QuantConnect · Martin-Molinero · Dec 23, 2024 · Dec 19, 2024
diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
@@ -8,17 +8,28 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
-    container:
-        image: quantconnect/lean:foundation
+    runs-on: ubuntu-24.04
     steps:
-      - uses: actions/checkout@v2
+      - name: Checkout
+        uses: actions/checkout@v2
 
-      - name: BuildDataSource
-        run: dotnet build ./QuantConnect.DataSource.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+      - name: Liberate disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          large-packages: false
+          docker-images: false
+          swap-storage: false
 
-      - name: BuildTests
-        run: dotnet build ./tests/Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
-
-      - name: Run Tests
-        run: dotnet test ./tests/bin/Release/net6.0/Tests.dll
+      - uses: addnab/docker-run-action@v3
+        with:
+          image: quantconnect/lean:foundation
+          options: --workdir /__w/Lean.DataSource.SmartInsiderIntentionsTransactions/Lean.DataSource.SmartInsiderIntentionsTransactions -v /home/runner/work:/__w
+          shell: bash
+          run: |
+            # BuildDataSource
+            dotnet build ./QuantConnect.DataSource.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1 && \
+            # BuildTests
+            dotnet build ./tests/Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1 && \
+            # Run Tests
+            dotnet test ./tests/bin/Release/net9.0/Tests.dll
diff --git a/DataProcessing/DataProcessing.csproj b/DataProcessing/DataProcessing.csproj
@@ -2,7 +2,7 @@
 
     <PropertyGroup>
         <OutputType>Exe</OutputType>
-        <TargetFramework>net6.0</TargetFramework>
+        <TargetFramework>net9.0</TargetFramework>
         <AssemblyName>process</AssemblyName>
     </PropertyGroup>
 

diff --git a/QuantConnect.DataSource.csproj b/QuantConnect.DataSource.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <RootNamespace>QuantConnect.DataSource</RootNamespace>
     <AssemblyName>QuantConnect.DataSource.SmartInsiderIntentionsTransactions</AssemblyName>
     <OutputPath>bin\$(Configuration)</OutputPath>

diff --git a/SmartInsiderTransactionUniverseTestAlgorithm.cs b/SmartInsiderTransactionUniverseTestAlgorithm.cs
@@ -47,9 +47,9 @@ public override void Initialize()
             AddUniverse<SmartInsiderTransactionUniverse>("SmartInsiderTransactionUniverse", Resolution.Daily, UniverseSelectionMethod);
         }
 
-        private IEnumerable<Symbol> UniverseSelectionMethod(IEnumerable<SmartInsiderTransactionUniverse> data)
+        private IEnumerable<Symbol> UniverseSelectionMethod(IEnumerable<BaseData> data)
         {
-            _datum = data.FirstOrDefault(datum => datum.Symbol.Value == _symbol.Value);
+            _datum = data.OfType<SmartInsiderTransactionUniverse>().FirstOrDefault(datum => datum.Symbol.Value == _symbol.Value);
 
             if (_datum != null)
             {

diff --git a/tests/SmartInsiderIntentionTests.cs b/tests/SmartInsiderIntentionTests.cs
@@ -19,13 +19,22 @@
 using Newtonsoft.Json;
 using NUnit.Framework;
 using QuantConnect.Data;
+using QuantConnect.Data.Auxiliary;
 using QuantConnect.DataSource;
+using QuantConnect.Interfaces;
+using QuantConnect.Util;
 
 namespace QuantConnect.DataLibrary.Tests
 {
     [TestFixture]
     public class SmartInsiderIntentionTests
     {
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Configuration.Config.Get("map-file-provider", typeof(LocalDiskMapFileProvider).Name));
+        }
+
         [TestCase("\"TransactionID\"	\"BuybackType\"	\"LastUpdate\"	\"LastIDsUpdate\"	\"ISIN\"	\"USDMarketCap\"	\"CompanyID\"	\"companyPageURL\"	\"ICBIndustry\"	\"ICBSuperSector\"	\"ICBSector\"	\"ICBSubSector\"	\"ICBCode\"	\"CompanyName\"	\"ShortCompanyName\"	\"previousResultsAnnsDate\"	\"nextResultsAnnsDate\"	\"nextCloseBegin\"	\"LastCloseEnded\"	\"SecurityDescription\"	\"TickerCountry\"	\"TickerSymbol\"	\"BuybackDate\"	\"BybackVia\"	\"BybackBy\"	\"HoldingType\"	\"Currency\"	\"Price\"	\"TransactionAmount\"	\"GBPValue\"	\"EURValue\"	\"USDValue\"	\"NoteText\"	\"BuybackPercentage\"	\"VolumePercentage\"	\"ConvRate\"	\"previousClosePrice\"	\"AmountAdjFactor\"	\"PriceAdjFactor\"	\"TreasuryHolding\"	\"AnnouncementDate\"	\"TimeReleased\"	\"TimeProcessed\"	\"TimeReleasedGMT\"	\"TimeProcessedGMT\"	\"AnnouncedIn\"	\"showOriginal\"	\"IntentionVia\"	\"IntentionBy\"	\"BuybackIntentionHoldingType\"	\"IntentionAmount\"	\"ValueCurrency\"	\"IntentionValue\"	\"IntentionPercentage\"	\"StartDate\"	\"EndDate\"	\"PriceCurrency\"	\"MinimumPrice\"	\"MaximumPrice\"	\"BuybackIntentionNoteText\"	\"UserVarChar1\"	\"UserVarChar2\"	\"UserVarChar3\"	\"UserVarChar4\"	\"UserVarChar5\"	\"SystemVarChar1\"	\"SystemVarChar2\"	\"SystemVarChar3\"	\"SystemVarChar4\"	\"SystemVarChar5\"	\"UserNumber1\"	\"UserNumber2\"	\"UserNumber3\"	\"UserNumber4\"	\"UserNumber5\"	\"SystemNumber1\"	\"SystemNumber2\"	\"SystemNumber3\"	\"SystemNumber4\"	\"SystemNumber5\"	\"UserInteger1\"	\"UserInteger2\"	\"UserInteger3\"	\"UserInteger4\"	\"UserInteger5\"	\"SystemInteger1\"	\"SystemInteger2\"	\"SystemInteger3\"	\"SystemInteger4\"	\"SystemInteger5\"	\"UserDateTime1\"	\"UserDateTime2\"	\"UserDateTime3\"	\"UserDateTime4\"	\"UserDateTime5\"	\"SystemDateTime1\"	\"SystemDateTime2\"	\"SystemDateTime3\"	\"SystemDateTime4\"	\"SystemDateTime5\"",
                   "\"BI15149\"	\"Authorisation\"	2021-08-01	2021-08-02	\"IT0001044996\"	\"\"	88056	\"https://data.smartinsider.com/members/company?c=15149\"	\"Financials\"	\"Financial Services\"	\"Investment Banking and Brokerage Services\"	\"Diversified Financial Services\"	30202000	\"Dovalue S.P.A\"	\"Dovalues S.P.A\"	\"\"	\"\"	\"\"	\"\"	\"Ord NPV\"	\"IT\"	\"DOV\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	4180028	4865000	5775549	\" \"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	2021-06-18	\"\"	\"\"	\"\"	2021-06-23  12:49:11	\"IT\"	\"https://data.smartinsider.com/members/linkbi?bid=15149\"	\"On Market\"	\"Broker\"	\"In Treasury\"	\"500000\"	\"\"		\"\"	2021-07-01	2021-12-31	\"\"			\"\"",
                   ExpectedResult=true)]

diff --git a/tests/SmartInsiderIntentionUniverseTests.cs b/tests/SmartInsiderIntentionUniverseTests.cs
@@ -20,14 +20,23 @@
 using Newtonsoft.Json;
 using NUnit.Framework;
 using QuantConnect.Data;
+using QuantConnect.Data.Auxiliary;
 using QuantConnect.DataProcessing;
 using QuantConnect.DataSource;
+using QuantConnect.Interfaces;
+using QuantConnect.Util;
 
 namespace QuantConnect.DataLibrary.Tests
 {
     [TestFixture]
     public class SmartInsiderIntentionUniverseTests
     {
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Configuration.Config.Get("map-file-provider", typeof(LocalDiskMapFileProvider).Name));
+        }
+
         [TestCase(
             new string[]{"20200921 07:50:38	BI12705	New Intention	20211212	20200602	US00164V1035		68556	Consumer Discretionary	Media	Media	Entertainment	40301010	AMC Networks Inc					Com A	US	AMCX	20200921				US	Tender Offer	Issuer	Not Reported		USD	250000000					22.5000	26.5000	"}, 
             "20200921",
@@ -58,17 +67,6 @@ public string ProcessUniverseTest(string[] tickerData, string date)
             return $"{result.Key},{result.Value}";
         }
 
-        [Test]
-        public void JsonRoundTrip()
-        {
-            var expected = CreateNewInstance();
-            var type = expected.GetType();
-            var serialized = JsonConvert.SerializeObject(expected);
-            var result = JsonConvert.DeserializeObject(serialized, type);
-
-            AssertAreEqual(expected, result);
-        }
-
         [Test]
         public void Selection()
         {

diff --git a/tests/SmartInsiderTests.cs b/tests/SmartInsiderTests.cs
@@ -18,6 +18,9 @@
 using System;
 using System.Collections.Generic;
 using Newtonsoft.Json;
+using QuantConnect.Data.Auxiliary;
+using QuantConnect.Interfaces;
+using QuantConnect.Util;
 
 namespace QuantConnect.DataLibrary.Tests
 {
@@ -26,6 +29,12 @@ public class SmartInsiderTests
     {
         private static Symbol SymbolsAAPL = Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
 
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Configuration.Config.Get("map-file-provider", typeof(LocalDiskMapFileProvider).Name));
+        }
+
         [Test]
         public void ErrorGetsMappedToSatisfyStockVesting()
         {

diff --git a/tests/SmartInsiderTransactionTests.cs b/tests/SmartInsiderTransactionTests.cs
@@ -20,13 +20,22 @@
 using Newtonsoft.Json;
 using NUnit.Framework;
 using QuantConnect.Data;
+using QuantConnect.Data.Auxiliary;
 using QuantConnect.DataSource;
+using QuantConnect.Interfaces;
+using QuantConnect.Util;
 
 namespace QuantConnect.DataLibrary.Tests
 {
     [TestFixture]
     public class SmartInsiderTransactionsTests
     {
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Configuration.Config.Get("map-file-provider", typeof(LocalDiskMapFileProvider).Name));
+        }
+
         [TestCase("\"TransactionID\"	\"BuybackType\"	\"LastUpdate\"	\"LastIDsUpdate\"	\"ISIN\"	\"USDMarketCap\"	\"CompanyID\"	\"companyPageURL\"	\"ICBIndustry\"	\"ICBSuperSector\"	\"ICBSector\"	\"ICBSubSector\"	\"ICBCode\"	\"CompanyName\"	\"ShortCompanyName\"	\"previousResultsAnnsDate\"	\"nextResultsAnnsDate\"	\"nextCloseBegin\"	\"LastCloseEnded\"	\"SecurityDescription\"	\"TickerCountry\"	\"TickerSymbol\"	\"BuybackDate\"	\"BybackVia\"	\"BybackBy\"	\"HoldingType\"	\"Currency\"	\"Price\"	\"TransactionAmount\"	\"GBPValue\"	\"EURValue\"	\"USDValue\"	\"NoteText\"	\"BuybackPercentage\"	\"VolumePercentage\"	\"ConvRate\"	\"previousClosePrice\"	\"AmountAdjFactor\"	\"PriceAdjFactor\"	\"TreasuryHolding\"	\"AnnouncementDate\"	\"TimeReleased\"	\"TimeProcessed\"	\"TimeReleasedGMT\"	\"TimeProcessedGMT\"	\"AnnouncedIn\"	\"showOriginal\"	\"IntentionVia\"	\"IntentionBy\"	\"BuybackIntentionHoldingType\"	\"IntentionAmount\"	\"ValueCurrency\"	\"IntentionValue\"	\"IntentionPercentage\"	\"StartDate\"	\"EndDate\"	\"PriceCurrency\"	\"MinimumPrice\"	\"MaximumPrice\"	\"BuybackIntentionNoteText\"	\"UserVarChar1\"	\"UserVarChar2\"	\"UserVarChar3\"	\"UserVarChar4\"	\"UserVarChar5\"	\"SystemVarChar1\"	\"SystemVarChar2\"	\"SystemVarChar3\"	\"SystemVarChar4\"	\"SystemVarChar5\"	\"UserNumber1\"	\"UserNumber2\"	\"UserNumber3\"	\"UserNumber4\"	\"UserNumber5\"	\"SystemNumber1\"	\"SystemNumber2\"	\"SystemNumber3\"	\"SystemNumber4\"	\"SystemNumber5\"	\"UserInteger1\"	\"UserInteger2\"	\"UserInteger3\"	\"UserInteger4\"	\"UserInteger5\"	\"SystemInteger1\"	\"SystemInteger2\"	\"SystemInteger3\"	\"SystemInteger4\"	\"SystemInteger5\"	\"UserDateTime1\"	\"UserDateTime2\"	\"UserDateTime3\"	\"UserDateTime4\"	\"UserDateTime5\"	\"SystemDateTime1\"	\"SystemDateTime2\"	\"SystemDateTime3\"	\"SystemDateTime4\"	\"SystemDateTime5\"",
                   "\"BT7\"	\"Transaction\"	2021-08-02	2021-02-01	\"GB0008829292\"	1954021690	2142	\"https://data.smartinsider.com/members/company?c=2142\"	\"Financials\"	\"Financial Services\"	\"Closed End Investments\"	\"Closed End Investments\"	30204000	\"Templeton Emerging Markets Investment Trust\"	\"Templeton Emergi\"	2015-06-12			2015-06-12	\"Ord\"	\"GB\"	\"TEM\"	2014-04-09	\"On Market\"	\"Issuer\"	\"For Cancellation\"	\"GBP\"	5.4574	\"27227\"	148589	180016	247832	\" \"	\"0.0001\"	8.6209	1.000000	545.5000	5.000	0.200		2014-04-09	2014-04-09  16:55:00	\"\"	2014-04-09  15:55:00	2014-04-16  16:47:59	\"GB\"	\"https://data.smartinsider.com/members/linkbb?bid=7\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"	\"\"",
                   ExpectedResult=true)]

diff --git a/tests/SmartInsiderTransactionUniverseTests.cs b/tests/SmartInsiderTransactionUniverseTests.cs
@@ -20,14 +20,23 @@
 using Newtonsoft.Json;
 using NUnit.Framework;
 using QuantConnect.Data;
+using QuantConnect.Data.Auxiliary;
 using QuantConnect.DataProcessing;
 using QuantConnect.DataSource;
+using QuantConnect.Interfaces;
+using QuantConnect.Util;
 
 namespace QuantConnect.DataLibrary.Tests
 {
     [TestFixture]
     public class SmartInsiderTransactionUniverseTests
     {
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Configuration.Config.Get("map-file-provider", typeof(LocalDiskMapFileProvider).Name));
+        }
+
         [TestCase(
             new string[]{"20220309 11:53:36	BT812996	Transaction	20220309	20191004	US00846U1016	38843345345	27276	Health Care	Health Care	Medical Equipment and Services	Medical Equipment	20102010	Agilent Technologies Inc	20211217	20220222	20220131	20211217	Com	US	A	20220309	20220303 17:02:17		20220303 22:02:17	US	20211231	On Market	Issuer	For Cancellation	USD	154.4500	2038115	232558230	276699052	314786862		0.0081	6.0456	1.350000			"}, 
             "20220309",
@@ -52,17 +61,6 @@ public string ProcessUniverseTest(string[] tickerData, string date)
 
             return $"{result.Key},{result.Value}";
         }
-
-        [Test]
-        public void JsonRoundTrip()
-        {
-            var expected = CreateNewInstance();
-            var type = expected.GetType();
-            var serialized = JsonConvert.SerializeObject(expected);
-            var result = JsonConvert.DeserializeObject(serialized, type);
-
-            AssertAreEqual(expected, result);
-        }
 
         [Test]
         public void Selection()

diff --git a/tests/Tests.csproj b/tests/Tests.csproj
@@ -1,6 +1,6 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <RootNamespace>QuantConnect.DataLibrary.Tests</RootNamespace>
   </PropertyGroup>
   <ItemGroup>
@@ -18,15 +18,18 @@
     <Content Include="..\SmartInsiderTransactionUniverseSelectionAlgorithm.py" Link="SmartInsiderTransactionUniverseSelectionAlgorithm.py" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="NUnit" Version="3.13.3" />
-    <PackageReference Include="NUnit3TestAdapter" Version="4.2.1">
+    <PackageReference Include="NUnit" Version="4.2.2" />
+    <PackageReference Include="NUnit3TestAdapter" Version="4.6.0">
       <PrivateAssets>all</PrivateAssets>
     </PackageReference>
     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="16.9.4" />
     <PackageReference Include="Microsoft.TestPlatform.ObjectModel" Version="16.9.4" />
     <PackageReference Include="QuantConnect.Algorithm" Version="2.5.*" />
     <PackageReference Include="QuantConnect.Algorithm.Framework" Version="2.5.*" />
   </ItemGroup>
+  <ItemGroup>
+    <Using Include="NUnit.Framework.Legacy.ClassicAssert" Alias="Assert" />
+  </ItemGroup>
   <ItemGroup>
     <ProjectReference Include="..\QuantConnect.DataSource.csproj" />
     <ProjectReference Include="..\DataProcessing\DataProcessing.csproj" />