public void OrderFillShouldTriggerRePerformingCashSync()
{
// Initializes the transaction handler
var transactionHandler = new TestBrokerageTransactionHandler();
var broker = new Mock <IBrokerage>();
broker.Setup(m => m.GetCashBalance()).Returns(new List <Cash> {
new Cash("USD", 10, 10)
});
transactionHandler.Initialize(_algorithm, broker.Object, new BacktestingResultHandler());
_algorithm.SetLiveMode(true);
var lastSyncDateBefore = transactionHandler.GetLastSyncDate();
// Advance current time UTC so cash sync is performed
transactionHandler.TestCurrentTimeUtc = transactionHandler.TestCurrentTimeUtc.AddDays(2);
transactionHandler.ProcessSynchronousEvents();
var lastSyncDateAfter = transactionHandler.GetLastSyncDate();
// cash sync happened
Assert.AreNotEqual(lastSyncDateAfter, lastSyncDateBefore);
// update last fill time
transactionHandler.TestTimeSinceLastFill = TimeSpan.FromSeconds(15);
// delayed task should take ~10 seconds to set the perform cash sync flag up, due to TimeSinceLastFill
Thread.Sleep(15000);
transactionHandler.ProcessSynchronousEvents();
broker.Verify(m => m.GetCashBalance(), Times.Exactly(2));
}
public void ProcessSynchronousEventsShouldPerformCashSyncOnlyAtExpectedTime()
{
// Initializes the transaction handler
var transactionHandler = new TestBrokerageTransactionHandler();
var broker = new Mock <IBrokerage>();
broker.Setup(m => m.GetCashBalance()).Returns(new List <Cash> {
new Cash("USD", 10, 10)
});
// This is 2 am New York
transactionHandler.TestCurrentTimeUtc = new DateTime(1, 1, 1, 7, 0, 0);
transactionHandler.Initialize(_algorithm, broker.Object, new BacktestingResultHandler());
_algorithm.SetLiveMode(true);
var lastSyncDateBefore = transactionHandler.GetLastSyncDate();
// Advance current time UTC
transactionHandler.TestCurrentTimeUtc = transactionHandler.TestCurrentTimeUtc.AddDays(2);
transactionHandler.ProcessSynchronousEvents();
var lastSyncDateAfter = transactionHandler.GetLastSyncDate();
Assert.AreEqual(lastSyncDateAfter, lastSyncDateBefore);
broker.Verify(m => m.GetCashBalance(), Times.Exactly(0));
}
public void ProcessSynchronousEventsShouldPerformCashSyncOnce()
{
// Initializes the transaction handler
var transactionHandler = new TestBrokerageTransactionHandler();
var broker = new Mock <IBrokerage>();
broker.Setup(m => m.GetCashBalance()).Returns(new List <Cash> {
new Cash("USD", 10, 10)
});
transactionHandler.Initialize(_algorithm, broker.Object, new BacktestingResultHandler());
_algorithm.SetLiveMode(true);
var lastSyncDateBefore = transactionHandler.GetLastSyncDate();
// Advance current time UTC so cash sync is performed
transactionHandler.TestCurrentTimeUtc = transactionHandler.TestCurrentTimeUtc.AddDays(2);
transactionHandler.ProcessSynchronousEvents();
var lastSyncDateAfter = transactionHandler.GetLastSyncDate();
Assert.AreNotEqual(lastSyncDateAfter, lastSyncDateBefore);
transactionHandler.ProcessSynchronousEvents();
var lastSyncDateAfterAgain = transactionHandler.GetLastSyncDate();
Assert.AreEqual(lastSyncDateAfter, lastSyncDateAfterAgain);
broker.Verify(m => m.GetCashBalance(), Times.Once);
}