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Add Tests for MaximumDrawdownPercentPortfolio #8096

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Marinovsky
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Description

Add unit tests for MaximumDrawdownPercentPortfolio.cs class asserting different possible scenarios

Related Issue

Closes #4863

Motivation and Context

With these changes, the class MaximumDrawdownPercentPortfolio.cs will be covered by unit tests

Requires Documentation Change

N/A

How Has This Been Tested?

I created unit tests asserting the risk model worked in the following scenarios:

  • When the drawdown percent is close to the maximum drawdown percent set but not bigger
  • When the maximum drawdown percent was reached so that the risk model is reset
  • When there are more than one target symbol to be canceled by the risk model
  • When target symbols to be canceled by the risk model is empty

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit 0e0e6bd into QuantConnect:master Jun 24, 2024
6 of 7 checks passed
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Add MaximumDrawdownPercentPortfolio unit tests
2 participants