wehub-resource-sync
69 lines
2.9 KiB
C#
69 lines
2.9 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 NUnit.Framework;
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using QuantConnect.Optimizer.Parameters;
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Tests.Optimizer.Parameters
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{
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[TestFixture, Parallelizable(ParallelScope.Fixtures)]
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public class OptimizationParameterEnumeratorTests
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{
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private static TestCaseData[] OptimizationParameters => new[]
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{
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new TestCaseData(new OptimizationStepParameter("ema-fast", -100, 0, 1m)),
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new TestCaseData(new OptimizationStepParameter("ema-slow", 100, 1000, 10m))
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};
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[Test, TestCaseSource(nameof(OptimizationParameters))]
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public void NotIEnumerable(OptimizationParameter optimizationParameter)
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{
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Assert.IsNotInstanceOf<IEnumerable<string>>(optimizationParameter);
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}
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[TestFixture]
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public class StepParameter
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{
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private static TestCaseData[] OptimizationParameters => new[]
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{
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new TestCaseData(new OptimizationStepParameter("ema-fast", -100, 0, 1m)),
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new TestCaseData(new OptimizationStepParameter("ema-fast", -10, 10, 0.1m)),
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new TestCaseData(new OptimizationStepParameter("ema-fast", 1, 100, 1m)),
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new TestCaseData(new OptimizationStepParameter("ema-fast", 100, 100, 0.5m))
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};
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[Test, TestCaseSource(nameof(OptimizationParameters))]
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public void Enumerate(OptimizationStepParameter optimizationParameter)
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{
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using var enumerator = new OptimizationStepParameterEnumerator(optimizationParameter);
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int total = 0;
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for (decimal value = optimizationParameter.MinValue; value <= optimizationParameter.MaxValue; value += optimizationParameter.Step.Value)
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{
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total++;
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Assert.IsTrue(enumerator.MoveNext());
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Assert.AreEqual(value, enumerator.Current.ToDecimal());
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}
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Assert.AreEqual(Math.Floor((optimizationParameter.MaxValue - optimizationParameter.MinValue) / optimizationParameter.Step.Value) + 1, total);
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Assert.IsFalse(enumerator.MoveNext());
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}
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}
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}
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}
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