Merge pull request QuantConnect#2109 from QuantConnect/bug-2091-indicator-register-throws

Improves Extensions.TryConvert to avoid test by exception

Author: mchandschuh

Common/Extensions.cs

@@ -1039,6 +1039,7 @@ public static string ToSafeString(this PyObject pyObject)
         public static bool TryConvert<T>(this PyObject pyObject, out T result)
         {
             result = default(T);
+            var type = typeof(T);
 
             if (pyObject == null)
             {
@@ -1049,26 +1050,29 @@ public static bool TryConvert<T>(this PyObject pyObject, out T result)
             {
                 try
                 {
-                    if (typeof(T) == typeof(Type))
+                    // Special case: Type
+                    if (typeof(Type).IsAssignableFrom(type))
+                    {
+                        result = (T)pyObject.AsManagedObject(type);
+                        return true;
+                    }
+
+                    // Special case: IEnumerable
+                    if (typeof(IEnumerable).IsAssignableFrom(type))
                     {
-                        result = (T) (object) pyObject.As<Type>();
+                        result = (T)pyObject.AsManagedObject(type);
                         return true;
                     }
 
                     var pythonType = pyObject.GetPythonType();
                     var csharpType = pythonType.As<Type>();
 
-                    if (!typeof(T).IsAssignableFrom(csharpType))
+                    if (!type.IsAssignableFrom(csharpType))
                     {
                         return false;
                     }
 
-                    result = (T) pyObject.AsManagedObject(typeof(T));
-
-                    if (result is IEnumerable)
-                    {
-                        return true;
-                    }
+                    result = (T)pyObject.AsManagedObject(type);
 
                     // If the PyObject type and the managed object names are the same,
                     // pyObject is a C# object wrapped in PyObject, in this case return true

Tests/Algorithm/AlgorithmRegisterIndicatorTests.cs

@@ -84,7 +84,7 @@ public void RegistersIndicatorProperly()
             }
         }
 
-        [Test, Ignore]
+        [Test, Category("TravisExclude")]
         public void RegistersIndicatorProperlyPython()
         {
             var expected = 0;
@@ -117,7 +117,7 @@ public void RegistersIndicatorProperlyPython()
             }
         }
 
-        [Test, Ignore]
+        [Test, Category("TravisExclude")]
         public void RegisterPythonCustomIndicatorProperly()
         {
             using (Py.GIL())
@@ -144,5 +144,30 @@ public void RegisterPythonCustomIndicatorProperly()
                 Assert.Throws<ArgumentException>(() => _algorithm.RegisterIndicator(_spy, badIndicator, Resolution.Minute));
             }
         }
+
+        [Test, Category("TravisExclude")]
+        public void RegistersIndicatorProperlyPythonScript()
+        {
+            var code = @"from clr import AddReference
+AddReference('System')
+AddReference('QuantConnect.Algorithm')
+AddReference('QuantConnect.Indicators')
+AddReference('QuantConnect.Common')
+
+from System import *
+from QuantConnect import *
+from QuantConnect.Algorithm import *
+from QuantConnect.Indicators import *
+
+algo = QCAlgorithm()
+forex = algo.AddForex('EURUSD', Resolution.Daily)
+indicator = IchimokuKinkoHyo('EURUSD', 9, 26, 26, 52, 26, 26)
+algo.RegisterIndicator(forex.Symbol, indicator, Resolution.Daily)";
+
+            using (Py.GIL())
+            {
+                Assert.DoesNotThrow(() => PythonEngine.ModuleFromString("RegistersIndicatorProperlyPythonScript", code));
+            }
+        }
     }
 }

Tests/Common/Util/ExtensionsTests.cs

@@ -385,7 +385,23 @@ public void PyObjectTryConvertAD()
             Assert.IsTrue(canConvert);
             Assert.IsNotNull(indicatorBaseTradeBar);
             Assert.IsAssignableFrom<AccumulationDistribution>(indicatorBaseTradeBar);
+        }
+
+        [Test, Category("TravisExclude")]
+        public void PyObjectTryConvertSymbolArray()
+        {
+            PyObject value;
+            using (Py.GIL())
+            {
+                // Wrap a Symbol Array around a PyObject and convert it back
+                value = new PyList(new[] { Symbols.SPY.ToPython(), Symbols.AAPL.ToPython() });
+            }
 
+            Symbol[] symbols;
+            var canConvert = value.TryConvert(out symbols);
+            Assert.IsTrue(canConvert);
+            Assert.IsNotNull(symbols);
+            Assert.IsAssignableFrom<Symbol[]>(symbols);
         }
 
         [Test, Category("TravisExclude")]