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