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