wehub-resource-sync
102 lines
4.7 KiB
C#
102 lines
4.7 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 System.Linq;
|
|
using NUnit.Framework;
|
|
using QuantConnect.Configuration;
|
|
using QuantConnect.DownloaderDataProvider.Launcher.Models;
|
|
|
|
namespace QuantConnect.Tests.DownloaderDataProvider
|
|
{
|
|
[TestFixture]
|
|
public class DataDownloadConfigTests
|
|
{
|
|
[TestCase(null, "BTCUSDT", SecurityType.Crypto, "coinbase", false)]
|
|
[TestCase(null, "BTCUSDT", SecurityType.Crypto, "coinbase", true)]
|
|
[TestCase("", "ETHUSDT", SecurityType.Crypto, "coinbase", false)]
|
|
[TestCase("", "ETHUSDT", SecurityType.Crypto, "coinbase", true)]
|
|
[TestCase(null, "AAPL", SecurityType.Equity, "usa", false)]
|
|
[TestCase(null, "AAPL", SecurityType.Equity, "usa", true)]
|
|
[TestCase("", "AAPL", SecurityType.Equity, "usa", false)]
|
|
[TestCase("", "AAPL", SecurityType.Equity, "usa", true)]
|
|
[TestCase("USA", "AAPL", SecurityType.Equity, "usa")]
|
|
[TestCase("ICE", "AAPL", SecurityType.Equity, "ice")]
|
|
public void ValidateMarketArguments(string market, string ticker, SecurityType securityType, string expectedMarket, bool skipConfigMarket = false)
|
|
{
|
|
Config.Set("data-type", "Trade");
|
|
Config.Set("resolution", "Daily");
|
|
Config.Set("security-type", $"{securityType}");
|
|
Config.Set("tickers", $"{{\"{ticker}\": \"\"}}");
|
|
Config.Set("start-date", "20240101");
|
|
Config.Set("end-date", "20240202");
|
|
|
|
if (!skipConfigMarket)
|
|
{
|
|
Config.Set("market", market);
|
|
}
|
|
|
|
var dataDownloadConfig = new DataDownloadConfig();
|
|
|
|
Assert.That(dataDownloadConfig.MarketName, Is.EqualTo(expectedMarket));
|
|
|
|
Config.Reset();
|
|
}
|
|
|
|
[TestCase(Market.CME, Securities.Futures.Indices.SP500EMini + "H6", SecurityType.Future, false, 0, "2026/03/20")]
|
|
[TestCase(Market.CME, Securities.Futures.Indices.SP500EMini, SecurityType.Future, true, 0, "2026/03/20")]
|
|
[TestCase(Market.CME, "E", SecurityType.Future, true, 0, "2026/03/20")]
|
|
[TestCase(Market.USA, "AAPL", SecurityType.Option, true, 0, "2026/03/20")]
|
|
[TestCase(Market.USA, "AAPL260213C00262500", SecurityType.Option, false, 262.5, "2026/02/13")]
|
|
[TestCase(Market.USA, "AAPL 260213C00262500", SecurityType.Option, false, 262.5, "2026/02/13")]
|
|
[TestCase(Market.USA, "SPXW260213C06050000", SecurityType.IndexOption, false, 6050, "2026/02/13")]
|
|
[TestCase(Market.USA, "SPXW 260213C06050000", SecurityType.IndexOption, false, 6050, "2026/02/13")]
|
|
[TestCase(Market.CME, "ESH6 C7000", SecurityType.FutureOption, false, 7000, "2026/03/20")]
|
|
[TestCase(Market.COMEX, "OGJ6 C4985", SecurityType.FutureOption, false, 4985, "2026/03/26")]
|
|
[TestCase(Market.CME, "GFH6 C368.5", SecurityType.FutureOption, false, 368.5, "2026/03/26")]
|
|
public void ShouldParseSymbolContractAndDownload(string expectedMarket, string ticker, SecurityType securityType, bool expectedIsCanonical, decimal expectedStrike, DateTime expectedExpiry)
|
|
{
|
|
Config.Set("data-type", "Trade");
|
|
Config.Set("resolution", "Daily");
|
|
Config.Set("security-type", $"{securityType}");
|
|
Config.Set("tickers", $"{{\"{ticker}\": \"\"}}");
|
|
Config.Set("start-date", "20260201");
|
|
Config.Set("end-date", "20260213");
|
|
Config.Set("market", expectedMarket);
|
|
|
|
var dataDownloadConfig = new DataDownloadConfig();
|
|
|
|
Assert.IsNotEmpty(dataDownloadConfig.Symbols);
|
|
Assert.AreEqual(1, dataDownloadConfig.Symbols.Count);
|
|
|
|
var symbol = dataDownloadConfig.Symbols.First();
|
|
Assert.IsNotNull(symbol);
|
|
Assert.AreEqual(expectedIsCanonical, symbol.IsCanonical());
|
|
Assert.AreEqual(symbol.ID.Market, expectedMarket);
|
|
|
|
if (!symbol.IsCanonical())
|
|
{
|
|
Assert.AreEqual(expectedExpiry, symbol.ID.Date.Date);
|
|
}
|
|
|
|
if (securityType.IsOption())
|
|
{
|
|
Assert.AreEqual(expectedStrike, symbol.ID.StrikePrice);
|
|
}
|
|
}
|
|
}
|
|
}
|