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Handles Empty Signal Export List #8686

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Merged
Martin-Molinero merged 1 commit into from
Apr 9, 2025
Merged

Handles Empty Signal Export List #8686

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7 changes: 6 additions & 1 deletion Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -171,6 +171,11 @@ public bool SetTargetPortfolio(params PortfolioTarget[] portfolioTargets)
return true;
}

if (_signalExports.IsNullOrEmpty())
{
return false;
}

if (portfolioTargets == null || portfolioTargets.Length == 0)
{
_algorithm.Debug("No portfolio target given");
Expand Down Expand Up @@ -245,7 +250,7 @@ public void OnOrderEvent(OrderEvent orderEvent)
public void Flush(DateTime currentTimeUtc)
{
var initialOrderEventTimeUtc = _initialOrderEventTimeUtc.Value;
if (initialOrderEventTimeUtc == Time.EndOfTime || !AutomaticExportTimeSpan.HasValue)
if (_signalExports.IsNullOrEmpty() || initialOrderEventTimeUtc == Time.EndOfTime || !AutomaticExportTimeSpan.HasValue)
{
return;
}
Expand Down
22 changes: 22 additions & 0 deletions Tests/Algorithm/Framework/Portfolio/SignalExportTargetTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Interfaces;
using QuantConnect.Orders;
using QuantConnect.Tests.Engine.DataFeeds;
using System;
using System.Collections.Generic;
Expand Down Expand Up @@ -432,6 +433,27 @@ public void SignalExportManagerReturnsFalseWhenNegativeTotalPortfolioValue()
Assert.IsFalse(signalExportManagerHandler.GetPortfolioTargets(out _));
}

[Test]
public void EmptySignalExportList()
{
var algorithm = new AlgorithmStub(true);
algorithm.SetLiveMode(true);
algorithm.SetFinishedWarmingUp();

algorithm.SetCash(100000);

var security = algorithm.AddSecurity(Symbols.SPY);
security.SetMarketPrice(new Tick(new DateTime(2022, 01, 04), security.Symbol, 144.80m, 144.82m));
security.Holdings.SetHoldings(144.81m, 100);

var utcTime = DateTime.UtcNow;
var signalExportManagerHandler = new SignalExportManagerHandler(algorithm);
signalExportManagerHandler.OnOrderEvent(new OrderEvent(0, security.Symbol, utcTime.AddMinutes(-1), OrderStatus.Filled, OrderDirection.Buy, 100, 100, new Orders.Fees.OrderFee(new Securities.CashAmount(1, "USD"))));

Assert.DoesNotThrow(() => signalExportManagerHandler.SetTargetPortfolioFromPortfolio());
Assert.DoesNotThrow(() => signalExportManagerHandler.Flush(utcTime));
}

private static object[] SendsTargetsToCollective2AppropiatelyTestCases =
{
new object[] { "USD", Symbols.SPY, 0.2m, @"{""StrategyId"":0,""Positions"":[{""exchangeSymbol"":{""symbol"":""SPY"",""currency"":""USD"",""securityExchange"":""DEFAULT"",""securityType"":""CS"",""maturityMonthYear"":null,""putOrCall"":null,""strikePrice"":null,""priceMultiplier"":1.0},""quantity"":99.0}]}" },
Expand Down