wehub-resource-sync
48 lines
2.0 KiB
C#
48 lines
2.0 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 NUnit.Framework;
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using Python.Runtime;
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using QuantConnect.Algorithm.Framework.Portfolio;
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using System.Collections.Generic;
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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 LongOnlyEqualWeightingPortfolioConstructionModelTests : EqualWeightingPortfolioConstructionModelTests
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{
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public override PortfolioBias PortfolioBias => PortfolioBias.Long;
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public override IPortfolioConstructionModel GetPortfolioConstructionModel(Language language, dynamic paramenter = null)
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{
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if (language == Language.CSharp)
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{
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return new EqualWeightingPortfolioConstructionModel(paramenter, PortfolioBias.Long);
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}
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using (Py.GIL())
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{
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const string name = nameof(EqualWeightingPortfolioConstructionModel);
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var instance = Py.Import(name).GetAttr(name).Invoke(((object)paramenter).ToPython(), ((int) PortfolioBias.Long).ToPython());
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return new PortfolioConstructionModelPythonWrapper(instance);
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}
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}
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public override List<IPortfolioTarget> GetTargetsForSPY()
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{
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return new List<IPortfolioTarget> { PortfolioTarget.Percent(Algorithm, Symbols.SPY, 0m) };
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}
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}
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} |