wehub-resource-sync
88 lines
2.7 KiB
C#
88 lines
2.7 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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*/
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using System;
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using System.Collections.Generic;
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using System.Threading.Tasks;
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using NUnit.Framework;
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using QuantConnect.Algorithm.CSharp;
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using QuantConnect.Configuration;
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using QuantConnect.Lean.Engine;
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using QuantConnect.Util.RateLimit;
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namespace QuantConnect.Tests.Engine
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{
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[TestFixture]
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public class AlgorithmTimeLimitManagerTests
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{
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[OneTimeSetUp]
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public void TearUp()
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{
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// clear the config
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Config.Reset();
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}
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[OneTimeTearDown]
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public void TearDown()
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{
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// clear the config
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Config.Reset();
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}
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[Test]
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public void StopsAlgorithm()
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{
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Config.Set("algorithm-manager-time-loop-maximum", "0.05");
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var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(nameof(TrainingInitializeRegressionAlgorithm),
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new Dictionary<string, string>(),
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Language.CSharp,
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AlgorithmStatus.RuntimeError);
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AlgorithmRunner.RunLocalBacktest(parameter.Algorithm,
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parameter.Statistics,
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parameter.Language,
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parameter.ExpectedFinalStatus);
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}
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[Test]
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public void RaceCondition()
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{
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var timeManager = new AlgorithmTimeLimitManager(TokenBucket.Null, TimeSpan.FromMinutes(1));
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const int loops = 1000000;
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var task = Task.Factory.StartNew(() =>
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{
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var count = 0;
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while (count++ < loops)
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{
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var result = timeManager.IsWithinLimit();
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Assert.IsTrue(result.IsWithinCustomLimits, result.ErrorMessage);
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}
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});
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var task2 = Task.Factory.StartNew(() =>
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{
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var count = 0;
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while (count++ < loops)
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{
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timeManager.StartNewTimeStep();
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}
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});
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Task.WaitAll(task, task2);
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}
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}
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}
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