Martin Molinero
a92bee5bf1
- Adding `IRealTimeHandler.OnSecurityChanged()` will be used to update the `OnEndOfDay` security related scheduled events - Adding `BaseRealTimeHandler.cs` to reduce code duplication in the `Backtesting` and `LiveTrading` `RealTimeHandlers` - Adding CSharp and Python regression tests - Deprecating `OnEndOfDay()` callback because of two reasons, mainly because Python does not support two methods with the same name, but also because different assets have different market close times. - `ScheduledEvents` set at the same time will now be deterministic
50 lines
1.6 KiB
C#
50 lines
1.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using NUnit.Framework;
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using QuantConnect.Lean.Engine.RealTime;
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using QuantConnect.Scheduling;
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namespace QuantConnect.Tests.Engine.RealTime
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{
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[TestFixture]
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public class BacktestingRealTimeHandlerTests
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{
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[Test]
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public void TriggersScheduledEventsSameTimeInOrder()
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{
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var realTimeHandler = new BacktestingRealTimeHandler();
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var eventTime = DateTime.UtcNow;
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var count = 0;
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for (var i = 0; i < 100; i++)
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{
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var id = i;
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realTimeHandler.Add(new ScheduledEvent($"{id}", eventTime,
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(s, time) =>
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{
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Assert.AreEqual(id, count);
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count++;
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}));
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}
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realTimeHandler.SetTime(DateTime.UtcNow);
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Assert.AreEqual(100, count);
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}
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}
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}
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