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1/4 of the changes of RegressionTestException (#8100)
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Marinovsky committed Jun 24, 2024
1 parent 5432c7c commit b41df5b
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Showing 105 changed files with 443 additions and 396 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -55,7 +55,7 @@ public override void OnEndOfAlgorithm()
||
Portfolio.TotalHoldingsValue < Portfolio.TotalPortfolioValue * 0.01m)
{
throw new Exception($"Unexpected Total Holdings Value: {Portfolio.TotalHoldingsValue}");
throw new RegressionTestException($"Unexpected Total Holdings Value: {Portfolio.TotalHoldingsValue}");
}
}

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2 changes: 1 addition & 1 deletion Algorithm.CSharp/AddAlphaModelAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,7 @@ public override void Initialize()
|| insightsCollection.Insights.Count(insight => insight.Symbol == _spy) != 1
|| insightsCollection.Insights.Count(insight => insight.Symbol == _ibm) != 1)
{
throw new Exception("Unexpected insights were emitted");
throw new RegressionTestException("Unexpected insights were emitted");
}
}

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Original file line number Diff line number Diff line change
Expand Up @@ -59,7 +59,7 @@ public override void OnData(Slice slice)
}
else
{
throw new Exception("Expect a single call to OnData where we removed the option and underlying");
throw new RegressionTestException("Expect a single call to OnData where we removed the option and underlying");
}
}
}
Expand All @@ -68,7 +68,7 @@ public override void OnEndOfAlgorithm()
{
if (!_hasRemoved)
{
throw new Exception("Expect a single call to OnData where we removed the option and underlying");
throw new RegressionTestException("Expect a single call to OnData where we removed the option and underlying");
}
}

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Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ public override void OnData(Slice slice)
{
if (_hasRemoved)
{
throw new Exception("Expect a single call to OnData where we removed the option and underlying");
throw new RegressionTestException("Expect a single call to OnData where we removed the option and underlying");
}

_hasRemoved = true;
Expand All @@ -65,7 +65,7 @@ public override void OnEndOfAlgorithm()
{
if (!_hasRemoved)
{
throw new Exception("We did not remove the option contract!");
throw new RegressionTestException("We did not remove the option contract!");
}
}

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4 changes: 2 additions & 2 deletions Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -47,7 +47,7 @@ public override void Initialize()

if (!_beta.IsReady)
{
throw new Exception("_beta indicator was expected to be ready");
throw new RegressionTestException("_beta indicator was expected to be ready");
}
}

Expand All @@ -63,7 +63,7 @@ public override void OnData(Slice data)

if (_beta.Current.Value < 0m || _beta.Current.Value > 2.80m)
{
throw new Exception($"_beta value was expected to be between 0 and 2.80 but was {_beta.Current.Value}");
throw new RegressionTestException($"_beta value was expected to be between 0 and 2.80 but was {_beta.Current.Value}");
}

Log($"Beta between IBM and SPY is: {_beta.Current.Value}");
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Original file line number Diff line number Diff line change
Expand Up @@ -61,15 +61,15 @@ public override void OnData(Slice data)
{
if (_ended)
{
throw new Exception($"Algorithm should of ended!");
throw new RegressionTestException($"Algorithm should of ended!");
}
if (data.Keys.Count > 2)
{
throw new Exception($"Getting data for more than 2 symbols! {string.Join(",", data.Keys.Select(symbol => symbol))}");
throw new RegressionTestException($"Getting data for more than 2 symbols! {string.Join(",", data.Keys.Select(symbol => symbol))}");
}
if (UniverseManager.Count != 3)
{
throw new Exception($"Expecting 3 universes (chain, continuous and user defined) but have {UniverseManager.Count}");
throw new RegressionTestException($"Expecting 3 universes (chain, continuous and user defined) but have {UniverseManager.Count}");
}

if (!Portfolio.Invested)
Expand Down Expand Up @@ -99,7 +99,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
if (changes.AddedSecurities.Any(security => security.Symbol != _continuousContract.Symbol && security.Symbol != _futureContract.Symbol)
|| changes.RemovedSecurities.Any(security => security.Symbol != _continuousContract.Symbol && security.Symbol != _futureContract.Symbol))
{
throw new Exception($"We got an unexpected security changes {changes}");
throw new RegressionTestException($"We got an unexpected security changes {changes}");
}
}

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Original file line number Diff line number Diff line change
Expand Up @@ -114,7 +114,7 @@ public override void OnEndOfAlgorithm()

if (!_onDataReached)
{
throw new Exception("OnData() was never called.");
throw new RegressionTestException("OnData() was never called.");
}
if (_symbolsReceived.Count != _expectedSymbolsReceived.Count)
{
Expand All @@ -132,7 +132,7 @@ public override void OnEndOfAlgorithm()

if (missingSymbols.Count > 0)
{
throw new Exception($"Symbols: \"{string.Join(", ", missingSymbols)}\" were not found in OnData");
throw new RegressionTestException($"Symbols: \"{string.Join(", ", missingSymbols)}\" were not found in OnData");
}

foreach (var expectedSymbol in _expectedSymbolsReceived)
Expand All @@ -146,7 +146,7 @@ public override void OnEndOfAlgorithm()

if (nonDupeDataCount < 1000)
{
throw new Exception($"Received too few data points. Expected >=1000, found {nonDupeDataCount} for {expectedSymbol}");
throw new RegressionTestException($"Received too few data points. Expected >=1000, found {nonDupeDataCount} for {expectedSymbol}");
}
}
}
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Original file line number Diff line number Diff line change
Expand Up @@ -131,16 +131,16 @@ public override void OnData(Slice data)
|| marginModel.MaintenanceIntradayMarginRequirement == 0
|| marginModel.MaintenanceOvernightMarginRequirement == 0)
{
throw new Exception("Unexpected margin requirements");
throw new RegressionTestException("Unexpected margin requirements");
}

if (marginModel.GetInitialMarginRequirement(optionContract, 1) == 0)
{
throw new Exception("Unexpected Initial Margin requirement");
throw new RegressionTestException("Unexpected Initial Margin requirement");
}
if (marginModel.GetMaintenanceMargin(optionContract) != 0)
{
throw new Exception("Unexpected Maintenance Margin requirement");
throw new RegressionTestException("Unexpected Maintenance Margin requirement");
}

MarketOrder(option, 1);
Expand All @@ -149,7 +149,7 @@ public override void OnData(Slice data)

if (marginModel.GetMaintenanceMargin(optionContract) == 0)
{
throw new Exception("Unexpected Maintenance Margin requirement");
throw new RegressionTestException("Unexpected Maintenance Margin requirement");
}
}
if (!futureInvested && data.ContainsKey(future))
Expand All @@ -170,7 +170,7 @@ public override void OnEndOfAlgorithm()
}
if (!_onDataReached)
{
throw new Exception("OnData() was never called.");
throw new RegressionTestException("OnData() was never called.");
}
if (_symbolsReceived.Count != _expectedSymbolsReceived.Count)
{
Expand All @@ -188,7 +188,7 @@ public override void OnEndOfAlgorithm()

if (missingSymbols.Count > 0)
{
throw new Exception($"Symbols: \"{string.Join(", ", missingSymbols)}\" were not found in OnData");
throw new RegressionTestException($"Symbols: \"{string.Join(", ", missingSymbols)}\" were not found in OnData");
}

foreach (var expectedSymbol in _expectedSymbolsReceived)
Expand All @@ -202,7 +202,7 @@ public override void OnEndOfAlgorithm()

if (nonDupeDataCount < 1000)
{
throw new Exception($"Received too few data points. Expected >=1000, found {nonDupeDataCount} for {expectedSymbol}");
throw new RegressionTestException($"Received too few data points. Expected >=1000, found {nonDupeDataCount} for {expectedSymbol}");
}
}
}
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10 changes: 5 additions & 5 deletions Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -68,11 +68,11 @@ public override void OnData(Slice data)

if (!config.Any())
{
throw new Exception($"Was expecting configurations for {symbol}");
throw new RegressionTestException($"Was expecting configurations for {symbol}");
}
if (config.Any(dataConfig => dataConfig.DataNormalizationMode != DataNormalizationMode.Raw))
{
throw new Exception($"Was expecting DataNormalizationMode.Raw configurations for {symbol}");
throw new RegressionTestException($"Was expecting DataNormalizationMode.Raw configurations for {symbol}");
}
}
}
Expand All @@ -81,14 +81,14 @@ public override void OnData(Slice data)
{
if (SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_option).Any())
{
throw new Exception($"Unexpected configurations for {_option} after it has been delisted");
throw new RegressionTestException($"Unexpected configurations for {_option} after it has been delisted");
}

if (Securities[_twx].Invested)
{
if (!SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_twx).Any())
{
throw new Exception($"Was expecting configurations for {_twx}");
throw new RegressionTestException($"Was expecting configurations for {_twx}");
}

// first we liquidate the option exercised position
Expand All @@ -99,7 +99,7 @@ public override void OnData(Slice data)
{
if (SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_twx).Any())
{
throw new Exception($"Unexpected configurations for {_twx} after it has been liquidated");
throw new RegressionTestException($"Unexpected configurations for {_twx} after it has been liquidated");
}
}
}
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Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,7 @@ public override void OnData(Slice data)
// assert underlying still there after the universe selection removed it, still used by the manually added option contract
if (!configs.Any())
{
throw new Exception($"Was expecting configurations for {_twx}" +
throw new RegressionTestException($"Was expecting configurations for {_twx}" +
$" even after it has been deselected from coarse universe because we still have the option contract.");
}
}
Expand All @@ -83,7 +83,7 @@ public override void OnData(Slice data)
var configs = SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol);
if (configs.Any())
{
throw new Exception($"Unexpected configuration for {symbol} after it has been deselected from coarse universe and option contract is removed.");
throw new RegressionTestException($"Unexpected configuration for {symbol} after it has been deselected from coarse universe and option contract is removed.");
}
}
}
Expand All @@ -94,11 +94,11 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
{
if (_securityChanges.RemovedSecurities.Intersect(changes.RemovedSecurities).Any())
{
throw new Exception($"SecurityChanges.RemovedSecurities intersect {changes.RemovedSecurities}. We expect no duplicate!");
throw new RegressionTestException($"SecurityChanges.RemovedSecurities intersect {changes.RemovedSecurities}. We expect no duplicate!");
}
if (_securityChanges.AddedSecurities.Intersect(changes.AddedSecurities).Any())
{
throw new Exception($"SecurityChanges.AddedSecurities intersect {changes.RemovedSecurities}. We expect no duplicate!");
throw new RegressionTestException($"SecurityChanges.AddedSecurities intersect {changes.RemovedSecurities}. We expect no duplicate!");
}
// keep track of all removed and added securities
_securityChanges += changes;
Expand All @@ -123,11 +123,11 @@ public override void OnSecuritiesChanged(SecurityChanges changes)

if (!config.Any())
{
throw new Exception($"Was expecting configurations for {symbol}");
throw new RegressionTestException($"Was expecting configurations for {symbol}");
}
if (config.Any(dataConfig => dataConfig.DataNormalizationMode != DataNormalizationMode.Raw))
{
throw new Exception($"Was expecting DataNormalizationMode.Raw configurations for {symbol}");
throw new RegressionTestException($"Was expecting DataNormalizationMode.Raw configurations for {symbol}");
}
}

Expand All @@ -143,16 +143,16 @@ public override void OnEndOfAlgorithm()
{
if (SubscriptionManager.Subscriptions.Any(dataConfig => dataConfig.Symbol == _twx || dataConfig.Symbol.Underlying == _twx))
{
throw new Exception($"Was NOT expecting any configurations for {_twx} or it's options, since we removed the contract");
throw new RegressionTestException($"Was NOT expecting any configurations for {_twx} or it's options, since we removed the contract");
}

if (SubscriptionManager.Subscriptions.All(dataConfig => dataConfig.Symbol != _aapl))
{
throw new Exception($"Was expecting configurations for {_aapl}");
throw new RegressionTestException($"Was expecting configurations for {_aapl}");
}
if (SubscriptionManager.Subscriptions.All(dataConfig => dataConfig.Symbol.Underlying != _aapl))
{
throw new Exception($"Was expecting options configurations for {_aapl}");
throw new RegressionTestException($"Was expecting options configurations for {_aapl}");
}
}

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6 changes: 3 additions & 3 deletions Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -56,7 +56,7 @@ public override void OnData(Slice slice)
{
if (!_reAdded && slice.ContainsKey(_contract) && slice.ContainsKey(_contract.Underlying))
{
throw new Exception("Getting data for removed option and underlying!");
throw new RegressionTestException("Getting data for removed option and underlying!");
}

if (!Portfolio.Invested && _reAdded)
Expand Down Expand Up @@ -95,11 +95,11 @@ public override void OnEndOfAlgorithm()
{
if (!_hasRemoved)
{
throw new Exception("We did not remove the option contract!");
throw new RegressionTestException("We did not remove the option contract!");
}
if (!_reAdded)
{
throw new Exception("We did not re add the option contract!");
throw new RegressionTestException("We did not re add the option contract!");
}
}

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Original file line number Diff line number Diff line change
Expand Up @@ -71,7 +71,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)

if (!allOptionsWereChangedOnMarketOpen)
{
throw new Exception("Expected options filter to be run only on market open");
throw new RegressionTestException("Expected options filter to be run only on market open");
}
}

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