/* * 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.Interfaces; namespace QuantConnect.Tests.Research.RegressionTemplates { /// /// Basic template framework for regression testing of research notebooks /// public class BasicTemplateResearchCSharp : IRegressionResearchDefinition { /// /// Expected output from the reading the raw notebook file /// /// Requires to be implemented last in the file /// get should start from next line public string ExpectedOutput => "{ \"cells\": [ { \"cell_type\": \"markdown\", \"id\": \"a4652bd4\", \"metadata\": { \"papermill\": { \"duration\": 0.005036, \"end_t" + "ime\": \"2022-03-02T20:44:55.508287\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:55.503251\", \"status\": \"completed\" " + "}, \"tags\": [] }, \"source\": [ \"![QuantConnect Logo](https://cdn.quantconnect.com/web/i/qc_notebook_logo_rev0.png)\", \"## Welcome to " + "The QuantConnect Research Page\", \"#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\", \"#### Con" + "tribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicQuantBookTemplate.ipynb\" ] }, { \"cell_type\": \"m" + "arkdown\", \"id\": \"acb5aec0\", \"metadata\": { \"papermill\": { \"duration\": 0.002024, \"end_time\": \"2022-03-02T20:44:55.513310\"," + " \"exception\": false, \"start_time\": \"2022-03-02T20:44:55.511286\", \"status\": \"completed\" }, \"tags\": [] }, \"source\": " + "[ \"## QuantBook Basics\", \"\", \"### Start QuantBook\", \"- Add the references and imports\", \"- Create a QuantBook instance\" ] " + "}, { \"cell_type\": \"code\", \"execution_count\": 1, \"id\": \"39de525f\", \"metadata\": { \"execution\": { \"iopub.execute_input\": " + "\"2022-03-02T20:44:55.529252Z\", \"iopub.status.busy\": \"2022-03-02T20:44:55.522252Z\", \"iopub.status.idle\": \"2022-03-02T20:44:57.058250Z\"" + ", \"shell.execute_reply\": \"2022-03-02T20:44:57.052865Z\" }, \"papermill\": { \"duration\": 1.542006, \"end_time\": \"2022-03-02T20" + ":44:57.058250\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:55.516244\", \"status\": \"completed\" }, \"tags\": [] }" + ", \"outputs\": [ { \"data\": { \"text/html\": [ \"\", \"
\", \" \", \" \", \"
\" ] }, " + " \"metadata\": {}, \"output_type\": \"display_data\" }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"" + "Initialize.csx: Loading assemblies from D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\" ] } ], \"source\": [ \"// QuantBook C# Res" + "earch Environment\", \"// For more information see https://www.quantconnect.com/docs/research/overview\", \"#load \\\"./Initialize.csx\\\"\" ]" + " }, { \"cell_type\": \"code\", \"execution_count\": 2, \"id\": \"ceb0015a\", \"metadata\": { \"execution\": { \"iopub.execute_input\"" + ": \"2022-03-02T20:44:57.066259Z\", \"iopub.status.busy\": \"2022-03-02T20:44:57.066259Z\", \"iopub.status.idle\": \"2022-03-02T20:44:57.188021" + "Z\", \"shell.execute_reply\": \"2022-03-02T20:44:57.187022Z\" }, \"papermill\": { \"duration\": 0.126763, \"end_time\": \"2022-03-02" + "T20:44:57.188021\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:57.061258\", \"status\": \"completed\" }, \"tags\": [] " + " }, \"outputs\": [ { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.140 TRACE:: Config.GetV" + "alue(): debug-mode - Using default value: False\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"2" + "0220302 20:44:57.141 TRACE:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: \" ] }, { " + " \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.141 TRACE:: Config.Get(): Configuration key not found" + ". Key: plugin-directory - Using default value: \" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"2" + "0220302 20:44:57.142 TRACE:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: \" ] }, { \"n" + "ame\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.142 TRACE:: Composer(): Loading Assemblies from D:\\\\qua" + "ntconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\" ] }, { \"" + "name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.168 TRACE:: Config.Get(): Configuration key not found. K" + "ey: version-id - Using default value: \" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 2" + "0:44:57.169 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: ../../../Data/\" ] }, { \"name" + "\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.169 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v" + "2.5.0.0 Mode: DEBUG (64bit) Host: P3561-70DPBL3\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"2" + "0220302 20:44:57.171 TRACE:: Engine.Main(): Started 2:14 AM\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\"" + ": [ \"20220302 20:44:57.173 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager\" " + " ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"20220302 20:44:57.179 TRACE:: Config.Get(): Configur" + "ation key not found. Key: data-permission-manager - Using default value: DataPermissionManager\" ] }, { \"name\": \"stdout\", \"outp" + "ut_type\": \"stream\", \"text\": [ \"20220302 20:44:57.180 TRACE:: Config.Get(): Configuration key not found. Key: results-destination-folder" + " - Using default value: D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream" + "\", \"text\": [ \"20220302 20:44:57.185 TRACE:: Config.Get(): Configuration key not found. Key: object-store-root - Using default value: ./st" + "orage\" ] } ], \"source\": [ \"#load \\\"./QuantConnect.csx\\\"\", \"\", \"using QuantConnect;\", \"using QuantConnect.Data;\"," + " \"using QuantConnect.Algorithm;\", \"using QuantConnect.Research;\" ] }, { \"cell_type\": \"code\", \"execution_count\": 3, \"id\": \"" + "e81ef855\", \"metadata\": { \"execution\": { \"iopub.execute_input\": \"2022-03-02T20:44:57.200095Z\", \"iopub.status.busy\": \"2022-03-0" + "2T20:44:57.199026Z\", \"iopub.status.idle\": \"2022-03-02T20:44:58.393456Z\", \"shell.execute_reply\": \"2022-03-02T20:44:58.392457Z\" }, " + " \"papermill\": { \"duration\": 1.200436, \"end_time\": \"2022-03-02T20:44:58.393456\", \"exception\": false, \"start_time\": \"2022-" + "03-02T20:44:57.193020\", \"status\": \"completed\" }, \"tags\": [] }, \"outputs\": [ { \"name\": \"stdout\", \"output_type\":" + " \"stream\", \"text\": [ \"PythonEngine.Initialize(): Runtime.Initialize()...\" ] }, { \"name\": \"stdout\", \"output_type\"" + ": \"stream\", \"text\": [ \"Runtime.Initialize(): Py_Initialize...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream" + "\", \"text\": [ \"Runtime.Initialize(): PyEval_InitThreads...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", " + " \"text\": [ \"Runtime.Initialize(): Initialize types...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"te" + "xt\": [ \"Runtime.Initialize(): Initialize types end.\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\":" + " [ \"Runtime.Initialize(): AssemblyManager.Initialize()...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"te" + "xt\": [ \"Runtime.Initialize(): AssemblyManager.UpdatePath()...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", " + " \"text\": [ \"PythonEngine.Initialize(): GetCLRModule()...\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"t" + "ext\": [ \"PythonEngine.Initialize(): clr GetManifestResourceStream...\" ] } ], \"source\": [ \"var qb = new QuantBook();\", \"v" + "ar spy = qb.AddEquity(\\\"SPY\\\");\" ] }, { \"cell_type\": \"code\", \"execution_count\": 4, \"id\": \"06cd5f47\", \"metadata\": { \"e" + "xecution\": { \"iopub.execute_input\": \"2022-03-02T20:44:58.408454Z\", \"iopub.status.busy\": \"2022-03-02T20:44:58.408454Z\", \"iopub.st" + "atus.idle\": \"2022-03-02T20:44:58.449457Z\", \"shell.execute_reply\": \"2022-03-02T20:44:58.449457Z\" }, \"papermill\": { \"duration\":" + " 0.048992, \"end_time\": \"2022-03-02T20:44:58.449457\", \"exception\": false, \"start_time\": \"2022-03-02T20:44:58.400465\", \"statu" + "s\": \"completed\" }, \"tags\": [] }, \"outputs\": [], \"source\": [ \"var startDate = new DateTime(2021,1,1);\", \"var endDate = ne" + "w DateTime(2021,12,31);\", \"var history = qb.History(qb.Securities.Keys, startDate, endDate, Resolution.Daily);\" ] }, { \"cell_type\": \"co" + "de\", \"execution_count\": 5, \"id\": \"37b045b2\", \"metadata\": { \"execution\": { \"iopub.execute_input\": \"2022-03-02T20:44:58.46348" + "5Z\", \"iopub.status.busy\": \"2022-03-02T20:44:58.463485Z\", \"iopub.status.idle\": \"2022-03-02T20:44:58.611572Z\", \"shell.execute_repl" + "y\": \"2022-03-02T20:44:58.611572Z\" }, \"papermill\": { \"duration\": 0.156117, \"end_time\": \"2022-03-02T20:44:58.611572\", \"exc" + "eption\": false, \"start_time\": \"2022-03-02T20:44:58.455455\", \"status\": \"completed\" }, \"tags\": [] }, \"outputs\": [ { " + " \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 374.075 H: 374.2245 L: 363.6392 C: 367.5863 V: 94685703\" " + "] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 366.8487 H: 371.2642 L: 366.8487 C: 370.118 V: " + "54790079\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 368.4634 H: 375.7495 L: 367.9152" + " C: 372.3307 V: 93254510\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 374.9521 H: 378." + "65 L: 374.693 C: 377.8626 V: 62474792\" ] }, { \"name\": \"stdout\", \"output_type\": \"stream\", \"text\": [ \"SPY: O: 379" + ".3876 H: 380.2448 L: 375.8791 C: 380.0156 V: 63370827\" ] } ], \"source\": [ \"foreach(var slice in history.Take(5)) {\", \" Conso" + "le.WriteLine(slice.Bars[spy.Symbol].ToString());\", \"}\" ] }, { \"cell_type\": \"code\", \"execution_count\": null, \"id\": \"bd2ab8d7\"" + ", \"metadata\": { \"papermill\": { \"duration\": 0.006983, \"end_time\": \"2022-03-02T20:44:58.626572\", \"exception\": false, \"" + "start_time\": \"2022-03-02T20:44:58.619589\", \"status\": \"completed\" }, \"tags\": [] }, \"outputs\": [], \"source\": [] } ], \"met" + "adata\": { \"kernelspec\": { \"display_name\": \".NET (C#)\", \"language\": \"C#\", \"name\": \".net-csharp\" }, \"language_info\": { \"fil" + "e_extension\": \".cs\", \"mimetype\": \"text/x-csharp\", \"name\": \"C#\", \"pygments_lexer\": \"csharp\", \"version\": \"9.0\" }, \"papermi" + "ll\": { \"default_parameters\": {}, \"duration\": 7.291395, \"end_time\": \"2022-03-02T20:45:01.252292\", \"environment_variables\": {}, \"e" + "xception\": null, \"input_path\": \"D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\\\\BasicTemplateResearchCSharp.ipynb\", \"output_path\": \"" + "D:\\\\quantconnect\\\\Lean\\\\Tests\\\\bin\\\\Debug\\\\BasicTemplateResearchCSharp-output.ipynb\", \"parameters\": {}, \"start_time\": \"2022-03-0" + "2T20:44:53.960897\", \"version\": \"2.3.4\" } }, \"nbformat\": 4, \"nbformat_minor\": 5}"; } }