/* * 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 System; using System.Collections.Generic; using System.Linq; using QuantConnect.Data; using QuantConnect.Data.Market; namespace QuantConnect.Tests.Python { public static class PythonTestingUtils { public static dynamic GetSlices(Symbol symbol) { var slices = Enumerable .Range(0, 100) .Select( i => { var time = new DateTime(2013, 10, 7).AddMilliseconds(14400000 + i * 10000); return new Slice( time, new List { new Tick { Time = time, Symbol = symbol, Value = 167 + i / 10, Quantity = 1 + i * 10, Exchange = "T" } }, time ); } ); return slices; } } }