public void RemoveSecurity()
{
DataManager dataManager;
var algorithm = new AlgorithmStub(out dataManager, equities: new List <string> {
"SPY"
}, forex: new List <string> {
"EURUSD"
});
algorithm.SetFinishedWarmingUp();
algorithm.Transactions.SetOrderProcessor(new FakeOrderProcessor());
algorithm.AddData <CustomMockedFileBaseData>("CustomMockedFileBaseData");
var customMockedFileBaseData = SymbolCache.GetSymbol("CustomMockedFileBaseData");
FuncDataQueueHandler dataQueueHandler;
var feed = RunDataFeed(algorithm, out dataQueueHandler, dataManager);
var emittedData = false;
var currentSubscriptionCount = 0;
var securityChanges = 0;
ConsumeBridge(algorithm, feed, TimeSpan.FromSeconds(5), true, ts =>
{
securityChanges += ts.SecurityChanges.Count;
Assert.IsFalse(dataQueueHandler.Subscriptions.Contains(customMockedFileBaseData));
if (!emittedData)
{
currentSubscriptionCount = dataQueueHandler.Subscriptions.Count;
Assert.IsTrue(dataQueueHandler.Subscriptions.Contains(Symbols.SPY));
Assert.IsTrue(dataQueueHandler.Subscriptions.Contains(Symbols.EURUSD));
algorithm.RemoveSecurity(Symbols.SPY);
emittedData = true;
}
else
{
Assert.AreEqual(currentSubscriptionCount - 1, dataQueueHandler.Subscriptions.Count);
Assert.IsFalse(dataQueueHandler.Subscriptions.Contains(Symbols.SPY));
Assert.IsTrue(dataQueueHandler.Subscriptions.Contains(Symbols.EURUSD));
}
});
Assert.IsTrue(emittedData);
Assert.AreEqual(4, securityChanges + algorithm.SecurityChangesRecord.Count);
Assert.AreEqual(Symbols.SPY, algorithm.SecurityChangesRecord.First().RemovedSecurities.First().Symbol);
}