﻿/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using NUnit.Framework;

namespace QuantConnect.Tests
{
    [SetUpFixture]
    public class PythonSetup
    {
        [SetUp]
        public void SetUp()
        {
            var pythonPath = string.Join(
                OS.IsLinux ? ":" : ";",
                "./Alphas",
                "./Execution",
                "./Portfolio",
                "./Risk",
                "./Selection",
                "./RegressionAlgorithms",
                "./Jupyter/RegressionScripts",
                "../../../Algorithm",
                "../../../Algorithm/Selection",
                "../../../Algorithm.Framework",
                "../../../Algorithm.Framework/Selection",
                "../../../Algorithm.Python");

            Environment.SetEnvironmentVariable("PYTHONPATH", pythonPath);
        }

        [TearDown]
        public void TearDown()
        {
        }
    }
}
