QuantConnect / QuantConnect/Lean
DonchianChannel tests don't catch errors with Donchian Channels 50 Mean
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Description
Expected Behavior
If calculated mean value is different from "Donchian Channels 50 Mean" column value from spy_with_don50.txt file, test ComparesAgainstExternalData should fail which is not the case currently.
Actual Behavior
Change values in spy_with_don50.txt file from
Date,Open,High,Low,Close,Donchian Channels 50 Top,Donchian Channels 50 Bottom,Donchian Channels 50 Mean
3/15/2013 12:00:00 AM,155.85,156.04,155.31,155.83,156.04,155.31,155.675
to
Date,Open,High,Low,Close,Donchian Channels 50 Top,Donchian Channels 50 Bottom,Donchian Channels 50 Mean
3/15/2013 12:00:00 AM,155.85,156.04,155.31,155.83,156.04,155.31,999155.675
run DonchianChannelTests... it should fail... but doesn't
Potential Solution
Consider something like #8162 for indicators with several outputs ie give an array of columns to read (from reference data) and an array of assertion functions.
Reproducing the Problem
see previously
System Information
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with DonchianChannelTests and the spy_with_don50.txt reference data, especially the ComparesAgainstExternalData test. Run the DonchianChannelTests after changing the Donchian Channels 50 Mean value to confirm the current test still passes. Done means the test detects a mismatched mean value and fails appropriately.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- testing-qa
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Clearly specified
- Newbie friendliness
- 48/100