public void SingleScheduledEventFires_ScanPastEvents()
{
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.ScanPastEvents(DateTime.UtcNow);
Assert.IsTrue(algo.OnEndOfDayFired);
}
public void ScanPastEvents(bool oneStep)
{
var realTimeHandler = new BacktestingRealTimeHandler();
realTimeHandler.Setup(new AlgorithmStub(),
new AlgorithmNodePacket(PacketType.AlgorithmNode)
{
Language = Language.CSharp
},
_resultHandler,
null,
new TestTimeLimitManager());
var date = new DateTime(2020, 1, 1);
var count = 0;
var asserts = 0;
realTimeHandler.Add(new ScheduledEvent("1",
new List <DateTime> {
date, date.AddMinutes(10)
},
(s, time) =>
{
count++;
if (count == 1)
{
asserts++;
Assert.AreEqual(date, time);
}
else if (count == 4)
{
asserts++;
Assert.AreEqual(date.AddMinutes(10), time);
}
}));
realTimeHandler.Add(new ScheduledEvent("2",
new List <DateTime> {
date.AddMinutes(1), date.AddMinutes(2)
},
(s, time) =>
{
count++;
if (count == 2)
{
asserts++;
Assert.AreEqual(date.AddMinutes(1), time);
}
else if (count == 3)
{
asserts++;
Assert.AreEqual(date.AddMinutes(2), time);
}
}));
if (oneStep)
{
realTimeHandler.ScanPastEvents(date.AddDays(1));
}
else
{
realTimeHandler.ScanPastEvents(date.AddMilliseconds(1));
realTimeHandler.ScanPastEvents(date.AddMinutes(1).AddMilliseconds(1));
realTimeHandler.ScanPastEvents(date.AddMinutes(2).AddMilliseconds(1));
realTimeHandler.ScanPastEvents(date.AddMinutes(10).AddMilliseconds(1));
}
realTimeHandler.Exit();
Assert.AreEqual(4, count);
Assert.AreEqual(4, asserts);
}