More tweaks

Author: Martin-Molinero

Common/Data/DataMonitor.cs

@@ -18,7 +18,6 @@
 using System.IO;
 using System.Threading;
 using Newtonsoft.Json;
-using QuantConnect.Configuration;
 using QuantConnect.Interfaces;
 using QuantConnect.Util;
 

Common/Isolator.cs

@@ -102,8 +102,8 @@ private bool MonitorTask(Task task,
 
             if (memoryCap <= 0)
             {
-                memoryCap = int.MaxValue;
-                spikeLimit = int.MaxValue;
+                memoryCap = long.MaxValue;
+                spikeLimit = long.MaxValue;
             }
 
             while (!task.IsCompleted && !CancellationTokenSource.IsCancellationRequested && utcNow < end)

Engine/LeanEngineAlgorithmHandlers.cs

@@ -36,6 +36,8 @@ namespace QuantConnect.Lean.Engine
     /// </summary>
     public class LeanEngineAlgorithmHandlers : IDisposable
     {
+        private bool _dataMonitorWired;
+
         /// <summary>
         /// Gets the result handler used to communicate results from the algorithm
         /// </summary>
@@ -111,6 +113,7 @@ public class LeanEngineAlgorithmHandlers : IDisposable
         /// <param name="dataPermissionsManager">The data permission manager to use</param>
         /// <param name="liveMode">True for live mode, false otherwise</param>
         /// <param name="researchMode">True for research mode, false otherwise. This has less priority than liveMode</param>
+        /// <param name="dataMonitor">Optionally the data monitor instance to use</param>
         public LeanEngineAlgorithmHandlers(IResultHandler results,
             ISetupHandler setup,
             IDataFeed dataFeed,
@@ -122,7 +125,8 @@ public LeanEngineAlgorithmHandlers(IResultHandler results,
             IObjectStore objectStore,
             IDataPermissionManager dataPermissionsManager,
             bool liveMode,
-            bool researchMode = false
+            bool researchMode = false,
+            IDataMonitor dataMonitor = null
             )
         {
             if (results == null)
@@ -177,10 +181,11 @@ public LeanEngineAlgorithmHandlers(IResultHandler results,
             ObjectStore = objectStore;
             DataPermissionsManager = dataPermissionsManager;
             DataCacheProvider = new ZipDataCacheProvider(DataProvider, isDataEphemeral: liveMode);
-            DataMonitor = new DataMonitor();
+            DataMonitor = dataMonitor ?? new DataMonitor();
 
             if (!liveMode && !researchMode)
             {
+                _dataMonitorWired = true;
                 DataProvider.NewDataRequest += DataMonitor.OnNewDataRequest;
             }
         }
@@ -204,6 +209,7 @@ public static LeanEngineAlgorithmHandlers FromConfiguration(Composer composer, b
             var dataProviderTypeName = Config.Get("data-provider", "DefaultDataProvider");
             var objectStoreTypeName = Config.Get("object-store", "LocalObjectStore");
             var dataPermissionManager = Config.Get("data-permission-manager", "DataPermissionManager");
+            var dataMonitor = Config.Get("data-monitor", "QuantConnect.Data.DataMonitor");
 
             var result = new LeanEngineAlgorithmHandlers(
                 composer.GetExportedValueByTypeName<IResultHandler>(resultHandlerTypeName),
@@ -217,7 +223,8 @@ public static LeanEngineAlgorithmHandlers FromConfiguration(Composer composer, b
                 composer.GetExportedValueByTypeName<IObjectStore>(objectStoreTypeName),
                 composer.GetExportedValueByTypeName<IDataPermissionManager>(dataPermissionManager),
                 Globals.LiveMode,
-                researchMode
+                researchMode,
+                composer.GetExportedValueByTypeName<IDataMonitor>(dataMonitor)
                 );
 
             result.FactorFileProvider.Initialize(result.MapFileProvider, result.DataProvider);
@@ -246,6 +253,10 @@ public void Dispose()
             DataCacheProvider.DisposeSafely();
             Setup.DisposeSafely();
             ObjectStore.DisposeSafely();
+            if (_dataMonitorWired)
+            {
+                DataProvider.NewDataRequest -= DataMonitor.OnNewDataRequest;
+            }
             DataMonitor.DisposeSafely();
 
             Log.Trace("LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.");

Tests/AlgorithmRunner.cs

@@ -95,6 +95,7 @@ public static AlgorithmRunnerResults RunLocalBacktest(
                 Config.Set("result-handler", "QuantConnect.Lean.Engine.Results.RegressionResultHandler");
                 Config.Set("fundamental-data-provider", "QuantConnect.Tests.Common.Data.Fundamental.TestFundamentalDataProvider");
                 Config.Set("algorithm-language", language.ToString());
+                Config.Set("data-monitor", typeof(NullDataMonitor).Name);
                 if (string.IsNullOrEmpty(algorithmLocation))
                 {
                     Config.Set("algorithm-location",
@@ -253,7 +254,15 @@ public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> reques
         public class TestWorkerThread : WorkerThread
         {
         }
-
+        public class NullDataMonitor : IDataMonitor
+        {
+            public void Dispose()
+            { }
+            public void Exit()
+            { }
+            public void OnNewDataRequest(object sender, DataProviderNewDataRequestEventArgs e)
+            { }
+        }
         public static void AssertAlgorithmState(AlgorithmStatus expectedFinalStatus, AlgorithmStatus? actualState,
             IDictionary<string, string> expectedStatistics, IDictionary<string, string> statistics)
         {