102 lines
3.1 KiB
C#
102 lines
3.1 KiB
C#
/*
|
|
* 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 NUnit.Framework;
|
|
using Python.Runtime;
|
|
using static QLNet.NumericHaganPricer;
|
|
|
|
namespace QuantConnect.Tests.Python
|
|
{
|
|
[TestFixture]
|
|
// TODO: Rename to PandasPythonTests, dedicate class to python tests under ./PandasTests directory
|
|
public class PandasIndexingTests
|
|
{
|
|
private dynamic _module;
|
|
private dynamic _pandasIndexingTests;
|
|
private dynamic _pandasDataFrameTests;
|
|
|
|
[SetUp]
|
|
public void Setup()
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
_module = Py.Import("PandasIndexingTests");
|
|
_pandasIndexingTests = _module.PandasIndexingTests();
|
|
_pandasDataFrameTests = _module.PandasDataFrameTests();
|
|
}
|
|
}
|
|
|
|
[Test]
|
|
public void IndexingDataFrameWithList()
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
Assert.DoesNotThrow((() => _pandasIndexingTests.test_indexing_dataframe_with_list()));
|
|
}
|
|
}
|
|
|
|
[Test]
|
|
public void ContainsUserMappedTickers()
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
PyObject result = _pandasDataFrameTests.test_contains_user_mapped_ticker();
|
|
var test = result.As<bool>();
|
|
|
|
Assert.IsTrue(test);
|
|
}
|
|
}
|
|
|
|
[TestCase("SPY WhatEver")]
|
|
[TestCase("Sharpe ratio")]
|
|
public void ContainsUserDefinedColumnsWithSpaces(string columnName)
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
PyObject result = _pandasDataFrameTests.test_contains_user_defined_columns_with_spaces(columnName);
|
|
var test = result.As<bool>();
|
|
|
|
Assert.IsTrue(test);
|
|
}
|
|
}
|
|
|
|
[Test]
|
|
public void ExpectedException()
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
PyObject result = _pandasDataFrameTests.test_expected_exception();
|
|
var exception = result.As<string>();
|
|
|
|
Assert.IsTrue(exception.Contains("No key found for either mapped or original key.", StringComparison.InvariantCulture), exception);
|
|
}
|
|
}
|
|
|
|
[Test]
|
|
public void ColumnEqualsOnlyMatchingString()
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
PyObject result = _pandasDataFrameTests.test_column_equals_only_matching_string();
|
|
var test = result.As<bool>();
|
|
|
|
Assert.IsTrue(test);
|
|
}
|
|
}
|
|
}
|
|
}
|