/* * 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 System.Threading.Tasks; using QuantConnect.Optimizer; using QuantConnect.Optimizer.Parameters; namespace QuantConnect.Tests.Optimizer { public class FakeLeanOptimizer : LeanOptimizer { private readonly HashSet _backtests = new HashSet(); public event EventHandler Update; public FakeLeanOptimizer(OptimizationNodePacket nodePacket) : base(nodePacket) { } protected override string RunLean(ParameterSet parameterSet, string backtestName) { var id = Guid.NewGuid().ToString(); _backtests.Add(id); Task.Delay(100).ContinueWith(task => { try { var sum = parameterSet.Value.Where(pair => pair.Key != "skipFromResultSum").Sum(s => s.Value.ToDecimal()); if (sum != 29) { NewResult(BacktestResult.Create(sum, sum / 100).ToJson(), id); } else { // fail some backtests by passing empty json NewResult(string.Empty, id); } } catch { } }); return id; } protected override void AbortLean(string backtestId) { _backtests.Remove(backtestId); } protected override void SendUpdate() { OnUpdate(); } private void OnUpdate() { Update?.Invoke(this, EventArgs.Empty); } } }