diff --git a/QuantConnect.InteractiveBrokersBrokerage.Tests/IBDataDownloaderTests.cs b/QuantConnect.InteractiveBrokersBrokerage.Tests/IBDataDownloaderTests.cs deleted file mode 100644 index ba0cc3e..0000000 --- a/QuantConnect.InteractiveBrokersBrokerage.Tests/IBDataDownloaderTests.cs +++ /dev/null @@ -1,82 +0,0 @@ -/* - * 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 NUnit.Framework; -using QuantConnect.ToolBox.IBDownloader; -using System; -using System.Collections.Generic; -using System.Linq; - -namespace QuantConnect.Tests.Brokerages.InteractiveBrokers -{ - [TestFixture] - [Explicit("These tests require the IBGateway to be installed.")] - public class IBDataDownloaderTests - { - [TestCase("ES", Resolution.Daily, 15)] - [TestCase("ES", Resolution.Hour, 15)] - [TestCase("ES", Resolution.Minute, 15)] - public void DownloadsFuturesData(string ticker, Resolution resolution, int days) - { - var symbol = Symbol.Create(ticker, SecurityType.Future, Market.CME); - const SecurityType securityType = SecurityType.Future; - - using (var downloader = new IBDataDownloader()) - { - var symbols = downloader.GetChainSymbols(symbol, true).ToList(); - - var startDate = DateTime.UtcNow.Date.AddDays(-days); - var endDate = DateTime.UtcNow.Date; - - downloader.DownloadAndSave(symbols, resolution, securityType, TickType.Trade, startDate, endDate); - downloader.DownloadAndSave(symbols, resolution, securityType, TickType.Quote, startDate, endDate); - } - } - - [Test] - public void ThrowsIfDifferentSecurityType() - { - Assert.Throws( - () => - { - using (var downloader = new IBDataDownloader()) - { - var startDate = DateTime.UtcNow.Date.AddDays(-1); - var endDate = DateTime.UtcNow.Date; - - var symbols = new List { Symbols.SPY_C_192_Feb19_2016 }; - downloader.DownloadAndSave(symbols, Resolution.Minute, SecurityType.Future, TickType.Trade, startDate, endDate); - } - }); - } - - [Test] - public void ThrowsIfDifferentRootSymbols() - { - Assert.Throws( - () => - { - using (var downloader = new IBDataDownloader()) - { - var startDate = DateTime.UtcNow.Date.AddDays(-1); - var endDate = DateTime.UtcNow.Date; - - var symbols = new List { Symbols.Future_ESZ18_Dec2018, Symbols.Future_CLF19_Jan2019 }; - downloader.DownloadAndSave(symbols, Resolution.Minute, SecurityType.Future, TickType.Trade, startDate, endDate); - } - }); - } - } -} \ No newline at end of file diff --git a/QuantConnect.InteractiveBrokersBrokerage.Tests/QuantConnect.InteractiveBrokersBrokerage.Tests.csproj b/QuantConnect.InteractiveBrokersBrokerage.Tests/QuantConnect.InteractiveBrokersBrokerage.Tests.csproj index 3cd0a92..a5c0881 100644 --- a/QuantConnect.InteractiveBrokersBrokerage.Tests/QuantConnect.InteractiveBrokersBrokerage.Tests.csproj +++ b/QuantConnect.InteractiveBrokersBrokerage.Tests/QuantConnect.InteractiveBrokersBrokerage.Tests.csproj @@ -28,7 +28,6 @@ - diff --git a/QuantConnect.InteractiveBrokersBrokerage.sln b/QuantConnect.InteractiveBrokersBrokerage.sln index 6493e48..26be858 100644 --- a/QuantConnect.InteractiveBrokersBrokerage.sln +++ b/QuantConnect.InteractiveBrokersBrokerage.sln @@ -1,7 +1,7 @@  Microsoft Visual Studio Solution File, Format Version 12.00 -# Visual Studio Version 16 -VisualStudioVersion = 16.0.31205.134 +# Visual Studio Version 17 +VisualStudioVersion = 17.9.34728.123 MinimumVisualStudioVersion = 10.0.40219.1 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect", "..\Lean\Common\QuantConnect.csproj", "{477827EE-5908-48AB-B6A4-DAB6E85D96DF}" EndProject @@ -19,8 +19,6 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.InteractiveBro EndProject Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.InteractiveBrokersBrokerage.Tests", "QuantConnect.InteractiveBrokersBrokerage.Tests\QuantConnect.InteractiveBrokersBrokerage.Tests.csproj", "{582F7971-3EB7-418F-834A-FAAE479EC8AC}" EndProject -Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.InteractiveBrokersBrokerage.ToolBox", "QuantConnect.InteractiveBrokersBrokerage.ToolBox\QuantConnect.InteractiveBrokersBrokerage.ToolBox.csproj", "{2E005690-6E09-4847-96B1-7D3B2F84D100}" -EndProject Global GlobalSection(SolutionConfigurationPlatforms) = preSolution Debug|Any CPU = Debug|Any CPU @@ -59,10 +57,6 @@ Global {582F7971-3EB7-418F-834A-FAAE479EC8AC}.Debug|Any CPU.Build.0 = Debug|Any CPU {582F7971-3EB7-418F-834A-FAAE479EC8AC}.Release|Any CPU.ActiveCfg = Release|Any CPU {582F7971-3EB7-418F-834A-FAAE479EC8AC}.Release|Any CPU.Build.0 = Release|Any CPU - {2E005690-6E09-4847-96B1-7D3B2F84D100}.Debug|Any CPU.ActiveCfg = Debug|Any CPU - {2E005690-6E09-4847-96B1-7D3B2F84D100}.Debug|Any CPU.Build.0 = Debug|Any CPU - {2E005690-6E09-4847-96B1-7D3B2F84D100}.Release|Any CPU.ActiveCfg = Release|Any CPU - {2E005690-6E09-4847-96B1-7D3B2F84D100}.Release|Any CPU.Build.0 = Release|Any CPU EndGlobalSection GlobalSection(SolutionProperties) = preSolution HideSolutionNode = FALSE