public void ThreadSafety()
{
var realTimeHandler = new LiveTradingRealTimeHandler();
var algo = new AlgorithmStub();
algo.SubscriptionManager.SetDataManager(new DataManagerStub(algo));
realTimeHandler.Setup(algo,
new AlgorithmNodePacket(PacketType.AlgorithmNode),
new BacktestingResultHandler(),
null,
new TestTimeLimitManager());
// wait for the internal thread to start
Thread.Sleep(500);
var scheduledEvent = new ScheduledEvent("1", new [] { Time.EndOfTime }, (_, _) => { });
var scheduledEvent2 = new ScheduledEvent("2", new [] { Time.EndOfTime }, (_, _) => { });
Assert.DoesNotThrow(() =>
{
for (var i = 0; i < 100000; i++)
{
realTimeHandler.Add(scheduledEvent);
realTimeHandler.Add(scheduledEvent2);
realTimeHandler.Add(scheduledEvent);
realTimeHandler.Remove(scheduledEvent);
realTimeHandler.Remove(scheduledEvent2);
realTimeHandler.Remove(scheduledEvent);
}
});
realTimeHandler.Exit();
}
/// <summary>
/// Select the realtime event handler set in the job.
/// </summary>
private static IRealTimeHandler GetRealTimeHandler(IAlgorithm algorithm, IBrokerage brokerage, IDataFeed feed, IResultHandler results, AlgorithmNodePacket job)
{
var rth = default(IRealTimeHandler);
switch (job.RealTimeEndpoint)
{
//Don't fire based on system time but virtualized backtesting time.
case RealTimeEndpoint.Backtesting:
Log.Trace("Engine.GetRealTimeHandler(): Selected Backtesting RealTimeEvent Handler");
rth = new BacktestingRealTimeHandler(algorithm, job);
break;
// Fire events based on real system clock time.
case RealTimeEndpoint.LiveTrading:
Log.Trace("Engine.GetRealTimeHandler(): Selected LiveTrading RealTimeEvent Handler");
rth = new LiveTradingRealTimeHandler(algorithm, feed, results, brokerage, job);
break;
}
return(rth);
}
