/* * 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.Orders; namespace QuantConnect.Tests.Common.Orders { [TestFixture] public class TerminalLinkOrderPropertiesTests { [Test] public void SeamlesslySetsStrategyInPython() { using (Py.GIL()) { var module = PyModule.FromString("testModule", @" from AlgorithmImports import * def getOrderProperties() -> TerminalLinkOrderProperties: strategyFields = [ TerminalLinkOrderProperties.StrategyField(""09:30:00""), TerminalLinkOrderProperties.StrategyField(""10:30:00""), TerminalLinkOrderProperties.StrategyField(), TerminalLinkOrderProperties.StrategyField() ] properties = TerminalLinkOrderProperties() properties.Strategy = TerminalLinkOrderProperties.StrategyParameters(""VWAP"", strategyFields) return properties "); dynamic getOrderProperties = module.GetAttr("getOrderProperties"); var orderProperties = (TerminalLinkOrderProperties)getOrderProperties(); Assert.IsNotNull(orderProperties); Assert.AreEqual("VWAP", orderProperties.Strategy.Name); Assert.AreEqual(4, orderProperties.Strategy.Fields.Count); Assert.IsTrue(orderProperties.Strategy.Fields[0].HasValue); Assert.AreEqual("09:30:00", orderProperties.Strategy.Fields[0].Value); Assert.IsTrue(orderProperties.Strategy.Fields[1].HasValue); Assert.AreEqual("10:30:00", orderProperties.Strategy.Fields[1].Value); Assert.IsFalse(orderProperties.Strategy.Fields[2].HasValue); Assert.IsNull(orderProperties.Strategy.Fields[2].Value); Assert.IsFalse(orderProperties.Strategy.Fields[3].HasValue); Assert.IsNull(orderProperties.Strategy.Fields[3].Value); } } } }