/* * 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.Linq; using NUnit.Framework; using QuantConnect.Util; using QuantConnect.Packets; using QuantConnect.Interfaces; using QuantConnect.Lean.Engine.Setup; using QuantConnect.Lean.Engine.RealTime; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Tests.Engine.DataFeeds; using QuantConnect.Algorithm.Framework.Selection; namespace QuantConnect.Tests.Engine.Setup { [TestFixture] public class BacktestingSetupHandlerTests { private IAlgorithm _algorithm; private DataManager _dataManager; [OneTimeSetUp] public void Setup() { _algorithm = new TestAlgorithmThrowsOnInitialize(); _dataManager = new DataManagerStub(_algorithm); _algorithm.SubscriptionManager.SetDataManager(_dataManager); } [OneTimeTearDown] public void TearDown() { _dataManager.RemoveAllSubscriptions(); } [Test] public void HandlesErrorOnInitializeCorrectly() { using var setupHandler = new BacktestingSetupHandler(); var packet = new BacktestNodePacket(); packet.Controls.RamAllocation = 1024 * 4; var realTimeHandler = new BacktestingRealTimeHandler(); var resultHandler = new TestResultHandler(); Assert.IsFalse(setupHandler.Setup(new SetupHandlerParameters(_dataManager.UniverseSelection, _algorithm, null, packet, resultHandler, null, realTimeHandler, TestGlobals.DataCacheProvider, TestGlobals.MapFileProvider))); resultHandler.Exit(); realTimeHandler.Exit(); setupHandler.DisposeSafely(); Assert.AreEqual(1, setupHandler.Errors.Count); Assert.IsTrue(setupHandler.Errors[0].InnerException.Message.Equals("Some failure", StringComparison.OrdinalIgnoreCase)); } internal class TestAlgorithmThrowsOnInitialize : AlgorithmStub { public override void Initialize() { SetAccountCurrency("USDT"); SetStartDate(2018, 08, 17); SetEndDate(2021, 11, 15); // this will fail later because due to default crypto market being Coinbase there is no conversion rate route var symbols = new[] { "ADAUSDT", "BNBUSDT", "BTCUSDT", "ETHUSDT", "LTCUSDT", "SOLUSDT" } .Select(ticker => QuantConnect.Symbol.Create(ticker, SecurityType.Crypto, Market.Binance)); SetUniverseSelection(new ManualUniverseSelectionModel(symbols)); SetBenchmark("BTCUSDT"); throw new Exception("Some failure"); } } } }