wehub-resource-sync
116 lines
4.1 KiB
C#
116 lines
4.1 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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*/
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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 NUnit.Framework;
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using QuantConnect.Algorithm.CSharp;
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using QuantConnect.Configuration;
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using QuantConnect.Data;
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using QuantConnect.Interfaces;
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using QuantConnect.Lean.Engine.DataFeeds;
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using QuantConnect.Packets;
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namespace QuantConnect.Tests.Engine.DataFeeds
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{
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[TestFixture]
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public class DataPermissionManagerTests
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{
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[SetUp]
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public void SetUp()
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{
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Config.Set("data-permission-manager", "TestDataPermissionManager");
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TestInvalidConfigurationAlgorithm.Count = 0;
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}
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[TearDown]
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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 InvalidConfigurationAddSecurity()
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{
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var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(nameof(BasicTemplateDailyAlgorithm),
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new Dictionary<string, string>(),
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Language.CSharp,
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// will throw on initialization
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AlgorithmStatus.Running);
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var result = AlgorithmRunner.RunLocalBacktest(parameter.Algorithm,
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parameter.Statistics,
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parameter.Language,
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parameter.ExpectedFinalStatus);
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// algorithm was never set
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Assert.IsEmpty(result.AlgorithmManager.AlgorithmId);
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}
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[Test]
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public void InvalidConfigurationHistoryRequest()
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{
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var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(nameof(TestInvalidConfigurationAlgorithm),
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new Dictionary<string, string>(),
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Language.CSharp,
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// will throw on initialization
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AlgorithmStatus.Running);
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var result = AlgorithmRunner.RunLocalBacktest(parameter.Algorithm,
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parameter.Statistics,
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parameter.Language,
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parameter.ExpectedFinalStatus,
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setupHandler: "TestInvalidConfigurationSetupHandler");
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// algorithm was never set
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Assert.IsEmpty(result.AlgorithmManager.AlgorithmId);
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// let's assert initialize was called by the history call failed
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Assert.AreEqual(1, TestInvalidConfigurationAlgorithm.Count);
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}
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public class TestDataPermissionManager : DataPermissionManager
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{
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public override void AssertConfiguration(SubscriptionDataConfig subscriptionDataConfig, DateTime startTimeLocal, DateTime endTimeLocal)
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{
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throw new InvalidOperationException("Invalid configuration");
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}
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}
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public class TestInvalidConfigurationAlgorithm : BasicTemplateDailyAlgorithm
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{
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public static int Count;
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public override void Initialize()
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{
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Count++;
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#pragma warning disable CS0618
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History("SPY", 1, Resolution.Tick).ToList();
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#pragma warning restore CS0618
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Count++;
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}
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}
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public class TestInvalidConfigurationSetupHandler : AlgorithmRunner.RegressionSetupHandlerWrapper
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{
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public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePacket, string assemblyPath)
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{
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Algorithm = new TestInvalidConfigurationAlgorithm();
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return Algorithm;
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}
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}
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}
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}
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