wehub-resource-sync
80 lines
2.4 KiB
C#
80 lines
2.4 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.Tasks;
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using QuantConnect.Optimizer;
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using QuantConnect.Optimizer.Parameters;
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namespace QuantConnect.Tests.Optimizer
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{
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public class FakeLeanOptimizer : LeanOptimizer
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{
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private readonly HashSet<string> _backtests = new HashSet<string>();
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public event EventHandler Update;
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public FakeLeanOptimizer(OptimizationNodePacket nodePacket)
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: base(nodePacket)
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{
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}
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protected override string RunLean(ParameterSet parameterSet, string backtestName)
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{
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var id = Guid.NewGuid().ToString();
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_backtests.Add(id);
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Task.Delay(100).ContinueWith(task =>
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{
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try
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{
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var sum = parameterSet.Value.Where(pair => pair.Key != "skipFromResultSum").Sum(s => s.Value.ToDecimal());
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if (sum != 29)
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{
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NewResult(BacktestResult.Create(sum, sum / 100).ToJson(), id);
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}
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else
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{
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// fail some backtests by passing empty json
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NewResult(string.Empty, id);
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}
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}
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catch
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{
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}
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});
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return id;
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}
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protected override void AbortLean(string backtestId)
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{
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_backtests.Remove(backtestId);
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}
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protected override void SendUpdate()
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{
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OnUpdate();
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}
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private void OnUpdate()
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{
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Update?.Invoke(this, EventArgs.Empty);
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}
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}
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}
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