Update regression test

QuantConnect · Dec 30, 2024 · f71b075 · f71b075
1 parent b122657
commit f71b075
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Showing 2 changed files with 23 additions and 8 deletions.
diff --git a/Algorithm.CSharp/RegressionTests/CorrelationLastComputedValueRegressionAlgorithm.cs b/Algorithm.CSharp/RegressionTests/CorrelationLastComputedValueRegressionAlgorithm.cs
@@ -28,6 +28,8 @@ public class CorrelationLastComputedValueRegressionAlgorithm : QCAlgorithm, IReg
     {
         private Correlation _correlationPearson;
         private decimal _lastCorrelationValue;
+        private decimal _totalCount;
+        private decimal _matchingCount;
 
         public override void Initialize()
         {
@@ -44,19 +46,32 @@ public override void Initialize()
                 throw new RegressionTestException("Correlation indicator was expected to be ready");
             }
             _lastCorrelationValue = _correlationPearson.Current.Value;
+            _totalCount = 0;
+            _matchingCount = 0;
         }
 
         public override void OnData(Slice slice)
         {
-            if (_correlationPearson.IsReady)
+            if (_lastCorrelationValue == _correlationPearson[1].Value)
             {
-                if (_lastCorrelationValue != _correlationPearson[1].Value)
-                {
-                    throw new RegressionTestException("Mismatch in last computed CorrelationPearson value.");
-                }
-                Debug($"CorrelationPearson between BTCUSD and SPY - Current: {_correlationPearson[0].Value}, Previous: {_correlationPearson[1].Value}");
-                _lastCorrelationValue = _correlationPearson.Current.Value;
+                _matchingCount++;
             }
+            Debug($"CorrelationPearson between BTCUSD and SPY - Current: {_correlationPearson[0].Value}, Previous: {_correlationPearson[1].Value}");
+            _lastCorrelationValue = _correlationPearson.Current.Value;
+            _totalCount++;
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            if (_totalCount == 0)
+            {
+                throw new RegressionTestException("No data points were processed.");
+            }
+            if (_totalCount != _matchingCount)
+            {
+                throw new RegressionTestException("Mismatch in the last computed CorrelationPearson values.");
+            }
+            Debug($"{_totalCount} data points were processed, {_matchingCount} matched the last computed value.");
         }
 
         /// <summary>

diff --git a/Common/Extensions.cs b/Common/Extensions.cs
@@ -4445,4 +4445,4 @@ private static Symbol ConvertToSymbol(PyObject item, bool dispose)
             }
         }
     }
-}
+}
-Original file line number
+Diff line change
@@ Expand Up @@
                 }
             }
         }
-    }
+    }