/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using NUnit.Framework; using System.Threading; using QuantConnect.Data; using System.Collections.Generic; using QuantConnect.Algorithm.CSharp; using QuantConnect.Statistics; namespace QuantConnect.Tests.Common.Data.UniverseSelection { [TestFixture] public class UserDefinedUniverseTests { [Test] public void ThreadSafety() { // allow the system to stabilize Thread.Sleep(1000); var results = AlgorithmRunner.RunLocalBacktest(nameof(TestUserDefinedUniverseAlgorithm), new Dictionary { { PerformanceMetrics.TotalOrders, "1" } }, Language.CSharp, AlgorithmStatus.Completed, algorithmLocation: "QuantConnect.Tests.dll"); Assert.GreaterOrEqual(TestUserDefinedUniverseAlgorithm.AdditionCount, 50, $"We added {TestUserDefinedUniverseAlgorithm.AdditionCount} times"); } } public class TestUserDefinedUniverseAlgorithm : BasicTemplateAlgorithm { public static long AdditionCount; private Thread _thread; private CancellationTokenSource _cancellationTokenSource = new(); private ManualResetEvent _threadStarted = new (false); public override void Initialize() { SetStartDate(2013, 10, 07); SetEndDate(2013, 10, 11); #pragma warning disable CS0618 var spy = AddEquity("SPY", Resolution.Minute, dataNormalizationMode: DataNormalizationMode.Raw).Symbol; _thread = new Thread(() => { _threadStarted.Set(); try { while (!_cancellationTokenSource.IsCancellationRequested && AdditionCount < 250) { var currentCount = Interlocked.Increment(ref AdditionCount); var contract = QuantConnect.Symbol.CreateOption(spy, QuantConnect.Market.USA, OptionStyle.American, OptionRight.Call, currentCount, new DateTime(2022, 10, 10)); AddOptionContract(contract); if (currentCount % 2 == 0) { RemoveSecurity("AAPL"); } else { AddEquity("AAPL"); #pragma warning restore CS0618 } if (currentCount % 25 == 0) { Thread.Sleep(10); } } } catch (Exception ex) { Error(ex); SetStatus(AlgorithmStatus.RuntimeError); } }) { IsBackground = true }; } public override void OnData(Slice data) { if (!_threadStarted.WaitOne(0)) { _thread.Start(); _threadStarted.WaitOne(); } base.OnData(data); } public override void OnEndOfAlgorithm() { _thread.StopSafely(TimeSpan.FromSeconds(2), _cancellationTokenSource); base.OnEndOfAlgorithm(); } } }