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.Linq;
+using NUnit.Framework;
+using QuantConnect.Util;
+using QuantConnect.Packets;
+using QuantConnect.Interfaces;
+using QuantConnect.Lean.Engine.Setup;
+using QuantConnect.Lean.Engine.RealTime;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Tests.Engine.DataFeeds;
+using QuantConnect.Algorithm.Framework.Selection;
+
+namespace QuantConnect.Tests.Engine.Setup
+{
+    [TestFixture]
+    public class BacktestingSetupHandlerTests
+    {
+        private IAlgorithm _algorithm;
+        private DataManager _dataManager;
+
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            _algorithm = new TestAlgorithmThrowsOnInitialize();
+            _dataManager = new DataManagerStub(_algorithm);
+            _algorithm.SubscriptionManager.SetDataManager(_dataManager);
+        }
+
+        [OneTimeTearDown]
+        public void TearDown()
+        {
+            _dataManager.RemoveAllSubscriptions();
+        }
+
+        [Test]
+        public void HandlesErrorOnInitializeCorrectly()
+        {
+            using var setupHandler = new BacktestingSetupHandler();
+
+            var packet = new BacktestNodePacket();
+            packet.Controls.RamAllocation = 1024 * 4;
+            var realTimeHandler = new BacktestingRealTimeHandler();
+            var resultHandler = new TestResultHandler();
+            Assert.IsFalse(setupHandler.Setup(new SetupHandlerParameters(_dataManager.UniverseSelection, _algorithm, null, packet,
+                resultHandler, null, realTimeHandler, TestGlobals.DataCacheProvider, TestGlobals.MapFileProvider)));
+
+            resultHandler.Exit();
+            realTimeHandler.Exit();
+            setupHandler.DisposeSafely();
+            Assert.AreEqual(1, setupHandler.Errors.Count);
+            Assert.IsTrue(setupHandler.Errors[0].InnerException.Message.Equals("Some failure", StringComparison.OrdinalIgnoreCase));
+        }
+
+        internal class TestAlgorithmThrowsOnInitialize : AlgorithmStub
+        {
+            public override void Initialize()
+            {
+                SetAccountCurrency("USDT");
+
+                SetStartDate(2018, 08, 17);
+                SetEndDate(2021, 11, 15);
+
+                // this will fail later because due to default crypto market being Coinbase there is no conversion rate route
+                var symbols = new[] { "ADAUSDT", "BNBUSDT", "BTCUSDT", "ETHUSDT", "LTCUSDT", "SOLUSDT" }
+                    .Select(ticker => QuantConnect.Symbol.Create(ticker, SecurityType.Crypto, Market.Binance));
+                SetUniverseSelection(new ManualUniverseSelectionModel(symbols));
+
+                SetBenchmark("BTCUSDT");
+
+                throw new Exception("Some failure");
+            }
+        }
+    }
+}