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