public void SortsEventsAfterSetup()
{
var realTimeHandler = new BacktestingRealTimeHandler();
var algo = new TestAlgorithm();
algo.SubscriptionManager.SetDataManager(new DataManagerStub(algo));
algo.AddEquity("SPY");
var startDate = new DateTime(2019, 1, 1);
algo.SetStartDate(startDate);
algo.SetDateTime(startDate);
algo.SetEndDate(2020, 1, 1);
var firstCalled = false;
var secondCalled = false;
var events = new List <ScheduledEvent>
{
new ScheduledEvent("1", new List <DateTime> {
startDate.AddMinutes(-10), startDate.AddMinutes(5)
},
(s, time) => { firstCalled = true; }),
new ScheduledEvent("2", new List <DateTime> {
startDate.AddMinutes(1)
},
(s, time) => { secondCalled = true; }),
new ScheduledEvent("3", new List <DateTime> {
startDate.AddMinutes(10)
}, (s, time) => { })
};
foreach (var scheduledEvent in events)
{
realTimeHandler.Add(scheduledEvent);
}
realTimeHandler.Setup(algo,
new AlgorithmNodePacket(PacketType.AlgorithmNode),
new BacktestingResultHandler(),
null,
null);
realTimeHandler.SetTime(startDate.AddMinutes(1));
realTimeHandler.Exit();
Assert.IsTrue(secondCalled);
// 'first' should of been called and should be moved behind 'second' after setup
Assert.IsFalse(firstCalled);
}
public void SingleScheduledEventFires_SetTime()
{
var realTimeHandler = new BacktestingRealTimeHandler();
var algo = new TestAlgorithm();
algo.SubscriptionManager.SetDataManager(new DataManagerStub(algo));
algo.AddEquity("SPY");
algo.SetStartDate(2019, 1, 1);
algo.SetDateTime(new DateTime(2019, 1, 1));
algo.SetEndDate(2020, 1, 1);
realTimeHandler.Setup(algo,
new AlgorithmNodePacket(PacketType.AlgorithmNode),
new BacktestingResultHandler(),
null,
null);
realTimeHandler.SetTime(DateTime.UtcNow);
Assert.IsTrue(algo.OnEndOfDayFired);
}
