public void DoesNotSetRunTimeErrorWhenReconnectMessageComesThrough()
{
var algorithm = new AlgorithmStub(equities: new List <string> {
"SPY"
});
var referenceTime = DateTime.UtcNow;
algorithm.SetDateTime(referenceTime);
var localReferencTime = referenceTime.ConvertFromUtc(TimeZones.NewYork);
var open = localReferencTime.AddSeconds(1).TimeOfDay;
var closed = TimeSpan.FromDays(1);
var marketHours = new MarketHoursSegment(MarketHoursState.Market, open, closed);
algorithm.Securities[Symbols.SPY].Exchange.SetMarketHours(new [] { marketHours }, localReferencTime.DayOfWeek);
var job = new LiveNodePacket();
var results = new TestResultHandler();//packet => Console.WriteLine(FieldsToString(packet)));
var api = new Api.Api();
var handler = new DefaultBrokerageMessageHandler(algorithm, job, results, api, TimeSpan.FromMinutes(15), TimeSpan.FromSeconds(.25));
Assert.IsNull(algorithm.RunTimeError);
handler.Handle(BrokerageMessageEvent.Disconnected("Disconnection!"));
Thread.Sleep(100);
handler.Handle(BrokerageMessageEvent.Reconnected("Reconnected!"));
Thread.Sleep(500);
Assert.IsNull(algorithm.RunTimeError);
results.Exit();
}
public void GetMarketHoursWithEarlyCloseAndLateOpen()
{
var exchangeHours = CreateUsEquitySecurityExchangeHours();
var startTime = new DateTime(2016, 11, 25);
var marketHoursSegment = exchangeHours.GetMarketHours(startTime).Segments.FirstOrDefault();
var expectedMarketHoursSegment = new MarketHoursSegment(MarketHoursState.Market, new TimeSpan(10, 0, 0), new TimeSpan(13, 0, 0));
Assert.AreEqual(expectedMarketHoursSegment.Start, marketHoursSegment.Start);
Assert.AreEqual(expectedMarketHoursSegment.End, marketHoursSegment.End);
Assert.AreEqual(expectedMarketHoursSegment.State, marketHoursSegment.State);
}
public void GetMarketHoursWithEarlyClose()
{
var exchangeHours = CreateSecurityExchangeHoursWithMultipleOpeningHours();
var startTime = new DateTime(2018, 12, 31);
var marketHoursSegment = exchangeHours.GetMarketHours(startTime).Segments.FirstOrDefault();
var expectedMarketHoursSegment = new MarketHoursSegment(MarketHoursState.Market, new TimeSpan(3, 0, 0), new TimeSpan(3, 30, 0));
Assert.AreEqual(expectedMarketHoursSegment.Start, marketHoursSegment.Start);
Assert.AreEqual(expectedMarketHoursSegment.End, marketHoursSegment.End);
Assert.AreEqual(expectedMarketHoursSegment.State, marketHoursSegment.State);
}
/// <summary>
/// Get the calendar open hours for the date.
/// </summary>
private IEnumerable <MarketHoursSegment> MarketToday(DateTime time, Symbol symbol)
{
if (Config.GetBool("force-exchange-always-open"))
{
yield return(MarketHoursSegment.OpenAllDay());
yield break;
}
var hours = _marketHoursDatabase.GetExchangeHours(symbol.ID.Market, symbol, symbol.ID.SecurityType);
foreach (var segment in hours.MarketHours[time.DayOfWeek].Segments)
{
yield return(segment);
}
}