/* * 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 NUnit.Framework; using Python.Runtime; using QuantConnect.Algorithm.Framework.Alphas; using System; using System.Collections.Generic; using System.Linq; using static System.FormattableString; namespace QuantConnect.Tests.Algorithm.Framework.Alphas { [TestFixture] public class ConstantAlphaModelTests : CommonAlphaModelTests { private InsightType _type = InsightType.Price; private InsightDirection _direction = InsightDirection.Up; private TimeSpan _period = Time.OneDay; private double? _magnitude = 0.025; private double? _confidence = null; protected override IAlphaModel CreateCSharpAlphaModel() => new ConstantAlphaModel(_type, _direction, _period, _magnitude, _confidence); protected override IAlphaModel CreatePythonAlphaModel() { using (Py.GIL()) { dynamic model = Py.Import("ConstantAlphaModel").GetAttr("ConstantAlphaModel"); var instance = model(_type, _direction, _period, _magnitude, _confidence); return new AlphaModelPythonWrapper(instance); } } protected override IEnumerable ExpectedInsights() { return Enumerable.Range(0, 360).Select(x => new Insight(Symbols.SPY, _period, _type, _direction, _magnitude, _confidence)); } protected override string GetExpectedModelName(IAlphaModel model) { return Invariant($"{nameof(ConstantAlphaModel)}({_type},{_direction},{_period},{_magnitude})"); } } }