QuantConnect / QuantConnect/Lean

All Regression Tests use IRegressionDefintion classes

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feature impact-low testing
Dominant language
C#
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Description

Expected Behavior

All unit tests that are specifically just a regression algorithm asserting statistics should be using IRegressionDefinition's classes so that they are picked up and ran by AlgorithmStatisticsRegressions.

Actual Behavior

A few Python regressions are ran as individual unit tests meaning they can not be updated the same as the others by using "regression-update-statistics" : true in config.

Examples:
RunPythonSliceGetByTypeRegressionAlgorithm
DataConsolidatorPythonWrapperTests.RunRegressionAlgorithm
PythonOptionTests.FilterReturnsUniverseRegression
PythonOptionTests.FilterReturnsListRegression

There may be others, best to check references of AlgorithmRunner.RunLocalBacktest

Potential Solution

Create C# IRegressionDefinition classes that contain the information needed for AlgorithmStatisticsRegressions to run these tests.

Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by inspecting references of AlgorithmRunner.RunLocalBacktest and compare the listed Python regression tests with existing IRegressionDefinition classes. Review how AlgorithmStatisticsRegressions discovers and runs these definitions. Done means the identified regression-only tests use C# IRegressionDefinition classes and can be updated through the regression-update-statistics configuration.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp, python
Domain
testing-qa
Issue type
Refactor
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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