/* * 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 System.Collections.Generic; using System.Linq; using NUnit.Framework; using QuantConnect.Algorithm.CSharp; using QuantConnect.Configuration; using QuantConnect.Data; using QuantConnect.Interfaces; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Packets; namespace QuantConnect.Tests.Engine.DataFeeds { [TestFixture] public class DataPermissionManagerTests { [SetUp] public void SetUp() { Config.Set("data-permission-manager", "TestDataPermissionManager"); TestInvalidConfigurationAlgorithm.Count = 0; } [TearDown] public void TearDown() { Config.Reset(); } [Test] public void InvalidConfigurationAddSecurity() { var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(nameof(BasicTemplateDailyAlgorithm), new Dictionary(), Language.CSharp, // will throw on initialization AlgorithmStatus.Running); var result = AlgorithmRunner.RunLocalBacktest(parameter.Algorithm, parameter.Statistics, parameter.Language, parameter.ExpectedFinalStatus); // algorithm was never set Assert.IsEmpty(result.AlgorithmManager.AlgorithmId); } [Test] public void InvalidConfigurationHistoryRequest() { var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(nameof(TestInvalidConfigurationAlgorithm), new Dictionary(), Language.CSharp, // will throw on initialization AlgorithmStatus.Running); var result = AlgorithmRunner.RunLocalBacktest(parameter.Algorithm, parameter.Statistics, parameter.Language, parameter.ExpectedFinalStatus, setupHandler: "TestInvalidConfigurationSetupHandler"); // algorithm was never set Assert.IsEmpty(result.AlgorithmManager.AlgorithmId); // let's assert initialize was called by the history call failed Assert.AreEqual(1, TestInvalidConfigurationAlgorithm.Count); } public class TestDataPermissionManager : DataPermissionManager { public override void AssertConfiguration(SubscriptionDataConfig subscriptionDataConfig, DateTime startTimeLocal, DateTime endTimeLocal) { throw new InvalidOperationException("Invalid configuration"); } } public class TestInvalidConfigurationAlgorithm : BasicTemplateDailyAlgorithm { public static int Count; public override void Initialize() { Count++; #pragma warning disable CS0618 History("SPY", 1, Resolution.Tick).ToList(); #pragma warning restore CS0618 Count++; } } public class TestInvalidConfigurationSetupHandler : AlgorithmRunner.RegressionSetupHandlerWrapper { public override IAlgorithm CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePacket, string assemblyPath) { Algorithm = new TestInvalidConfigurationAlgorithm(); return Algorithm; } } } }