wehub-resource-sync
105 lines
4.0 KiB
C#
105 lines
4.0 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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*/
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using QuantConnect.Python;
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using QuantConnect.Algorithm;
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using QuantConnect.Securities;
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using System.Collections.Generic;
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using QuantConnect.Lean.Engine.DataFeeds;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Tests.Common.Securities;
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namespace QuantConnect.Tests.Engine.DataFeeds
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{
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/// <summary>
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/// This type allows tests to easily create an algorithm that is mostly initialized in one line
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/// </summary>
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public class AlgorithmStub : QCAlgorithm
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{
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public List<SecurityChanges> SecurityChangesRecord { get; set; } = new List<SecurityChanges>();
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public DataManager DataManager { get; set; }
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public IDataFeed DataFeed { get; set; }
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/// <summary>
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/// Lanzy PandasConverter only if used
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/// </summary>
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public override PandasConverter PandasConverter
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{
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get
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{
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if(base.PandasConverter == null)
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{
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SetPandasConverter();
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}
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return base.PandasConverter;
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}
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}
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public AlgorithmStub(bool createDataManager = true)
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{
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if (createDataManager)
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{
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var dataManagerStub = new DataManagerStub(this);
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DataManager = dataManagerStub;
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DataFeed = dataManagerStub.DataFeed;
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SubscriptionManager.SetDataManager(DataManager);
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}
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var orderProcessor = new FakeOrderProcessor();
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orderProcessor.TransactionManager = Transactions;
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Transactions.SetOrderProcessor(orderProcessor);
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}
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public AlgorithmStub(IDataFeed dataFeed)
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{
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DataFeed = dataFeed;
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DataManager = new DataManagerStub(dataFeed, this);
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SubscriptionManager.SetDataManager(DataManager);
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Transactions.SetOrderProcessor(new FakeOrderProcessor());
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}
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public void AddSecurities(Resolution resolution = Resolution.Second, List<string> equities = null, List<string> forex = null, List<string> crypto = null)
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{
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foreach (var ticker in equities ?? new List<string>())
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{
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AddSecurity(SecurityType.Equity, ticker, resolution);
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var symbol = SymbolCache.GetSymbol(ticker);
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Securities[symbol].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
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}
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foreach (var ticker in forex ?? new List<string>())
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{
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AddSecurity(SecurityType.Forex, ticker, resolution);
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}
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foreach (var ticker in crypto ?? new List<string>())
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{
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AddSecurity(SecurityType.Crypto, ticker, resolution);
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var symbol = SymbolCache.GetSymbol(ticker);
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Securities[symbol].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.Utc));
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}
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}
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public void AddCryptoEntry(string ticker, string market)
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{
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var symbolProperties = SymbolPropertiesDatabase.GetSymbolProperties(market, null, SecurityType.Crypto, Currencies.USD);
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SymbolPropertiesDatabase.SetEntry(market, ticker, SecurityType.Crypto, symbolProperties);
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}
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public override void OnSecuritiesChanged(SecurityChanges changes)
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{
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SecurityChangesRecord.Add(changes);
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}
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}
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}
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