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@andrewhart098 @Martin-Molinero @mchandschuh @mushketyk
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/*
* 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.IO;
using System.Linq;
using System.Threading;
using NUnit.Framework;
using QuantConnect.Api;
using QuantConnect.API;
using QuantConnect.Brokerages;
using QuantConnect.Configuration;
using RestSharp.Extensions.MonoHttp;
namespace QuantConnect.Tests.API
{
[TestFixture, Ignore("These tests require configured and active accounts to Tradier, FXCM and Oanda")]
class RestApiTests
{
private int _testAccount = 1;
private string _testToken = "ec87b337ac970da4cbea648f24f1c851";
private string _dataFolder = Config.Get("data-folder");
private Api.Api _api;
private const bool stopLiveAlgos = true;
/// <summary>
/// Run before every test
/// </summary>
[SetUp]
public void Setup()
{
_api = new Api.Api();
_api.Initialize(_testAccount, _testToken, _dataFolder);
}
/// <summary>
/// Test creating and deleting projects with the Api
/// </summary>
[Test]
public void Projects_CanBeCreatedAndDeleted_Successfully()
{
var name = "Test Project " + DateTime.Now;
//Test create a new project successfully
var project = _api.CreateProject(name, Language.CSharp);
Assert.IsTrue(project.Success);
Assert.IsTrue(project.Projects.First().ProjectId > 0);
Assert.IsTrue(project.Projects.First().Name == name);
// Delete the project
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
// Make sure the project is really deleted
var projectList = _api.ListProjects();
Assert.IsFalse(projectList.Projects.Any(p => p.ProjectId == project.Projects.First().ProjectId));
}
/// <summary>
/// Test successfully authenticating with the ApiConnection using valid credentials.
/// </summary>
[Test]
public void ApiConnectionWillAuthenticate_ValidCredentials_Successfully()
{
var connection = new ApiConnection(_testAccount, _testToken);
Assert.IsTrue(connection.Connected);
}
/// <summary>
/// Test successfully authenticating with the API using valid credentials.
/// </summary>
[Test]
public void ApiWillAuthenticate_ValidCredentials_Successfully()
{
var api = new Api.Api();
api.Initialize(_testAccount, _testToken, _dataFolder);
Assert.IsTrue(api.Connected);
}
/// <summary>
/// Test that the ApiConnection will reject invalid credentials
/// </summary>
[Test]
public void ApiConnectionWillAuthenticate_InvalidCredentials_Unsuccessfully()
{
var connection = new ApiConnection(_testAccount, "");
Assert.IsFalse(connection.Connected);
}
/// <summary>
/// Test that the Api will reject invalid credentials
/// </summary>
[Test]
public void ApiWillAuthenticate_InvalidCredentials_Unsuccessfully()
{
var api = new Api.Api();
api.Initialize(_testAccount, "", _dataFolder);
Assert.IsFalse(api.Connected);
}
/// <summary>
/// Test updating the files associated with a project
/// </summary>
[Test]
public void CRUD_ProjectFiles_Successfully()
{
var fakeFile = new ProjectFile
{
Name = "Hello.cs",
Code = HttpUtility.HtmlEncode("Hello, world!")
};
var realFile = new ProjectFile
{
Name = "main.cs",
Code = HttpUtility.HtmlEncode(File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateAlgorithm.cs"))
};
var secondRealFile = new ProjectFile()
{
Name = "lol.cs",
Code = HttpUtility.HtmlEncode(File.ReadAllText("../../../Algorithm.CSharp/BubbleAlgorithm.cs"))
};
// Create a new project and make sure there are no files
var project = _api.CreateProject("Test project - " + DateTime.Now, Language.CSharp);
Assert.IsTrue(project.Success);
Assert.IsTrue(project.Projects.First().ProjectId > 0);
// Add random file
var randomAdd = _api.AddProjectFile(project.Projects.First().ProjectId, fakeFile.Name, fakeFile.Code);
Assert.IsTrue(randomAdd.Success);
Assert.IsTrue(randomAdd.Files.First().Code == fakeFile.Code);
Assert.IsTrue(randomAdd.Files.First().Name == fakeFile.Name);
// Update names of file
var updatedName = _api.UpdateProjectFileName(project.Projects.First().ProjectId, randomAdd.Files.First().Name, realFile.Name);
Assert.IsTrue(updatedName.Success);
// Replace content of file
var updateContents = _api.UpdateProjectFileContent(project.Projects.First().ProjectId, realFile.Name, realFile.Code);
Assert.IsTrue(updateContents.Success);
// Read single file
var readFile = _api.ReadProjectFile(project.Projects.First().ProjectId, realFile.Name);
Assert.IsTrue(readFile.Success);
Assert.IsTrue(readFile.Files.First().Code == realFile.Code);
Assert.IsTrue(readFile.Files.First().Name == realFile.Name);
// Add a second file
var secondFile = _api.AddProjectFile(project.Projects.First().ProjectId, secondRealFile.Name, secondRealFile.Code);
Assert.IsTrue(secondFile.Success);
Assert.IsTrue(secondFile.Files.First().Code == secondRealFile.Code);
Assert.IsTrue(secondFile.Files.First().Name == secondRealFile.Name);
// Read multiple files
var readFiles = _api.ReadProjectFiles(project.Projects.First().ProjectId);
Assert.IsTrue(readFiles.Success);
Assert.IsTrue(readFiles.Files.Count == 2);
// Delete the second file
var deleteFile = _api.DeleteProjectFile(project.Projects.First().ProjectId, secondRealFile.Name);
Assert.IsTrue(deleteFile.Success);
// Read files
var readFilesAgain = _api.ReadProjectFiles(project.Projects.First().ProjectId);
Assert.IsTrue(readFilesAgain.Success);
Assert.IsTrue(readFilesAgain.Files.Count == 1);
Assert.IsTrue(readFilesAgain.Files.First().Name == realFile.Name);
// Delete the project
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
}
/// <summary>
/// Test creating the settings object that provide the necessary parameters for each broker
/// </summary>
[Test]
public void LiveAlgorithmSettings_CanBeCreated_Successfully()
{
string user = "";
string password = "";
BrokerageEnvironment environment = BrokerageEnvironment.Paper;
string account = "";
// Oanda Custom Variables
string accessToken = "";
var dateIssuedString = "20160920";
// Tradier Custom Variables
string dateIssued = "";
string refreshToken = "";
string lifetime = "";
// Create and test settings for each brokerage
foreach (BrokerageName brokerageName in Enum.GetValues(typeof(BrokerageName)))
{
BaseLiveAlgorithmSettings settings = null;
switch (brokerageName)
{
case BrokerageName.Default:
user = Config.Get("default-username");
password = Config.Get("default-password");
settings = new DefaultLiveAlgorithmSettings(user, password, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.Default.ToString());
break;
case BrokerageName.FxcmBrokerage:
user = Config.Get("fxcm-user-name");
password = Config.Get("fxcm-password");
settings = new FXCMLiveAlgorithmSettings(user, password, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.FxcmBrokerage.ToString());
break;
case BrokerageName.InteractiveBrokersBrokerage:
user = Config.Get("ib-user-name");
password = Config.Get("ib-password");
account = Config.Get("ib-account");
settings = new InteractiveBrokersLiveAlgorithmSettings(user, password, account);
Assert.IsTrue(settings.Id == BrokerageName.InteractiveBrokersBrokerage.ToString());
break;
case BrokerageName.OandaBrokerage:
accessToken = Config.Get("oanda-access-token");
account = Config.Get("oanda-account-id");
settings = new OandaLiveAlgorithmSettings(accessToken, environment, account);
Assert.IsTrue(settings.Id == BrokerageName.OandaBrokerage.ToString());
break;
case BrokerageName.TradierBrokerage:
dateIssued = Config.Get("tradier-issued-at");
refreshToken = Config.Get("tradier-refresh-token");
account = Config.Get("tradier-account-id");
settings = new TradierLiveAlgorithmSettings(refreshToken, dateIssued, refreshToken, account);
break;
default:
throw new Exception("Settings have not been implemented for this brokerage: " + brokerageName.ToString());
}
// Tests common to all brokerage configuration classes
Assert.IsTrue(settings != null);
Assert.IsTrue(settings.Password == password);
Assert.IsTrue(settings.User == user);
// tradier brokerage is always live, the rest are variable
if (brokerageName != BrokerageName.TradierBrokerage)
Assert.IsTrue(settings.Environment == environment);
// Oanda specific settings
if (brokerageName == BrokerageName.OandaBrokerage)
{
var oandaSetting = settings as OandaLiveAlgorithmSettings;
Assert.IsTrue(oandaSetting.AccessToken == accessToken);
}
// Tradier specific settings
if (brokerageName == BrokerageName.TradierBrokerage)
{
var tradierLiveAlogrithmSettings = settings as TradierLiveAlgorithmSettings;
Assert.IsTrue(tradierLiveAlogrithmSettings.DateIssued == dateIssued);
Assert.IsTrue(tradierLiveAlogrithmSettings.RefreshToken == refreshToken);
Assert.IsTrue(settings.Environment == BrokerageEnvironment.Live);
}
// reset variables
user = "";
password = "";
environment = BrokerageEnvironment.Paper;
account = "";
}
}
/// <summary>
/// Reading live algorithm tests
/// - Get a list of live algorithms
/// - Get logs for the first algorithm returned
/// Will there always be a live algorithm for the test user?
/// </summary>
[Test]
public void LiveAlgorithmsAndLiveLogs_CanBeRead_Successfully()
{
// Read all currently running algorithms
var liveAlgorithms = _api.ListLiveAlgorithms(AlgorithmStatus.Running);
Assert.IsTrue(liveAlgorithms.Success);
// There has to be at least one running algorithm
Assert.IsTrue(liveAlgorithms.Algorithms.Any());
// Read the logs of the first live algorithm
var firstLiveAlgo = liveAlgorithms.Algorithms[0];
var liveLogs = _api.ReadLiveLogs(firstLiveAlgo.ProjectId, firstLiveAlgo.DeployId);
Assert.IsTrue(liveLogs.Success);
Assert.IsTrue(liveLogs.Logs.Any());
}
/// <summary>
/// Paper trading FXCM
/// </summary>
[Test]
public void LiveForexAlgorithms_CanBeUsedWithFXCM_Successfully()
{
var user = Config.Get("fxcm-user-name");
var password = Config.Get("fxcm-password");
var account = Config.Get("fxcm-account-id");
var file = new ProjectFile
{
Name = "main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateForexAlgorithm.cs")
};
// Create a new project
var project = _api.CreateProject("Test project - " + DateTime.Now, Language.CSharp);
Assert.IsTrue(project.Success);
// Add Project Files
var addProjectFile = _api.AddProjectFile(project.Projects.First().ProjectId, file.Name, file.Code);
Assert.IsTrue(addProjectFile.Success);
// Create compile
var compile = _api.CreateCompile(project.Projects.First().ProjectId);
Assert.IsTrue(compile.Success);
// Create default algorithm settings
var settings = new FXCMLiveAlgorithmSettings(user,
password,
BrokerageEnvironment.Paper,
account);
// Wait for project to compile
Thread.Sleep(10000);
// Create live default algorithm
var createLiveAlgorithm = _api.CreateLiveAlgorithm(project.Projects.First().ProjectId, compile.CompileId, "server512", settings);
Assert.IsTrue(createLiveAlgorithm.Success);
if (stopLiveAlgos)
{
// Liquidate live algorithm
var liquidateLive = _api.LiquidateLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(liquidateLive.Success);
// Stop live algorithm
var stopLive = _api.StopLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(stopLive.Success);
// Delete the project
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
}
}
/// <summary>
/// Live paper trading via IB.
/// </summary>
[Test]
public void LiveEquityAlgorithms_CanBeUsedWithInteractiveBrokers_Successfully()
{
var user = Config.Get("ib-user-name");
var password = Config.Get("ib-password");
var account = Config.Get("ib-account");
var file = new ProjectFile
{
Name = "main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateAlgorithm.cs")
};
// Create a new project
var project = _api.CreateProject("Test project - " + DateTime.Now, Language.CSharp);
// Add Project Files
var addProjectFile = _api.AddProjectFile(project.Projects.First().ProjectId, file.Name, file.Code);
Assert.IsTrue(addProjectFile.Success);
// Create compile
var compile = _api.CreateCompile(project.Projects.First().ProjectId);
Assert.IsTrue(compile.Success);
// Create default algorithm settings
var settings = new InteractiveBrokersLiveAlgorithmSettings(user,
password,
account);
// Wait for project to compile
Thread.Sleep(10000);
// Create live default algorithm
var createLiveAlgorithm = _api.CreateLiveAlgorithm(project.Projects.First().ProjectId, compile.CompileId, "server512", settings);
Assert.IsTrue(createLiveAlgorithm.Success);
if (stopLiveAlgos)
{
// Liquidate live algorithm
var liquidateLive = _api.LiquidateLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(liquidateLive.Success);
// Stop live algorithm
var stopLive = _api.StopLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(stopLive.Success);
// Delete the project
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
}
}
/// <summary>
/// Live paper trading via Oanda
/// </summary>
[Test]
public void LiveForexAlgorithms_CanBeUsedWithOanda_Successfully()
{
var token = Config.Get("oanda-access-token");
var account = Config.Get("oanda-account-id");
var file = new ProjectFile
{
Name = "main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateForexAlgorithm.cs")
};
// Create a new project
var project = _api.CreateProject("Test project - " + DateTime.Now, Language.CSharp);
// Add Project Files
var addProjectFile = _api.AddProjectFile(project.Projects.First().ProjectId, file.Name, file.Code);
Assert.IsTrue(addProjectFile.Success);
// Create compile
var compile = _api.CreateCompile(project.Projects.First().ProjectId);
Assert.IsTrue(compile.Success);
// Create default algorithm settings
var settings = new OandaLiveAlgorithmSettings(token,
BrokerageEnvironment.Paper,
account);
// Wait for project to compile
Thread.Sleep(10000);
// Create live default algorithm
var createLiveAlgorithm = _api.CreateLiveAlgorithm(project.Projects.First().ProjectId, compile.CompileId, "server512", settings);
Assert.IsTrue(createLiveAlgorithm.Success);
if (stopLiveAlgos)
{
// Liquidate live algorithm
var liquidateLive = _api.LiquidateLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(liquidateLive.Success);
// Stop live algorithm
var stopLive = _api.StopLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(stopLive.Success);
// Delete the project
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
}
}
/// <summary>
/// Live paper trading via Tradier
/// </summary>
[Test]
public void LiveEquityAlgorithms_CanBeUsedWithTradier_Successfully()
{
var refreshToken = Config.Get("tradier-refresh-token");
var account = Config.Get("tradier-account-id");
var accessToken = Config.Get("tradier-access-token");
var dateIssued = Config.Get("tradier-issued-at");
var file = new ProjectFile
{
Name = "main.cs",
Code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateAlgorithm.cs")
};
// Create a new project
var project = _api.CreateProject("Test project - " + DateTime.Now, Language.CSharp);
// Add Project Files
var addProjectFile = _api.AddProjectFile(project.Projects.First().ProjectId, file.Name, file.Code);
Assert.IsTrue(addProjectFile.Success);
var readProject = _api.ReadProject(project.Projects.First().ProjectId);
Assert.IsTrue(readProject.Success);
// Create compile
var compile = _api.CreateCompile(project.Projects.First().ProjectId);
Assert.IsTrue(compile.Success);
// Create default algorithm settings
var settings = new TradierLiveAlgorithmSettings(accessToken,
dateIssued,
refreshToken,
account);
// Wait for project to compile
Thread.Sleep(10000);
// Create live default algorithm
var createLiveAlgorithm = _api.CreateLiveAlgorithm(project.Projects.First().ProjectId, compile.CompileId, "server512", settings);
Assert.IsTrue(createLiveAlgorithm.Success);
if (stopLiveAlgos)
{
// Liquidate live algorithm
var liquidateLive = _api.LiquidateLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(liquidateLive.Success);
// Stop live algorithm
var stopLive = _api.StopLiveAlgorithm(project.Projects.First().ProjectId);
Assert.IsTrue(stopLive.Success);
// Delete the project
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
}
}
/// <summary>
/// Test getting links to forex data for FXCM
/// </summary>
[Test]
public void FXCMDataLinks_CanBeRetrieved_Successfully()
{
var minuteDataLink = _api.ReadDataLink(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.FXCM), "EURUSD"),
Resolution.Minute, new DateTime(2013, 10, 07));
var dailyDataLink = _api.ReadDataLink(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.FXCM), "EURUSD"),
Resolution.Daily, new DateTime(2013, 10, 07));
Assert.IsTrue(minuteDataLink.Success);
Assert.IsTrue(dailyDataLink.Success);
}
/// <summary>
/// Test getting links to forex data for Oanda
/// </summary>
[Test]
public void OandaDataLinks_CanBeRetrieved_Successfully()
{
var minuteDataLink = _api.ReadDataLink(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.Oanda), "EURUSD"),
Resolution.Minute, new DateTime(2013, 10, 07));
var dailyDataLink = _api.ReadDataLink(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.Oanda), "EURUSD"),
Resolution.Daily, new DateTime(2013, 10, 07));
Assert.IsTrue(minuteDataLink.Success);
Assert.IsTrue(dailyDataLink.Success);
}
/// <summary>
/// Test downloading data that does not come with the repo (Oanda)
/// </summary>
[Test]
public void BacktestingData_CanBeDownloadedAndSaved_Successfully()
{
var minutePath = Path.Combine(_dataFolder, "forex/oanda/minute/eurusd/20131011_quote.zip");
var dailyPath = Path.Combine(_dataFolder, "forex/oanda/daily/eurusd.zip");
if (File.Exists(dailyPath))
File.Delete(dailyPath);
if (File.Exists(minutePath))
File.Delete(minutePath);
var downloadedMinuteData = _api.DownloadData(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.Oanda), "EURUSD"),
Resolution.Minute, new DateTime(2013, 10, 11));
var downloadedDailyData = _api.DownloadData(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.Oanda), "EURUSD"),
Resolution.Daily, new DateTime(2013, 10, 07));
Assert.IsTrue(downloadedMinuteData);
Assert.IsTrue(downloadedDailyData);
Assert.IsTrue(File.Exists(dailyPath));
Assert.IsTrue(File.Exists(minutePath));
}
/// <summary>
/// Test read price API for given symbol
/// </summary>
[Test]
public void ReadPriceWorksCorrectlyFor1Symbol()
{
var spy = Symbol.Create("SPY", SecurityType.Equity, Market.USA);
var pricesList = _api.ReadPrices(new [] { spy });
Assert.IsTrue(pricesList.Success);
Assert.AreEqual(pricesList.Prices.Count, 1);
var price = pricesList.Prices.First();
Assert.AreEqual(price.Symbol, spy);
Assert.AreNotEqual(price.Price, 0);
var updated = price.Updated;
var reference = DateTime.UtcNow.Subtract(TimeSpan.FromDays(3));
Assert.IsTrue(updated > reference);
}
/// <summary>
/// Test read price API for multiple symbols
/// </summary>
[Test]
public void ReadPriceWorksCorrectlyForMultipleSymbols()
{
var spy = Symbol.Create("SPY", SecurityType.Equity, Market.USA);
var aapl = Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
var pricesList = _api.ReadPrices(new[] { spy, aapl });
Assert.IsTrue(pricesList.Success);
Assert.AreEqual(pricesList.Prices.Count, 2);
Assert.IsTrue(pricesList.Prices.All(x => x.Price != 0));
Assert.AreEqual(pricesList.Prices.Count(x => x.Symbol == aapl), 1);
Assert.AreEqual(pricesList.Prices.Count(x => x.Symbol == spy), 1);
var reference = DateTime.UtcNow.Subtract(TimeSpan.FromDays(3));
Assert.IsTrue(pricesList.Prices.All(x => x.Updated > reference));
}
/// <summary>
/// Test downloading non existent data
/// </summary>
[Test]
public void NonExistantData_WillBeDownloaded_Unsuccessfully()
{
var nonExistentData = _api.DownloadData(new Symbol(SecurityIdentifier.GenerateForex("EURUSD", Market.Oanda), "EURUSD"),
Resolution.Minute, new DateTime(1989, 10, 11));
Assert.IsFalse(nonExistentData);
}
/// <summary>
/// Test creating, compiling and backtesting a C# project via the Api
/// </summary>
[Test]
public void CSharpProject_CreatedCompiledAndBacktested_Successully()
{
var language = Language.CSharp;
var code = File.ReadAllText("../../../Algorithm.CSharp/BasicTemplateAlgorithm.cs");
var algorithmName = "main.cs";
var projectName = DateTime.UtcNow.ToString("u") + " Test " + _testAccount + " Lang " + language;
Perform_CreateCompileBactest_Tests(projectName, language, algorithmName, code);
}
/// <summary>
/// Test creating, compiling and backtesting a F# project via the Api
/// </summary>
[Test]
public void FSharpProject_CreatedCompiledAndBacktested_Successully()
{
var language = Language.FSharp;
var code = File.ReadAllText("../../../Algorithm.FSharp/BasicTemplateAlgorithm.fs");
var algorithmName = "main.fs";
var projectName = DateTime.UtcNow.ToString("u") + " Test " + _testAccount + " Lang " + language;
Perform_CreateCompileBactest_Tests(projectName, language, algorithmName, code);
}
/// <summary>
/// Test creating, compiling and bactesting a Python project via the Api
/// </summary>
[Test]
public void PythonProject_CreatedCompiledAndBacktested_Successully()
{
var language = Language.Python;
var code = File.ReadAllText("../../../Algorithm.Python/BasicTemplateAlgorithm.py");
var algorithmName = "main.py";
var projectName = DateTime.UtcNow.ToString("u") + " Test " + _testAccount + " Lang " + language;
Perform_CreateCompileBactest_Tests(projectName, language, algorithmName, code);
}
[Test]
public void GetsSplits()
{
var date = new DateTime(2014, 06, 09);
var AAPL = new Symbol(SecurityIdentifier.Parse("AAPL R735QTJ8XC9X"), "AAPL");
var splits = _api.GetSplits(date, date);
var aapl = splits.Single(s => s.Symbol == AAPL);
Assert.AreEqual((1 / 7m).RoundToSignificantDigits(6), aapl.SplitFactor);
Assert.AreEqual(date, aapl.Time);
Assert.AreEqual(SplitType.SplitOccurred, aapl.Type);
Assert.AreEqual(645.57m, aapl.ReferencePrice);
}
[Test]
public void GetDividends()
{
var date = new DateTime(2018, 05, 11);
var AAPL = new Symbol(SecurityIdentifier.Parse("AAPL R735QTJ8XC9X"), "AAPL");
var dividends = _api.GetDividends(date, date);
var aapl = dividends.Single(s => s.Symbol == AAPL);
Assert.AreEqual(0.73m, aapl.Distribution);
Assert.AreEqual(date, aapl.Time);
Assert.AreEqual(190.03m, aapl.ReferencePrice);
}
private void Perform_CreateCompileBactest_Tests(string projectName, Language language, string algorithmName, string code)
{
//Test create a new project successfully
var project = _api.CreateProject(projectName, language);
Assert.IsTrue(project.Success);
Assert.IsTrue(project.Projects.First().ProjectId > 0);
Assert.IsTrue(project.Projects.First().Name == projectName);
// Make sure the project just created is now present
var projects = _api.ListProjects();
Assert.IsTrue(projects.Success);
Assert.IsTrue(projects.Projects.Any(p => p.ProjectId == project.Projects.First().ProjectId));
// Test read back the project we just created
var readProject = _api.ReadProject(project.Projects.First().ProjectId);
Assert.IsTrue(readProject.Success);
Assert.IsTrue(readProject.Projects.First().Name == projectName);
// Test set a project file for the project
var file = new ProjectFile { Name = algorithmName, Code = code };
var addProjectFile = _api.AddProjectFile(project.Projects.First().ProjectId, file.Name, file.Code);
Assert.IsTrue(addProjectFile.Success);
// Download the project again to validate its got the new file
var verifyRead = _api.ReadProject(project.Projects.First().ProjectId);
Assert.IsTrue(verifyRead.Success);
// Compile the project we've created
var compileCreate = _api.CreateCompile(project.Projects.First().ProjectId);
Assert.IsTrue(compileCreate.Success);
Assert.IsTrue(compileCreate.State == CompileState.InQueue);
// Read out the compile
var compileSuccess = WaitForCompilerResponse(project.Projects.First().ProjectId, compileCreate.CompileId);
Assert.IsTrue(compileSuccess.Success);
Assert.IsTrue(compileSuccess.State == CompileState.BuildSuccess);
// Update the file, create a build error, test we get build error
file.Code += "[Jibberish at end of the file to cause a build error]";
_api.UpdateProjectFileContent(project.Projects.First().ProjectId, file.Name, file.Code);
var compileError = _api.CreateCompile(project.Projects.First().ProjectId);
compileError = WaitForCompilerResponse(project.Projects.First().ProjectId, compileError.CompileId);
Assert.IsTrue(compileError.Success); // Successfully processed rest request.
Assert.IsTrue(compileError.State == CompileState.BuildError); //Resulting in build fail.
// Using our successful compile; launch a backtest!
var backtestName = DateTime.Now.ToString("u") + " API Backtest";
var backtest = _api.CreateBacktest(project.Projects.First().ProjectId, compileSuccess.CompileId, backtestName);
Assert.IsTrue(backtest.Success);
// Now read the backtest and wait for it to complete
var backtestRead = WaitForBacktestCompletion(project.Projects.First().ProjectId, backtest.BacktestId);
Assert.IsTrue(backtestRead.Success);
Assert.IsTrue(backtestRead.Progress == 1);
Assert.IsTrue(backtestRead.Name == backtestName);
Assert.IsTrue(backtestRead.Result.Statistics["Total Trades"] == "1");
// Verify we have the backtest in our project
var listBacktests = _api.ListBacktests(project.Projects.First().ProjectId);
Assert.IsTrue(listBacktests.Success);
Assert.IsTrue(listBacktests.Backtests.Count >= 1);
Assert.IsTrue(listBacktests.Backtests[0].Name == backtestName);
// Update the backtest name and test its been updated
backtestName += "-Amendment";
var renameBacktest = _api.UpdateBacktest(project.Projects.First().ProjectId, backtest.BacktestId, backtestName);
Assert.IsTrue(renameBacktest.Success);
backtestRead = _api.ReadBacktest(project.Projects.First().ProjectId, backtest.BacktestId);
Assert.IsTrue(backtestRead.Name == backtestName);
//Update the note and make sure its been updated:
var newNote = DateTime.Now.ToString("u");
var noteBacktest = _api.UpdateBacktest(project.Projects.First().ProjectId, backtest.BacktestId, note: newNote);
Assert.IsTrue(noteBacktest.Success);
backtestRead = _api.ReadBacktest(project.Projects.First().ProjectId, backtest.BacktestId);
Assert.IsTrue(backtestRead.Note == newNote);
// Delete the backtest we just created
var deleteBacktest = _api.DeleteBacktest(project.Projects.First().ProjectId, backtest.BacktestId);
Assert.IsTrue(deleteBacktest.Success);
// Test delete the project we just created
var deleteProject = _api.DeleteProject(project.Projects.First().ProjectId);
Assert.IsTrue(deleteProject.Success);
}
/// <summary>
/// Wait for the compiler to respond to a specified compile request
/// </summary>
/// <param name="projectId">Id of the project</param>
/// <param name="compileId">Id of the compilation of the project</param>
/// <returns></returns>
private Compile WaitForCompilerResponse(int projectId, string compileId)
{
var compile = new Compile();
var finish = DateTime.Now.AddSeconds(60);
while (DateTime.Now < finish)
{
compile = _api.ReadCompile(projectId, compileId);
if (compile.State == CompileState.BuildSuccess) break;
Thread.Sleep(1000);
}
return compile;
}
/// <summary>
/// Wait for the backtest to complete
/// </summary>
/// <param name="projectId">Project id to scan</param>
/// <param name="backtestId">Backtest id previously started</param>
/// <returns>Completed backtest object</returns>
private Backtest WaitForBacktestCompletion(int projectId, string backtestId)
{
var result = new Backtest();
var finish = DateTime.Now.AddSeconds(60);
while (DateTime.Now < finish)
{
result = _api.ReadBacktest(projectId, backtestId);
if (result.Progress == 1) break;
if (!result.Success) break;
Thread.Sleep(1000);
}
return result;
}
}
}
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