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 +1,161 @@
+/*
+ * 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.Collections.Generic;
+using NetMQ;
+using NetMQ.Sockets;
+using Newtonsoft.Json;
+using NUnit.Framework;
+using QuantConnect.Configuration;
+using QuantConnect.Messaging;
+using QuantConnect.Orders;
+using QuantConnect.Packets;
+
+namespace QuantConnect.Tests.Messaging
+{
+    [TestFixture, Ignore("This test requires an open TCP to be configured.")]
+    public class StreamingMessageHandlerTests
+    {
+        private readonly string _port = "1234";
+        private StreamingMessageHandler _messageHandler;
+
+        [OneTimeSetUp]
+        public void SetUp()
+        {
+            Config.Set("desktop-http-port", _port);
+
+            _messageHandler = new StreamingMessageHandler();
+            _messageHandler.Initialize(null);
+        }
+
+        [Test]
+        public void MessageHandler_WillSend_MultipartMessage()
+        {
+            using (var pullSocket = new PullSocket(">tcp://localhost:" + _port))
+            {
+                var logPacket = new LogPacket
+                {
+                    Message = "1"
+                };
+
+                var tx = JsonConvert.SerializeObject(logPacket);
+
+                _messageHandler.Transmit(logPacket);
+
+                var message = pullSocket.ReceiveMultipartMessage();
+
+                Assert.IsTrue(message.FrameCount == 1);
+                Assert.IsTrue(message[0].ConvertToString() == tx);
+            }
+        }
+
+        [Test]
+        public void MessageHandler_SendsCorrectPackets_ToCorrectRoutes()
+        {
+            //Allow proper decoding of orders.
+            JsonConvert.DefaultSettings = () => new JsonSerializerSettings
+            {
+                Converters = { new OrderJsonConverter() }
+            };
+
+            // Create list of packets to test
+            var debug = new DebugPacket();
+            var log = new LogPacket();
+            var backtest = new BacktestResultPacket();
+            var handled = new HandledErrorPacket();
+            var error = new RuntimeErrorPacket();
+            var packetList = new List<Packet>
+                {
+                    log,
+                    debug,
+                    backtest,
+                    handled,
+                    error
+                };
+
+            using (var pullSocket = new PullSocket(">tcp://localhost:" + _port))
+            {
+                var count = 0;
+                while (count < packetList.Count)
+                {
+                    _messageHandler.Send(packetList[count]);
+
+                    var message = pullSocket.ReceiveMultipartMessage();
+
+                    var payload = message[0].ConvertToString();
+                    var packet = JsonConvert.DeserializeObject<Packet>(payload);
+
+                    Assert.IsTrue(message.FrameCount == 1);
+
+                    if (PacketType.Debug == packet.Type)
+                        Assert.IsTrue(payload == JsonConvert.SerializeObject(debug));
+
+                    if (PacketType.HandledError == packet.Type)
+                        Assert.IsTrue(payload == JsonConvert.SerializeObject(handled));
+
+                    if (PacketType.BacktestResult == packet.Type)
+                        Assert.IsTrue(payload == JsonConvert.SerializeObject(backtest));
+
+                    if (PacketType.RuntimeError == packet.Type)
+                        Assert.IsTrue(payload == JsonConvert.SerializeObject(error));
+
+                    if (PacketType.Log == packet.Type)
+                        Assert.IsTrue(payload == JsonConvert.SerializeObject(log));
+
+                    count++;
+                }
+            }
+        }
+
+        [Test]
+        public void MessageHandler_WillSend_NewBackTestJob_ToCorrectRoute()
+        {
+            var backtest = new BacktestNodePacket();
+
+            using (var pullSocket = new PullSocket(">tcp://localhost:" + _port))
+            {
+                _messageHandler.SetAuthentication(backtest);
+
+                var message = pullSocket.ReceiveMultipartMessage();
+
+                var payload = message[0].ConvertToString();
+                var packet = JsonConvert.DeserializeObject<Packet>(payload);
+
+                Assert.IsTrue(message.FrameCount == 1);
+                Assert.IsTrue(PacketType.BacktestNode == packet.Type);
+                Assert.IsTrue(payload == JsonConvert.SerializeObject(backtest));
+            }
+        }
+
+        [Test]
+        public void MessageHandler_WillSend_NewLiveJob_ToCorrectRoute()
+        {
+            using (var pullSocket = new PullSocket(">tcp://localhost:" + _port))
+            {
+                _messageHandler.SetAuthentication(new LiveNodePacket());
+
+                var message = pullSocket.ReceiveMultipartMessage();
+
+                var payload = message[0].ConvertToString();
+                var packet = JsonConvert.DeserializeObject<Packet>(payload);
+
+                Assert.IsTrue(message.FrameCount == 1);
+                Assert.IsTrue(PacketType.LiveNode == packet.Type);
+                Assert.IsTrue(payload == JsonConvert.SerializeObject(new LiveNodePacket()));
+            }
+        }
+    }
+}