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
@@ -0,0 +1,87 @@
+/*
+ * 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 System.Threading;
+using NUnit.Framework;
+using QuantConnect.Brokerages;
+using QuantConnect.Packets;
+using QuantConnect.Securities;
+using QuantConnect.Tests.Engine.DataFeeds;
+
+namespace QuantConnect.Tests.Engine
+{
+    [TestFixture, Parallelizable(ParallelScope.Fixtures)]
+    public class DefaultBrokerageMessageHandlerTests
+    {
+        [Test]
+        public void DoesNotSetAlgorithmRunTimeErrorOnDisconnectIfAllSecuritiesClosed()
+        {
+            var referenceTime = DateTime.UtcNow;
+            var algorithm = new AlgorithmStub();
+            algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(algorithm));
+            algorithm.AddSecurities(equities: new List<string> { "SPY" });
+            algorithm.SetDateTime(referenceTime);
+            algorithm.Securities[Symbols.SPY].Exchange.SetMarketHours(Enumerable.Empty<MarketHoursSegment>(), referenceTime.ConvertFromUtc(TimeZones.NewYork).DayOfWeek);
+            var job = new LiveNodePacket();
+            var results = new TestResultHandler();//packet => Console.WriteLine(FieldsToString(packet)));
+            using var api = new Api.Api();
+            var handler = new DefaultBrokerageMessageHandler(algorithm, job, api, TimeSpan.FromSeconds(2));
+
+            Assert.IsNull(algorithm.RunTimeError);
+
+            handler.HandleMessage(BrokerageMessageEvent.Disconnected("Disconnection!"));
+
+            Assert.IsNull(algorithm.RunTimeError);
+
+            results.Exit();
+        }
+
+        [Test]
+        public void DoesNotSetRunTimeErrorWhenReconnectMessageComesThrough()
+        {
+            var algorithm = new AlgorithmStub();
+            algorithm.SubscriptionManager.SetDataManager(new DataManagerStub(algorithm));
+            algorithm.AddSecurities(equities: new List<string> { "SPY" });
+            var referenceTime = DateTime.UtcNow;
+            algorithm.SetDateTime(referenceTime);
+            var localReferencTime = referenceTime.ConvertFromUtc(TimeZones.NewYork);
+            var open = localReferencTime.AddSeconds(1).TimeOfDay;
+            var closed = TimeSpan.FromDays(1);
+            var marketHours = new MarketHoursSegment(MarketHoursState.Market, open, closed);
+            algorithm.Securities[Symbols.SPY].Exchange.SetMarketHours(new [] {marketHours}, localReferencTime.DayOfWeek);
+            var job = new LiveNodePacket();
+            var results = new TestResultHandler();//packet => Console.WriteLine(FieldsToString(packet)));
+            using var api = new Api.Api();
+            var handler = new DefaultBrokerageMessageHandler(algorithm, job, api, TimeSpan.FromSeconds(2), TimeSpan.FromSeconds(.25));
+
+            Assert.IsNull(algorithm.RunTimeError);
+
+            handler.HandleMessage(BrokerageMessageEvent.Disconnected("Disconnection!"));
+
+            Thread.Sleep(100);
+
+            handler.HandleMessage(BrokerageMessageEvent.Reconnected("Reconnected!"));
+
+            Thread.Sleep(500);
+
+            Assert.IsNull(algorithm.RunTimeError);
+
+            results.Exit();
+        }
+    }
+}