wehub-resource-sync
91 lines
3.3 KiB
C#
91 lines
3.3 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.Linq;
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using NUnit.Framework;
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using QuantConnect.Util;
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using QuantConnect.Packets;
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using QuantConnect.Interfaces;
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using QuantConnect.Lean.Engine.Setup;
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using QuantConnect.Lean.Engine.RealTime;
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using QuantConnect.Lean.Engine.DataFeeds;
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using QuantConnect.Tests.Engine.DataFeeds;
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using QuantConnect.Algorithm.Framework.Selection;
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namespace QuantConnect.Tests.Engine.Setup
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{
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[TestFixture]
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public class BacktestingSetupHandlerTests
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{
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private IAlgorithm _algorithm;
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private DataManager _dataManager;
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[OneTimeSetUp]
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public void Setup()
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{
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_algorithm = new TestAlgorithmThrowsOnInitialize();
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_dataManager = new DataManagerStub(_algorithm);
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_algorithm.SubscriptionManager.SetDataManager(_dataManager);
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}
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[OneTimeTearDown]
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public void TearDown()
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{
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_dataManager.RemoveAllSubscriptions();
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}
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[Test]
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public void HandlesErrorOnInitializeCorrectly()
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{
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using var setupHandler = new BacktestingSetupHandler();
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var packet = new BacktestNodePacket();
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packet.Controls.RamAllocation = 1024 * 4;
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var realTimeHandler = new BacktestingRealTimeHandler();
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var resultHandler = new TestResultHandler();
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Assert.IsFalse(setupHandler.Setup(new SetupHandlerParameters(_dataManager.UniverseSelection, _algorithm, null, packet,
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resultHandler, null, realTimeHandler, TestGlobals.DataCacheProvider, TestGlobals.MapFileProvider)));
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resultHandler.Exit();
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realTimeHandler.Exit();
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setupHandler.DisposeSafely();
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Assert.AreEqual(1, setupHandler.Errors.Count);
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Assert.IsTrue(setupHandler.Errors[0].InnerException.Message.Equals("Some failure", StringComparison.OrdinalIgnoreCase));
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}
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internal class TestAlgorithmThrowsOnInitialize : AlgorithmStub
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{
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public override void Initialize()
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{
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SetAccountCurrency("USDT");
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SetStartDate(2018, 08, 17);
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SetEndDate(2021, 11, 15);
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// this will fail later because due to default crypto market being Coinbase there is no conversion rate route
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var symbols = new[] { "ADAUSDT", "BNBUSDT", "BTCUSDT", "ETHUSDT", "LTCUSDT", "SOLUSDT" }
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.Select(ticker => QuantConnect.Symbol.Create(ticker, SecurityType.Crypto, Market.Binance));
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SetUniverseSelection(new ManualUniverseSelectionModel(symbols));
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SetBenchmark("BTCUSDT");
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throw new Exception("Some failure");
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}
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}
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}
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}
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