wehub-resource-sync
60 lines
1.8 KiB
C#
60 lines
1.8 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 NUnit.Framework;
|
|
using Python.Runtime;
|
|
using QuantConnect.AlgorithmFactory.Python.Wrappers;
|
|
using System;
|
|
using System.Collections.Generic;
|
|
using System.IO;
|
|
using QuantConnect.Orders;
|
|
using Moq;
|
|
using static QuantConnect.Tests.Engine.PerformanceBenchmarkAlgorithms;
|
|
using QuantConnect.Python;
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect.Tests.Python
|
|
{
|
|
[TestFixture]
|
|
public class SettlementModelPythonWrapperTests
|
|
{
|
|
[Test]
|
|
public void GetsDefaultUnsettledCashFromNone()
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
var testModule = PyModule.FromString("testModule",
|
|
@"
|
|
class CustomSettlementModel:
|
|
def ApplyFunds(self, parameters):
|
|
pass
|
|
|
|
def Scan(self, parameters):
|
|
pass
|
|
|
|
def GetUnsettledCash(self):
|
|
return None
|
|
");
|
|
|
|
var settlementModel = new SettlementModelPythonWrapper(testModule.GetAttr("CustomSettlementModel").Invoke());
|
|
var result = settlementModel.GetUnsettledCash();
|
|
Assert.AreEqual(default(CashAmount), result);
|
|
|
|
}
|
|
}
|
|
}
|
|
}
|