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 DoesNotSetRunTimeErrorWhenReconnectMessageComesThrough()
{
var algorithm = new AlgorithmStub(equities: new List<string> { "SPY" });
var referenceTime = DateTime.UtcNow;
algorithm.SetDateTime(referenceTime);
var localReferencTime = referenceTime.ConvertFromUtc(TimeZones.NewYork);
algorithm.Securities["SPY"].Exchange.SetMarketHours(localReferencTime.AddSeconds(1).TimeOfDay, TimeSpan.FromDays(1), 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 SetsRunTimeErrorBeforeNextMarketOpen()
{
var algorithm = new AlgorithmStub(equities: new List <string> {
"SPY"
});
var referenceTime = DateTime.UtcNow;
algorithm.SetDateTime(referenceTime);
var localReferenceTime = referenceTime.ConvertFromUtc(TimeZones.NewYork);
algorithm.Securities["SPY"].Exchange.SetMarketHours(localReferenceTime.AddSeconds(1).TimeOfDay, TimeSpan.FromDays(1), localReferenceTime.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(1000);
Assert.IsNotNull(algorithm.RunTimeError);
results.Exit();
}
public void DoesNotSetAlgorithmRunTimeErrorOnDisconnectIfAllSecuritiesClosed()
{
var referenceTime = DateTime.UtcNow;
var algorithm = new AlgorithmStub(equities: new List<string> { "SPY" });
algorithm.SetDateTime(referenceTime);
algorithm.Securities["SPY"].Exchange.SetMarketHours(TimeSpan.Zero, TimeSpan.Zero, referenceTime.ConvertFromUtc(TimeZones.NewYork).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));
Assert.IsNull(algorithm.RunTimeError);
handler.Handle(BrokerageMessageEvent.Disconnected("Disconnection!"));
Assert.IsNull(algorithm.RunTimeError);
results.Exit();
}
public void SetsAlgorithmRunTimeErrorOnDisconnectIfNonCustomSecurityIsOpen()
{
var algorithm = new AlgorithmStub(equities: new List<string> { "SPY" });
algorithm.Securities[Symbols.SPY].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
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.Zero, TimeSpan.Zero);
Assert.IsNull(algorithm.RunTimeError);
handler.Handle(BrokerageMessageEvent.Disconnected("Disconnection!"));
Thread.Sleep(100);
Assert.IsNotNull(algorithm.RunTimeError);
results.Exit();
}
public void DoesNotSetAlgorithmRunTimeErrorOnDisconnectIfAllSecuritiesClosed()
{
var referenceTime = DateTime.UtcNow;
var algorithm = new AlgorithmStub(equities: new List <string> {
"SPY"
});
algorithm.SetDateTime(referenceTime);
algorithm.Securities[Symbols.SPY].Exchange.SetMarketHours(Enumerable.Empty <MarketHoursSegment>(), referenceTime.ConvertFromUtc(TimeZones.NewYork).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));
Assert.IsNull(algorithm.RunTimeError);
handler.Handle(BrokerageMessageEvent.Disconnected("Disconnection!"));
Assert.IsNull(algorithm.RunTimeError);
results.Exit();
}
public void SetsAlgorithmRunTimeErrorOnDisconnectIfNonCustomSecurityIsOpen()
{
var algorithm = new AlgorithmStub(equities: new List <string> {
"SPY"
});
algorithm.Securities["SPY"].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
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.Zero);
Assert.IsNull(algorithm.RunTimeError);
handler.Handle(BrokerageMessageEvent.Disconnected("Disconnection!"));
Thread.Sleep(10);
Assert.IsNotNull(algorithm.RunTimeError);
results.Exit();
}