Fix: Insight constructors not setting correct values (QuantConnect#8058)

lixin34 · May 24, 2024 · 40cfcfc · 40cfcfc
1 parent 9c1824c
commit 40cfcfc
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Showing 2 changed files with 50 additions and 3 deletions.
diff --git a/Common/Algorithm/Framework/Alphas/Insight.cs b/Common/Algorithm/Framework/Alphas/Insight.cs
@@ -176,7 +176,7 @@ public void Cancel(DateTime utcTime)
         /// <param name="direction">The predicted direction</param>
         /// <param name="tag">The insight's tag containing additional information</param>
         public Insight(Symbol symbol, TimeSpan period, InsightType type, InsightDirection direction, string tag = "")
-            : this(symbol, period, type, direction, null, null, tag)
+            : this(symbol, period, type, direction, null, null, null, null, tag)
         {
         }
 
@@ -221,7 +221,7 @@ public Insight(Symbol symbol, TimeSpan period, InsightType type, InsightDirectio
         /// <param name="direction">The predicted direction</param>
         /// <param name="tag">The insight's tag containing additional information</param>
         public Insight(Symbol symbol, Func<DateTime, DateTime> expiryFunc, InsightType type, InsightDirection direction, string tag = "")
-            : this(symbol, expiryFunc, type, direction, null, null, tag)
+            : this(symbol, expiryFunc, type, direction, null, null, null, null, tag)
         {
         }
 

diff --git a/Tests/Algorithm/Framework/InsightTests.cs b/Tests/Algorithm/Framework/InsightTests.cs
@@ -337,7 +337,7 @@ private void SetPeriodAndCloseTimeUsingExpiryFuncOrDateTime(Insight insight, Dat
 
             Assert.AreEqual(expected, insight.CloseTimeUtc);
         }
-        
+
 
         [Test]
         public void ComputeCloseTimeHandlesFractionalDays()
@@ -431,5 +431,52 @@ public void IsActiveUsesClosedIntervalSemantics()
             Assert.IsTrue(insight.IsActive(insight.CloseTimeUtc));
             Assert.IsFalse(insight.IsActive(insight.CloseTimeUtc.AddTicks(1)));
         }
+
+        [Test]
+        public void ConstructorsSetsCorrectValues()
+        {
+            var tag = "Insight Tag";
+
+            Assert.Multiple(() =>
+            {
+                var insight1 = new Insight(Symbols.SPY, Time.OneDay, InsightType.Price, InsightDirection.Up, tag);
+                AssertInsigthValues(insight1, Symbols.SPY, Time.OneDay, InsightType.Price, InsightDirection.Up, null, null, null, null, tag,
+                    default(DateTime), default(DateTime));
+
+                var insight2 = new Insight(Symbols.SPY, Time.OneDay, InsightType.Price, InsightDirection.Up, 1.0, 0.5, "Model", 0.25, tag);
+                AssertInsigthValues(insight2, Symbols.SPY, Time.OneDay, InsightType.Price, InsightDirection.Up, 1.0, 0.5, "Model", 0.25, tag,
+                    default(DateTime), default(DateTime));
+
+                var insight3 = new Insight(Symbols.SPY, time => time.AddDays(1), InsightType.Price, InsightDirection.Up, tag);
+                AssertInsigthValues(insight3, Symbols.SPY, new TimeSpan(0), InsightType.Price, InsightDirection.Up, null, null, null, null, tag,
+                                   default(DateTime), default(DateTime));
+
+                var insight4 = new Insight(Symbols.SPY, time => time.AddDays(1), InsightType.Price, InsightDirection.Up, 1.0, 0.5, "Model", 0.25, tag);
+                AssertInsigthValues(insight4, Symbols.SPY, new TimeSpan(0), InsightType.Price, InsightDirection.Up, 1.0, 0.5, "Model", 0.25, tag,
+                    default(DateTime), default(DateTime));
+
+                var generatedTime = new DateTime(2024, 05, 23);
+                var insight5 = new Insight(generatedTime, Symbols.SPY, Time.OneDay, InsightType.Price, InsightDirection.Up, 1.0, 0.5, "Model", 0.25, tag);
+                AssertInsigthValues(insight5, Symbols.SPY, Time.OneDay, InsightType.Price, InsightDirection.Up, 1.0, 0.5, "Model", 0.25, tag,
+                    generatedTime, generatedTime + Time.OneDay);
+
+            });
+        }
+
+        private static void AssertInsigthValues(Insight insight, Symbol symbol, TimeSpan period, InsightType type, InsightDirection direction,
+            double? magnitude, double? confidence, string sourceModel, double? weight, string tag, DateTime generatedTimeUtc, DateTime closeTimeUtc)
+        {
+            Assert.AreEqual(symbol, insight.Symbol);
+            Assert.AreEqual(period, insight.Period);
+            Assert.AreEqual(type, insight.Type);
+            Assert.AreEqual(direction, insight.Direction);
+            Assert.AreEqual(magnitude, insight.Magnitude);
+            Assert.AreEqual(confidence, insight.Confidence);
+            Assert.AreEqual(sourceModel, insight.SourceModel);
+            Assert.AreEqual(weight, insight.Weight);
+            Assert.AreEqual(tag, insight.Tag);
+            Assert.AreEqual(generatedTimeUtc, insight.GeneratedTimeUtc);
+            Assert.AreEqual(closeTimeUtc, insight.CloseTimeUtc);
+        }
     }
 }