wehub-resource-sync
144 lines
19 KiB
C#
144 lines
19 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 QuantConnect.Interfaces;
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namespace QuantConnect.Tests.Research.RegressionTemplates
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{
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/// <summary>
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/// Basic template framework for regression testing of research notebooks
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/// </summary>
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public class BasicTemplateResearchCSharp : IRegressionResearchDefinition
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{
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/// <summary>
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/// Expected output from the reading the raw notebook file
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/// </summary>
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/// <remarks>Requires to be implemented last in the file <see cref="ResearchRegressionTests.UpdateResearchRegressionOutputInSourceFile"/>
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/// get should start from next line</remarks>
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public string ExpectedOutput =>
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"{ \"cells\": [ { \"cell_type\": \"markdown\", \"id\": \"a4652bd4\", \"metadata\": { \"papermill\": { \"duration\": 0.005036, \"end_t" +
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"ime\": \"2022-03-02T20:44:55.508287\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:55.503251\", \"status\": \"completed\" " +
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"}, \"tags\": [] }, \"source\": [ \"\", \"## Welcome to " +
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"The QuantConnect Research Page\", \"#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\", \"#### Con" +
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"tribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicQuantBookTemplate.ipynb\" ] }, { \"cell_type\": \"m" +
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"arkdown\", \"id\": \"acb5aec0\", \"metadata\": { \"papermill\": { \"duration\": 0.002024, \"end_time\": \"2022-03-02T20:44:55.513310\"," +
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" \"exception\": false, \"start_time\": \"2022-03-02T20:44:55.511286\", \"status\": \"completed\" }, \"tags\": [] }, \"source\": " +
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"[ \"## QuantBook Basics\", \"\", \"### Start QuantBook\", \"- Add the references and imports\", \"- Create a QuantBook instance\" ] " +
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"}, { \"cell_type\": \"code\", \"execution_count\": 1, \"id\": \"39de525f\", \"metadata\": { \"execution\": { \"iopub.execute_input\": " +
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"\"2022-03-02T20:44:55.529252Z\", \"iopub.status.busy\": \"2022-03-02T20:44:55.522252Z\", \"iopub.status.idle\": \"2022-03-02T20:44:57.058250Z\"" +
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", \"shell.execute_reply\": \"2022-03-02T20:44:57.052865Z\" }, \"papermill\": { \"duration\": 1.542006, \"end_time\": \"2022-03-02T20" +
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":44:57.058250\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:55.516244\", \"status\": \"completed\" }, \"tags\": [] }" +
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", \"outputs\": [ { \"data\": { \"text/html\": [ \"\", \"<div>\", \" <div id='dotnet-interactive-this-cell-4972.Micr" +
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"osoft.DotNet.Interactive.Http.HttpPort' style='display: none'>\", \" The below script needs to be able to find the current output cell; t" +
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"his is an easy method to get it.\", \" </div>\", \" <script type='text/javascript'>\", \"async function probeAddresses(probing" +
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"Addresses) {\", \" function timeout(ms, promise) {\", \" return new Promise(function (resolve, reject) {\", \" " +
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"setTimeout(function () {\", \" reject(new Error('timeout'))\", \" }, ms)\", \" promise.then(res" +
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"olve, reject)\", \" })\", \" }\", \"\", \" if (Array.isArray(probingAddresses)) {\", \" for (let i =" +
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" 0; i < probingAddresses.length; i++) {\", \"\", \" let rootUrl = probingAddresses[i];\", \"\", \" if (!" +
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"rootUrl.endsWith('/')) {\", \" rootUrl = `${rootUrl}/`;\", \" }\", \"\", \" try {\", " +
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" \" let response = await timeout(1000, fetch(`${rootUrl}discovery`, {\", \" method: 'POST',\", \" " +
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" cache: 'no-cache',\", \" mode: 'cors',\", \" timeout: 1000,\", \" " +
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" headers: {\", \" 'Content-Type': 'text/plain'\", \" },\", \" body:" +
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" probingAddresses[i]\", \" }));\", \"\", \" if (response.status == 200) {\", \" " +
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" return rootUrl;\", \" }\", \" }\", \" catch (e) { }\", \" }\", \" }\"," +
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" \"}\", \"\", \"function loadDotnetInteractiveApi() {\", \" probeAddresses([\\\"http://192.168.29.151:1000/\\\", \\\"http:/" +
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"/127.0.0.1:1000/\\\"])\", \" .then((root) => {\", \" // use probing to find host url and api resources\", \" //" +
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" load interactive helpers and language services\", \" let dotnetInteractiveRequire = require.config({\", \" context: '4972.M" +
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"icrosoft.DotNet.Interactive.Http.HttpPort',\", \" paths:\", \" {\", \" 'dotnet-interactive'" +
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": `${root}resources`\", \" }\", \" }) || require;\", \"\", \" window.dotnetInteractiveRequire" +
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" = dotnetInteractiveRequire;\", \"\", \" window.configureRequireFromExtension = function(extensionName, extensionCacheBuster) {" +
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"\", \" let paths = {};\", \" paths[extensionName] = `${root}extensions/${extensionName}/resources/`;\", " +
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" \" \", \" let internalRequire = require.config({\", \" context: extensionCacheBuster,\"" +
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", \" paths: paths,\", \" urlArgs: `cacheBuster=${extensionCacheBuster}`\", \" " +
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" }) || require;\", \"\", \" return internalRequire\", \" };\", \" \", \" d" +
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"otnetInteractiveRequire([\", \" 'dotnet-interactive/dotnet-interactive'\", \" ],\", \" " +
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" function (dotnet) {\", \" dotnet.init(window);\", \" },\", \" function (error) " +
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"{\", \" console.log(error);\", \" }\", \" );\", \" })\", \" ." +
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"catch(error => {console.log(error);});\", \" }\", \"\", \"// ensure `require` is available globally\", \"if ((typeof(requir" +
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"e) !== typeof(Function)) || (typeof(require.config) !== typeof(Function))) {\", \" let require_script = document.createElement('script');\"," +
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" \" require_script.setAttribute('src', 'https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js');\", \" require_scri" +
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"pt.setAttribute('type', 'text/javascript');\", \" \", \" \", \" require_script.onload = function() {\", \" loa" +
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"dDotnetInteractiveApi();\", \" };\", \"\", \" document.getElementsByTagName('head')[0].appendChild(require_script);\", \"" +
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"}\", \"else {\", \" loadDotnetInteractiveApi();\", \"}\", \"\", \" </script>\", \"</div>\" ] }, " +
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" \"metadata\": {}, \"output_type\": \"display_data\" }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"" +
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"Initialize.csx: Loading assemblies from D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\" ] } ], \"source\": [ \"// QuantBook C# Res" +
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"earch Environment\", \"// For more information see https://www.quantconnect.com/docs/research/overview\", \"#load \\\"./Initialize.csx\\\"\" ]" +
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" }, { \"cell_type\": \"code\", \"execution_count\": 2, \"id\": \"ceb0015a\", \"metadata\": { \"execution\": { \"iopub.execute_input\"" +
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": \"2022-03-02T20:44:57.066259Z\", \"iopub.status.busy\": \"2022-03-02T20:44:57.066259Z\", \"iopub.status.idle\": \"2022-03-02T20:44:57.188021" +
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"Z\", \"shell.execute_reply\": \"2022-03-02T20:44:57.187022Z\" }, \"papermill\": { \"duration\": 0.126763, \"end_time\": \"2022-03-02" +
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"T20:44:57.188021\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:57.061258\", \"status\": \"completed\" }, \"tags\": [] " +
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" }, \"outputs\": [ { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.140 TRACE:: Config.GetV" +
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"alue(): debug-mode - Using default value: False\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"2" +
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"0220302 20:44:57.141 TRACE:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: \" ] }, { " +
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" \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.141 TRACE:: Config.Get(): Configuration key not found" +
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". Key: plugin-directory - Using default value: \" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"2" +
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"0220302 20:44:57.142 TRACE:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: \" ] }, { \"n" +
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"ame\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.142 TRACE:: Composer(): Loading Assemblies from D:\\\\qua" +
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"ntconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\" ] }, { \"" +
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"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.168 TRACE:: Config.Get(): Configuration key not found. K" +
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"ey: version-id - Using default value: \" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 2" +
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"0:44:57.169 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: ../../../Data/\" ] }, { \"name" +
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"\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.169 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v" +
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"2.5.0.0 Mode: DEBUG (64bit) Host: P3561-70DPBL3\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"2" +
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"0220302 20:44:57.171 TRACE:: Engine.Main(): Started 2:14 AM\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\"" +
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": [ \"20220302 20:44:57.173 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager\" " +
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" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.179 TRACE:: Config.Get(): Configur" +
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"ation key not found. Key: data-permission-manager - Using default value: DataPermissionManager\" ] }, { \"name\": \"stdout\", \"outp" +
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"ut_type\": \"stream\", \"text\": [ \"20220302 20:44:57.180 TRACE:: Config.Get(): Configuration key not found. Key: results-destination-folder" +
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" - Using default value: D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream" +
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"\", \"text\": [ \"20220302 20:44:57.185 TRACE:: Config.Get(): Configuration key not found. Key: object-store-root - Using default value: ./st" +
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"orage\" ] } ], \"source\": [ \"#load \\\"./QuantConnect.csx\\\"\", \"\", \"using QuantConnect;\", \"using QuantConnect.Data;\"," +
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" \"using QuantConnect.Algorithm;\", \"using QuantConnect.Research;\" ] }, { \"cell_type\": \"code\", \"execution_count\": 3, \"id\": \"" +
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"e81ef855\", \"metadata\": { \"execution\": { \"iopub.execute_input\": \"2022-03-02T20:44:57.200095Z\", \"iopub.status.busy\": \"2022-03-0" +
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"2T20:44:57.199026Z\", \"iopub.status.idle\": \"2022-03-02T20:44:58.393456Z\", \"shell.execute_reply\": \"2022-03-02T20:44:58.392457Z\" }, " +
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" \"papermill\": { \"duration\": 1.200436, \"end_time\": \"2022-03-02T20:44:58.393456\", \"exception\": false, \"start_time\": \"2022-" +
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"03-02T20:44:57.193020\", \"status\": \"completed\" }, \"tags\": [] }, \"outputs\": [ { \"name\": \"stdout\", \"output_type\":" +
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" \"stream\", \"text\": [ \"PythonEngine.Initialize(): Runtime.Initialize()...\" ] }, { \"name\": \"stdout\", \"output_type\"" +
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": \"stream\", \"text\": [ \"Runtime.Initialize(): Py_Initialize...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream" +
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"\", \"text\": [ \"Runtime.Initialize(): PyEval_InitThreads...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", " +
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" \"text\": [ \"Runtime.Initialize(): Initialize types...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"te" +
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"xt\": [ \"Runtime.Initialize(): Initialize types end.\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\":" +
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" [ \"Runtime.Initialize(): AssemblyManager.Initialize()...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"te" +
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"xt\": [ \"Runtime.Initialize(): AssemblyManager.UpdatePath()...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", " +
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" \"text\": [ \"PythonEngine.Initialize(): GetCLRModule()...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"t" +
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"ext\": [ \"PythonEngine.Initialize(): clr GetManifestResourceStream...\" ] } ], \"source\": [ \"var qb = new QuantBook();\", \"v" +
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"ar spy = qb.AddEquity(\\\"SPY\\\");\" ] }, { \"cell_type\": \"code\", \"execution_count\": 4, \"id\": \"06cd5f47\", \"metadata\": { \"e" +
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"xecution\": { \"iopub.execute_input\": \"2022-03-02T20:44:58.408454Z\", \"iopub.status.busy\": \"2022-03-02T20:44:58.408454Z\", \"iopub.st" +
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"atus.idle\": \"2022-03-02T20:44:58.449457Z\", \"shell.execute_reply\": \"2022-03-02T20:44:58.449457Z\" }, \"papermill\": { \"duration\":" +
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" 0.048992, \"end_time\": \"2022-03-02T20:44:58.449457\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:58.400465\", \"statu" +
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"s\": \"completed\" }, \"tags\": [] }, \"outputs\": [], \"source\": [ \"var startDate = new DateTime(2021,1,1);\", \"var endDate = ne" +
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"w DateTime(2021,12,31);\", \"var history = qb.History(qb.Securities.Keys, startDate, endDate, Resolution.Daily);\" ] }, { \"cell_type\": \"co" +
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"de\", \"execution_count\": 5, \"id\": \"37b045b2\", \"metadata\": { \"execution\": { \"iopub.execute_input\": \"2022-03-02T20:44:58.46348" +
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"5Z\", \"iopub.status.busy\": \"2022-03-02T20:44:58.463485Z\", \"iopub.status.idle\": \"2022-03-02T20:44:58.611572Z\", \"shell.execute_repl" +
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"y\": \"2022-03-02T20:44:58.611572Z\" }, \"papermill\": { \"duration\": 0.156117, \"end_time\": \"2022-03-02T20:44:58.611572\", \"exc" +
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"eption\": false, \"start_time\": \"2022-03-02T20:44:58.455455\", \"status\": \"completed\" }, \"tags\": [] }, \"outputs\": [ { " +
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" \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 374.075 H: 374.2245 L: 363.6392 C: 367.5863 V: 94685703\" " +
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"] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 366.8487 H: 371.2642 L: 366.8487 C: 370.118 V: " +
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"54790079\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 368.4634 H: 375.7495 L: 367.9152" +
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" C: 372.3307 V: 93254510\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 374.9521 H: 378." +
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"65 L: 374.693 C: 377.8626 V: 62474792\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 379" +
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".3876 H: 380.2448 L: 375.8791 C: 380.0156 V: 63370827\" ] } ], \"source\": [ \"foreach(var slice in history.Take(5)) {\", \" Conso" +
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"le.WriteLine(slice.Bars[spy.Symbol].ToString());\", \"}\" ] }, { \"cell_type\": \"code\", \"execution_count\": null, \"id\": \"bd2ab8d7\"" +
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", \"metadata\": { \"papermill\": { \"duration\": 0.006983, \"end_time\": \"2022-03-02T20:44:58.626572\", \"exception\": false, \"" +
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"start_time\": \"2022-03-02T20:44:58.619589\", \"status\": \"completed\" }, \"tags\": [] }, \"outputs\": [], \"source\": [] } ], \"met" +
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"adata\": { \"kernelspec\": { \"display_name\": \".NET (C#)\", \"language\": \"C#\", \"name\": \".net-csharp\" }, \"language_info\": { \"fil" +
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"e_extension\": \".cs\", \"mimetype\": \"text/x-csharp\", \"name\": \"C#\", \"pygments_lexer\": \"csharp\", \"version\": \"9.0\" }, \"papermi" +
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"ll\": { \"default_parameters\": {}, \"duration\": 7.291395, \"end_time\": \"2022-03-02T20:45:01.252292\", \"environment_variables\": {}, \"e" +
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"xception\": null, \"input_path\": \"D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\\\\BasicTemplateResearchCSharp.ipynb\", \"output_path\": \"" +
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"D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\\\\BasicTemplateResearchCSharp-output.ipynb\", \"parameters\": {}, \"start_time\": \"2022-03-0" +
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"2T20:44:53.960897\", \"version\": \"2.3.4\" } }, \"nbformat\": 4, \"nbformat_minor\": 5}";
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}
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}
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