public void InjectedSynchronizerIsResolved()
{
var config = new EngineConfiguration();
var expected = new NullSynchronizer();
config.SetSynchronizerFactory((c) => expected);
var actual = config.CreateSynchronizer();
Assert.AreSame(expected,actual);
}
public void AppliesDividendsOnce()
{
// init algorithm
var algorithm = new AlgorithmStub();
algorithm.SetLiveMode(true);
var dividend = new Dividend(Symbols.SPY, DateTime.UtcNow, 10m, 100m);
var feed = new TestDividendDataFeed();
var marketHoursDatabase = MarketHoursDatabase.FromDataFolder();
var symbolPropertiesDataBase = SymbolPropertiesDatabase.FromDataFolder();
var dataManager = new DataManager(feed,
new UniverseSelection(feed,
algorithm,
new SecurityService(algorithm.Portfolio.CashBook, marketHoursDatabase, symbolPropertiesDataBase, algorithm)),
algorithm.Settings,
algorithm.TimeKeeper,
marketHoursDatabase);
var synchronizer = new NullSynchronizer(algorithm, dividend);
algorithm.SubscriptionManager.SetDataManager(dataManager);
algorithm.AddSecurities(equities: new List <string> {
"SPY"
});
algorithm.Securities[Symbols.SPY].Holdings.SetHoldings(100m, 1);
algorithm.PostInitialize();
var initializedCash = algorithm.Portfolio.CashBook["USD"].Amount;
// init algorithm manager
var manager = new AlgorithmManager(true);
var job = new LiveNodePacket
{
UserId = 1,
ProjectId = 2,
DeployId = $"{nameof(PaperBrokerageTests)}.{nameof(AppliesDividendsOnce)}"
};
var results = new LiveTradingResultHandler();
var transactions = new BacktestingTransactionHandler();
var brokerage = new PaperBrokerage(algorithm, job);
// initialize results and transactions
results.Initialize(job, new EventMessagingHandler(), new Api.Api(), feed, new BrokerageSetupHandler(), transactions);
results.SetAlgorithm(algorithm);
transactions.Initialize(algorithm, brokerage, results);
// run algorithm manager
manager.Run(job,
algorithm,
dataManager,
synchronizer,
transactions,
results,
new BacktestingRealTimeHandler(),
new AlgorithmManagerTests.NullLeanManager(),
new AlgorithmManagerTests.NullAlphaHandler(),
new CancellationToken()
);
var postDividendCash = algorithm.Portfolio.CashBook["USD"].Amount;
Assert.AreEqual(initializedCash + dividend.Distribution, postDividendCash);
}
