public void ChecksMapFileFirstDate()
{
var algorithm = PerformanceBenchmarkAlgorithms.SingleSecurity_Second;
algorithm.Initialize();
algorithm.PostInitialize();
var dataProvider = new DefaultDataProvider();
var resultHandler = new TestResultHandler();
var mapFileProvider = new LocalDiskMapFileProvider();
var factorFileProvider = new LocalDiskFactorFileProvider(mapFileProvider);
var factory = new SubscriptionDataReaderSubscriptionEnumeratorFactory(resultHandler, mapFileProvider, factorFileProvider, dataProvider, true, enablePriceScaling: false);
var universe = algorithm.UniverseManager.Single().Value;
var security = algorithm.AddEquity("AAA", Resolution.Daily);
var securityConfig = security.Subscriptions.First();
// start date is before the first date in the map file
var subscriptionRequest = new SubscriptionRequest(false, universe, security, securityConfig, new DateTime(2001, 12, 1),
new DateTime(2016, 11, 1));
var enumerator = factory.CreateEnumerator(subscriptionRequest, dataProvider);
// should initialize the data source reader
enumerator.MoveNext();
enumerator.Dispose();
factory.DisposeSafely();
resultHandler.Exit();
var message = ((DebugPacket)resultHandler.Messages.Single()).Message;
Assert.IsTrue(message.Equals(
"The starting date for symbol AAA, 2001-11-30, has been adjusted to match map file first date 2002-05-22."));
}
public void ChecksMapFileFirstDate()
{
var algorithm = PerformanceBenchmarkAlgorithms.SingleSecurity_Second;
algorithm.Initialize();
algorithm.PostInitialize();
var resultHandler = new TestResultHandler();
using var cache = new ZipDataCacheProvider(TestGlobals.DataProvider);
var factory = new SubscriptionDataReaderSubscriptionEnumeratorFactory(resultHandler, TestGlobals.MapFileProvider, TestGlobals.FactorFileProvider, cache, enablePriceScaling: false);
var universe = algorithm.UniverseManager.Single().Value;
var security = algorithm.AddEquity("AAA", Resolution.Daily);
var securityConfig = security.Subscriptions.First();
// start date is before the first date in the map file
var subscriptionRequest = new SubscriptionRequest(false, universe, security, securityConfig, new DateTime(2001, 12, 1),
new DateTime(2016, 11, 1));
var enumerator = factory.CreateEnumerator(subscriptionRequest, TestGlobals.DataProvider);
// should initialize the data source reader
enumerator.MoveNext();
enumerator.Dispose();
factory.DisposeSafely();
resultHandler.Exit();
var message = ((DebugPacket)resultHandler.Messages.Single()).Message;
Assert.IsTrue(message.Equals(
"The starting dates for the following symbols have been adjusted to match their map files first date: [AAA, 2020-09-09]"));
}
public void DoesNotLoopEndlesslyIfGetCashBalanceAlwaysThrows()
{
var ib = _interactiveBrokersBrokerage;
Assert.IsTrue(ib.IsConnected);
ib.Disconnect();
Assert.IsFalse(ib.IsConnected);
var algorithm = new QCAlgorithm();
var marketHoursDatabase = MarketHoursDatabase.FromDataFolder();
var symbolPropertiesDataBase = SymbolPropertiesDatabase.FromDataFolder();
var securityService = new SecurityService(algorithm.Portfolio.CashBook, marketHoursDatabase, symbolPropertiesDataBase, algorithm, RegisteredSecurityDataTypesProvider.Null, new SecurityCacheProvider(algorithm.Portfolio));
algorithm.Securities.SetSecurityService(securityService);
algorithm.SetLiveMode(true);
var transactionHandler = new BrokerageTransactionHandlerTests.TestBrokerageTransactionHandler();
var testResultHandler = new TestResultHandler();
transactionHandler.Initialize(algorithm, ib, testResultHandler);
// Advance current time UTC so cash sync is performed
transactionHandler.TestCurrentTimeUtc = transactionHandler.TestCurrentTimeUtc.AddDays(2);
// simulate connect always failing
EventHandler handler = (s, e) => ib.Client.ClientSocket.Close();
ib.Client.ConnectAck += handler;
try
{
while (true)
{
transactionHandler.ProcessSynchronousEvents();
Assert.IsFalse(ib.IsConnected);
Thread.Sleep(1000);
}
}
catch (Exception exception)
{
// expect exception from ProcessSynchronousEvents when max attempts reached
Assert.That(exception.Message.Contains("maximum number of attempts"));
}
// perform clean connect so the test can complete Teardown without exceptions
ib.Client.ConnectAck -= handler;
ib.Connect();
testResultHandler.Exit();
Assert.IsTrue(ib.IsConnected);
}
