public void UniverseSelectionAddAndRemove()
{
_algorithm.SetLiveMode(true);
_algorithm.UniverseSettings.Resolution = Resolution.Hour;
_algorithm.UniverseSettings.MinimumTimeInUniverse = TimeSpan.Zero;
var added = false;
var first = true;
var tokenSource = new CancellationTokenSource(TimeSpan.FromSeconds(15));
foreach (var timeSlice in _synchronizer.StreamData(tokenSource.Token))
{
if (!added)
{
added = true;
_algorithm.AddUniverse(SecurityType.Equity,
"AUniverse",
Resolution.Second,
Market.USA,
_algorithm.UniverseSettings,
time =>
{
return(first ? new[] { "SPY" } : new[] { "AAPL" });
}
);
}
else if (!timeSlice.IsTimePulse)
{
if (first)
{
Assert.IsTrue(_algorithm.SubscriptionManager.SubscriptionDataConfigService
.GetSubscriptionDataConfigs(Symbols.SPY, includeInternalConfigs: true).Any(config => config.Resolution == Resolution.Second));
Assert.IsFalse(_algorithm.SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(Symbols.AAPL, includeInternalConfigs: true).Any());
first = false;
}
else
{
Assert.IsTrue(_algorithm.SubscriptionManager.SubscriptionDataConfigService
.GetSubscriptionDataConfigs(Symbols.AAPL, includeInternalConfigs: true).Any(config => config.Resolution == Resolution.Second));
Assert.IsFalse(_algorithm.SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(Symbols.SPY, includeInternalConfigs: true).Any());
break;
}
}
_algorithm.OnEndOfTimeStep();
}
Assert.IsFalse(tokenSource.IsCancellationRequested);
}