPY, InsightDirection.Up, _algorithm.UtcTime, Time.OneMinute) };
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, 0) };
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AssertTargets(expectedTargets, targets);
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// One minute later, emit empty insights array, short term insight expires but should stay -1 since long term insight is still valid
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SetUtcTime(_algorithm.Time.AddMinutes(1.1));
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, -1m * (decimal)DefaultPercent) };
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var actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]);
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AssertTargets(expectedTargets, actualTargets);
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// should stay 0 *after* the long expires
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SetUtcTime(_algorithm.Time.AddYears(1));
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, 0) };
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actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]);
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AssertTargets(expectedTargets, actualTargets);
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}
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[Test]
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[TestCase(Language.Python, InsightDirection.Up)]
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[TestCase(Language.Python, InsightDirection.Down)]
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[TestCase(Language.CSharp, InsightDirection.Up)]
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[TestCase(Language.CSharp, InsightDirection.Down)]
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public void LongTermInsightAccumulatesByNew(Language language, InsightDirection direction)
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{
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SetPortfolioConstruction(language, _algorithm);
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// First emit long term insight
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var insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime) };
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var targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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var expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// One minute later, emits short term insight to add long
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SetUtcTime(_algorithm.UtcTime.AddMinutes(1));
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insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime, Time.OneMinute) };
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * 2 * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// One minute later, emit empty insights array, should return to nomral after the long expires
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SetUtcTime(_algorithm.UtcTime.AddMinutes(1.1));
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * (decimal)DefaultPercent) };
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// Create target from an empty insights array
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var actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]);
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AssertTargets(expectedTargets, actualTargets);
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}
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[Test]
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[TestCase(Language.Python, InsightDirection.Up)]
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[TestCase(Language.Python, InsightDirection.Down)]
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[TestCase(Language.CSharp, InsightDirection.Up)]
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[TestCase(Language.CSharp, InsightDirection.Down)]
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public void FlatUndoesAccumulation(Language language, InsightDirection direction)
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{
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SetPortfolioConstruction(language, _algorithm);
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// First emit long term insight
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var insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime) };
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var targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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var expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// One minute later, emits insight to add to portfolio
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SetUtcTime(_algorithm.UtcTime.AddMinutes(1));
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insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime) };
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * 2 * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// One minute later, emits flat insight
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SetUtcTime(_algorithm.UtcTime.AddMinutes(1));
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insights = new[] { GetInsight(Symbols.SPY, InsightDirection.Flat, _algorithm.UtcTime) };
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// now we should reach 0 percent
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insights = new[] { GetInsight(Symbols.SPY, InsightDirection.Flat, _algorithm.UtcTime) };
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, 0) };
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AssertTargets(expectedTargets, targets);
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}
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[Test]
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[TestCase(Language.Python, InsightDirection.Up)]
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[TestCase(Language.Python, InsightDirection.Down)]
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[TestCase(Language.CSharp, InsightDirection.Up)]
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[TestCase(Language.CSharp, InsightDirection.Down)]
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public void InsightExpirationUndoesAccumulationBySteps(Language language, InsightDirection direction)
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{
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SetPortfolioConstruction(language, _algorithm);
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// First emit long term insight
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SetUtcTime(_algorithm.Time);
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var insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime, TimeSpan.FromMinutes(10)) };
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var targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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var expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// One minute later, emits insight to add to portfolio
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SetUtcTime(_algorithm.Time.AddMinutes(1));
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insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime, TimeSpan.FromMinutes(10)) };
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * 2 * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// the first insight should expire
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SetUtcTime(_algorithm.Time.AddMinutes(10));
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// the second insight should expire
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SetUtcTime(_algorithm.Time.AddMinutes(1));
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, 0) };
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AssertTargets(expectedTargets, targets);
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}
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[TestCase(Language.Python, InsightDirection.Up)]
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[TestCase(Language.Python, InsightDirection.Down)]
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[TestCase(Language.CSharp, InsightDirection.Up)]
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[TestCase(Language.CSharp, InsightDirection.Down)]
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public void RespectsRebalancingPeriod(Language language, InsightDirection direction)
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{
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PortfolioConstructionModel model = new AccumulativeInsightPortfolioConstructionModel(Resolution.Daily);
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if (language == Language.Python)
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{
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using (Py.GIL())
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{
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var name = nameof(AccumulativeInsightPortfolioConstructionModel);
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dynamic instance = Py.Import(name).GetAttr(name);
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model = new PortfolioConstructionModelPythonWrapper(instance(Resolution.Daily));
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}
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}
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model.RebalanceOnSecurityChanges = false;
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model.RebalanceOnInsightChanges = false;
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SetUtcTime(new DateTime(2018, 7, 31));
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// First emit long term insight
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var insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime, TimeSpan.FromDays(10)) };
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AssertTargets(new List<IPortfolioTarget>(), model.CreateTargets(_algorithm, insights).ToList());
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// One minute later, emits insight to add to portfolio
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SetUtcTime(_algorithm.Time.AddMinutes(1));
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insights = new[] { GetInsight(Symbols.SPY, direction, _algorithm.UtcTime, TimeSpan.FromMinutes(10)) };
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AssertTargets(new List<IPortfolioTarget>(), model.CreateTargets(_algorithm, insights));
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// the second insight should expire
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SetUtcTime(_algorithm.Time.AddMinutes(1));
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AssertTargets(new List<IPortfolioTarget>(), model.CreateTargets(_algorithm, insights));
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// the rebalancing period is due and the first insight is still valid
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SetUtcTime(_algorithm.Time.AddDays(1));
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var targets = model.CreateTargets(_algorithm, new Insight[0]);
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var expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// the rebalancing period is due and no insight is valid
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SetUtcTime(_algorithm.Time.AddDays(10));
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AssertTargets(
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new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, 0) },
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model.CreateTargets(_algorithm, new Insight[0]));
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AssertTargets(new List<IPortfolioTarget>(), model.CreateTargets(_algorithm, new Insight[0]));
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}
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[Test]
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[TestCase(Language.Python, InsightDirection.Up)]
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[TestCase(Language.Python, InsightDirection.Down)]
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[TestCase(Language.CSharp, InsightDirection.Up)]
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[TestCase(Language.CSharp, InsightDirection.Down)]
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public void InsightExpirationUndoesAccumulation(Language language, InsightDirection direction)
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{
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SetPortfolioConstruction(language, _algorithm);
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// First emit long term insight
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SetUtcTime(_algorithm.Time);
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var insights = new[]
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{
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GetInsight(Symbols.SPY, direction, _algorithm.UtcTime, TimeSpan.FromMinutes(10)),
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GetInsight(Symbols.SPY, direction, _algorithm.UtcTime, TimeSpan.FromMinutes(10))
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};
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var targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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var expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, (int)direction * 1m * 2 * (decimal)DefaultPercent) };
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AssertTargets(expectedTargets, targets);
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// both insights should expire
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SetUtcTime(_algorithm.Time.AddMinutes(11));
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]).ToList();
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expectedTargets = new List<IPortfolioTarget> { PortfolioTarget.Percent(_algorithm, Symbols.SPY, 0) };
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AssertTargets(expectedTargets, targets);
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// we expect no target
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targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new Insight[0]).ToList();
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AssertTargets(new List<IPortfolioTarget>(), targets);
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}
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[Test]
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[TestCase(Language.Python)]
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[TestCase(Language.CSharp)]
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public void WeightsProportionally(Language language)
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{
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SetPortfolioConstruction(language, _algorithm);
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var insights = new[]
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{
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GetInsight(Symbols.SPY, InsightDirection.Down, _algorithm.UtcTime),
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GetInsight(Symbol.Create("IBM", SecurityType.Equity, Market.USA),
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InsightDirection.Down, _algorithm.UtcTime)
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};
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// they will each share, proportionally, the total portfolio value
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var amount = _algorithm.Portfolio.TotalPortfolioValue * (decimal)DefaultPercent;
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var expectedTargets = _algorithm.Securities.Where(pair => insights.Any(insight => pair.Key == insight.Symbol))
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.Select(x => new PortfolioTarget(x.Key, (int)InsightDirection.Down * Math.Floor(amount / x.Value.Price)));
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var actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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Assert.AreEqual(2, actualTargets.Count);
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AssertTargets(expectedTargets, actualTargets);
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}
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[Test]
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[TestCase(Language.Python)]
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[TestCase(Language.CSharp)]
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public void GeneratesTargetsForInsightsWithNoConfidence(Language language)
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{
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SetPortfolioConstruction(language, _algorithm);
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var insights = new[]
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{
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GetInsight(Symbols.SPY, InsightDirection.Down, _algorithm.UtcTime, confidence:null)
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};
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var actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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Assert.AreEqual(1, actualTargets.Count);
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}
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[Test]
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[TestCase(Language.Python)]
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[TestCase(Language.CSharp)]
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public void GeneratesNormalTargetForZeroInsightConfidence(Language language)
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{
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SetPortfolioConstruction(language, _algorithm);
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var insights = new[]
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{
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GetInsight(Symbols.SPY, InsightDirection.Down, _algorithm.UtcTime, confidence:0)
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};
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// they will each share, proportionally, the total portfolio value
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var amount = _algorithm.Portfolio.TotalPortfolioValue * (decimal)DefaultPercent;
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var expectedTargets = _algorithm.Securities.Where(pair => insights.Any(insight => pair.Key == insight.Symbol))
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.Select(x => new PortfolioTarget(x.Key, (int)InsightDirection.Down * Math.Floor(amount / x.Value.Price)));
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var actualTargets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights).ToList();
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AssertTargets(expectedTargets, actualTargets);
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}
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[TestCase(Language.CSharp, PortfolioBias.Long)]
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[TestCase(Language.Python, PortfolioBias.Long)]
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[TestCase(Language.CSharp, PortfolioBias.Short)]
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[TestCase(Language.Python, PortfolioBias.Short)]
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public void PortfolioBiasIsRespected(Language language, PortfolioBias bias)
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{
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SetPortfolioConstruction(language, _algorithm, bias);
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var now = new DateTime(2018, 7, 31);
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SetUtcTime(now.ConvertFromUtc(_algorithm.TimeZone));
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var appl = _algorithm.AddEquity("AAPL");
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appl.SetMarketPrice(new Tick(now, appl.Symbol, 10, 10));
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var spy = _algorithm.AddEquity("SPY");
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spy.SetMarketPrice(new Tick(now, spy.Symbol, 20, 20));
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var ibm = _algorithm.AddEquity("IBM");
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ibm.SetMarketPrice(new Tick(now, ibm.Symbol, 30, 30));
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var aig = _algorithm.AddEquity("AIG");
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aig.SetMarketPrice(new Tick(now, aig.Symbol, 30, 30));
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var qqq = _algorithm.AddEquity("QQQ");
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qqq.SetMarketPrice(new Tick(now, qqq.Symbol, 30, 30));
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var insights = new[]
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{
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new Insight(now, appl.Symbol, TimeSpan.FromDays(1), InsightType.Price, InsightDirection.Up, 0.1d, null),
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new Insight(now, spy.Symbol, TimeSpan.FromDays(1), InsightType.Price, InsightDirection.Down, -0.1d, null),
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new Insight(now, ibm.Symbol, TimeSpan.FromDays(1), InsightType.Price, InsightDirection.Down, 0d, null),
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new Insight(now, aig.Symbol, TimeSpan.FromDays(1), InsightType.Price, InsightDirection.Down, -0.1d, null),
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new Insight(now, qqq.Symbol, TimeSpan.FromDays(1), InsightType.Price, InsightDirection.Up, 0.1d, null)
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|
};
|
|
_algorithm.PortfolioConstruction.OnSecuritiesChanged(_algorithm, SecurityChangesTests.AddedNonInternal(appl, spy, ibm, aig, qqq));
|
|
|
|
var createdValidTarget = false;
|
|
_algorithm.Insights.AddRange(insights);
|
|
foreach (var target in _algorithm.PortfolioConstruction.CreateTargets(_algorithm, insights))
|
|
{
|
|
QuantConnect.Logging.Log.Trace($"{target.Symbol}: {target.Quantity}");
|
|
if (target.Quantity == 0)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
createdValidTarget = true;
|
|
Assert.AreEqual(Math.Sign((int)bias), Math.Sign(target.Quantity));
|
|
}
|
|
|
|
Assert.IsTrue(createdValidTarget);
|
|
}
|
|
|
|
private Security GetSecurity(Symbol symbol)
|
|
{
|
|
var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
|
|
return new Equity(
|
|
symbol,
|
|
exchangeHours,
|
|
new Cash(Currencies.USD, 0, 1),
|
|
SymbolProperties.GetDefault(Currencies.USD),
|
|
ErrorCurrencyConverter.Instance,
|
|
RegisteredSecurityDataTypesProvider.Null,
|
|
new SecurityCache()
|
|
);
|
|
}
|
|
|
|
private Insight GetInsight(Symbol symbol, InsightDirection direction, DateTime generatedTimeUtc, TimeSpan? period = null, double? confidence = DefaultPercent)
|
|
{
|
|
period ??= TimeSpan.FromDays(1);
|
|
var insight = Insight.Price(symbol, period.Value, direction, confidence: confidence);
|
|
insight.GeneratedTimeUtc = generatedTimeUtc;
|
|
insight.CloseTimeUtc = generatedTimeUtc.Add(period.Value);
|
|
_algorithm.Insights.Add(insight);
|
|
return insight;
|
|
}
|
|
|
|
private void SetPortfolioConstruction(Language language, QCAlgorithm algorithm, PortfolioBias bias= PortfolioBias.LongShort)
|
|
{
|
|
algorithm.SetPortfolioConstruction(new AccumulativeInsightPortfolioConstructionModel((Func<DateTime,DateTime>)null, bias));
|
|
if (language == Language.Python)
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
var name = nameof(AccumulativeInsightPortfolioConstructionModel);
|
|
var instance = Py.Import(name).GetAttr(name).Invoke(((object)null).ToPython(), ((int)bias).ToPython());
|
|
var model = new PortfolioConstructionModelPythonWrapper(instance);
|
|
algorithm.SetPortfolioConstruction(model);
|
|
}
|
|
}
|
|
|
|
foreach (var kvp in _algorithm.Portfolio)
|
|
{
|
|
kvp.Value.SetHoldings(kvp.Value.Price, 0);
|
|
}
|
|
_algorithm.Portfolio.SetCash(_startingCash);
|
|
SetUtcTime(new DateTime(2018, 7, 31));
|
|
|
|
var changes = SecurityChangesTests.AddedNonInternal(_algorithm.Securities.Values.ToArray());
|
|
algorithm.PortfolioConstruction.OnSecuritiesChanged(_algorithm, changes);
|
|
}
|
|
|
|
private void SetUtcTime(DateTime dateTime)
|
|
{
|
|
_algorithm.SetDateTime(dateTime.ConvertToUtc(_algorithm.TimeZone));
|
|
}
|
|
|
|
private void AssertTargets(IEnumerable<IPortfolioTarget> expectedTargets, IEnumerable<IPortfolioTarget> actualTargets)
|
|
{
|
|
var list = actualTargets.ToList();
|
|
Assert.AreEqual(expectedTargets.Count(), list.Count);
|
|
|
|
foreach (var expected in expectedTargets)
|
|
{
|
|
var actual = list.FirstOrDefault(x => x.Symbol == expected.Symbol);
|
|
Assert.IsNotNull(actual);
|
|
Assert.AreEqual(expected.Quantity, actual.Quantity);
|
|
}
|
|
}
|
|
}
|
|
}
|