chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * 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 System.Collections.Generic;
+using System.Linq;
+using NUnit.Framework;
+using QuantConnect.Algorithm.CSharp;
+using QuantConnect.Configuration;
+using QuantConnect.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Packets;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    [TestFixture]
+    public class DataPermissionManagerTests
+    {
+        [SetUp]
+        public void SetUp()
+        {
+            Config.Set("data-permission-manager", "TestDataPermissionManager");
+            TestInvalidConfigurationAlgorithm.Count = 0;
+        }
+
+        [TearDown]
+        public void TearDown()
+        {
+            Config.Reset();
+        }
+
+        [Test]
+        public void InvalidConfigurationAddSecurity()
+        {
+            var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(nameof(BasicTemplateDailyAlgorithm),
+                new Dictionary<string, string>(),
+                Language.CSharp,
+                // will throw on initialization
+                AlgorithmStatus.Running);
+
+            var result = AlgorithmRunner.RunLocalBacktest(parameter.Algorithm,
+                parameter.Statistics,
+                parameter.Language,
+                parameter.ExpectedFinalStatus);
+
+            // algorithm was never set
+            Assert.IsEmpty(result.AlgorithmManager.AlgorithmId);
+        }
+
+        [Test]
+        public void InvalidConfigurationHistoryRequest()
+        {
+            var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(nameof(TestInvalidConfigurationAlgorithm),
+                new Dictionary<string, string>(),
+                Language.CSharp,
+                // will throw on initialization
+                AlgorithmStatus.Running);
+
+            var result = AlgorithmRunner.RunLocalBacktest(parameter.Algorithm,
+                parameter.Statistics,
+                parameter.Language,
+                parameter.ExpectedFinalStatus,
+                setupHandler: "TestInvalidConfigurationSetupHandler");
+
+            // algorithm was never set
+            Assert.IsEmpty(result.AlgorithmManager.AlgorithmId);
+            // let's assert initialize was called by the history call failed
+            Assert.AreEqual(1, TestInvalidConfigurationAlgorithm.Count);
+        }
+
+        public class TestDataPermissionManager : DataPermissionManager
+        {
+            public override void AssertConfiguration(SubscriptionDataConfig subscriptionDataConfig, DateTime startTimeLocal, DateTime endTimeLocal)
+            {
+                throw new InvalidOperationException("Invalid configuration");
+            }
+        }
+
+        public class TestInvalidConfigurationAlgorithm : BasicTemplateDailyAlgorithm
+        {
+            public static int Count;
+            public override void Initialize()
+            {
+                Count++;
+                #pragma warning disable CS0618
+                History("SPY", 1, Resolution.Tick).ToList();
+                #pragma warning restore CS0618
+                Count++;
+            }
+        }
+        
+        public class TestInvalidConfigurationSetupHandler : AlgorithmRunner.RegressionSetupHandlerWrapper
+        {
+            public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePacket, string assemblyPath)
+            {
+                Algorithm = new TestInvalidConfigurationAlgorithm();
+                return Algorithm;
+            }
+        }
+    }
+}