wehub-resource-sync
112 lines
3.9 KiB
C#
112 lines
3.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using NUnit.Framework;
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using System.Threading;
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using QuantConnect.Data;
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using System.Collections.Generic;
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using QuantConnect.Algorithm.CSharp;
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using QuantConnect.Statistics;
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namespace QuantConnect.Tests.Common.Data.UniverseSelection
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{
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[TestFixture]
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public class UserDefinedUniverseTests
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{
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[Test]
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public void ThreadSafety()
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{
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// allow the system to stabilize
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Thread.Sleep(1000);
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var results = AlgorithmRunner.RunLocalBacktest(nameof(TestUserDefinedUniverseAlgorithm),
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new Dictionary<string, string> { { PerformanceMetrics.TotalOrders, "1" } },
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Language.CSharp,
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AlgorithmStatus.Completed,
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algorithmLocation: "QuantConnect.Tests.dll");
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Assert.GreaterOrEqual(TestUserDefinedUniverseAlgorithm.AdditionCount, 50, $"We added {TestUserDefinedUniverseAlgorithm.AdditionCount} times");
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}
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}
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public class TestUserDefinedUniverseAlgorithm : BasicTemplateAlgorithm
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{
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public static long AdditionCount;
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private Thread _thread;
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private CancellationTokenSource _cancellationTokenSource = new();
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private ManualResetEvent _threadStarted = new (false);
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public override void Initialize()
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{
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SetStartDate(2013, 10, 07);
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SetEndDate(2013, 10, 11);
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Settings.SeedInitialPrices = false;
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#pragma warning disable CS0618
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var spy = AddEquity("SPY", Resolution.Minute, dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
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_thread = new Thread(() =>
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{
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_threadStarted.Set();
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try
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{
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while (!_cancellationTokenSource.IsCancellationRequested && AdditionCount < 250)
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{
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var currentCount = Interlocked.Increment(ref AdditionCount);
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var contract = QuantConnect.Symbol.CreateOption(spy, QuantConnect.Market.USA, OptionStyle.American, OptionRight.Call, currentCount, new DateTime(2022, 10, 10));
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AddOptionContract(contract);
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if (currentCount % 2 == 0)
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{
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RemoveSecurity("AAPL");
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}
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else
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{
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AddEquity("AAPL");
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#pragma warning restore CS0618
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}
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if (currentCount % 25 == 0)
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{
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Thread.Sleep(10);
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}
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}
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}
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catch (Exception ex)
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{
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Error(ex);
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SetStatus(AlgorithmStatus.RuntimeError);
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}
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}) { IsBackground = true };
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}
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public override void OnData(Slice data)
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{
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if (!_threadStarted.WaitOne(0))
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{
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_thread.Start();
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_threadStarted.WaitOne();
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}
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base.OnData(data);
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}
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public override void OnEndOfAlgorithm()
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{
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_thread.StopSafely(TimeSpan.FromSeconds(2), _cancellationTokenSource);
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base.OnEndOfAlgorithm();
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}
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}
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}
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