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Merged
Martin-Molinero merged 1 commit into from
Jan 13, 2026
Merged

Stop and delete unused threads in tests #9219

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4 changes: 4 additions & 0 deletions Tests/Algorithm/Framework/Execution/ImmediateExecutionModelTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -130,6 +130,7 @@ public void OrdersAreSubmittedImmediatelyForTargetsToExecute(
}
finally
{
orderProcessor.Exit();
brokerage.Dispose();
}
}
Expand Down Expand Up @@ -174,6 +175,7 @@ public void PartiallyFilledOrdersAreTakenIntoAccount(Language language)
}
finally
{
orderProcessor.Exit();
brokerage.Dispose();
}
}
Expand Down Expand Up @@ -221,6 +223,7 @@ public void NonFilledAsyncOrdersAreTakenIntoAccount(Language language)
}
finally
{
orderProcessor.Exit();
brokerage.Dispose();
}
}
Expand Down Expand Up @@ -256,6 +259,7 @@ public void LotSizeIsRespected(Language language, int side)
}
finally
{
orderProcessor.Exit();
brokerage.Dispose();
}
}
Expand Down
2 changes: 2 additions & 0 deletions Tests/Algorithm/Framework/Execution/SpreadExecutionModelTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -120,6 +120,7 @@ public void OrdersAreSubmittedWhenRequiredForTargetsToExecute(
}
finally
{
orderProcessor.Exit();
brokerage.Dispose();
}
}
Expand Down Expand Up @@ -174,6 +175,7 @@ public void FillsOnTradesOnlyRespectingExchangeOpen(Language language, int expec
}
finally
{
orderProcessor.Exit();
brokerage.Dispose();
}
}
Expand Down
1 change: 1 addition & 0 deletions Tests/Algorithm/Framework/Execution/StandardDeviationExecutionModelTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -132,6 +132,7 @@ public void OrdersAreSubmittedWhenRequiredForTargetsToExecute(
}
finally
{
orderProcessor.Exit();
brokerage?.Dispose();
}
}
Expand Down
1 change: 1 addition & 0 deletions Tests/Algorithm/Framework/Execution/VolumeWeightedAveragePriceExecutionModelTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -141,6 +141,7 @@ public void OrdersAreSubmittedWhenRequiredForTargetsToExecute(
}
finally
{
orderProcessor.Exit();
brokerage?.Dispose();
}
}
Expand Down
49 changes: 27 additions & 22 deletions Tests/Brokerages/Paper/PaperBrokerageTests.cs
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Expand Up @@ -131,30 +131,35 @@ public void AppliesDividendsOnce()
results.Initialize(new(job, eventMessagingHandler, api, transactions, null));
results.SetAlgorithm(algorithm, algorithm.Portfolio.TotalPortfolioValue);
transactions.Initialize(algorithm, brokerage, results);

var realTime = new BacktestingRealTimeHandler();
using var nullLeanManager = new AlgorithmManagerTests.NullLeanManager();

using var tokenSource = new CancellationTokenSource();
// run algorithm manager
manager.Run(job,
algorithm,
synchronizer,
transactions,
results,
realTime,
nullLeanManager,
tokenSource,
new()
);

var postDividendCash = algorithm.Portfolio.CashBook[Currencies.USD].Amount;

realTime.Exit();
results.Exit();
Assert.AreEqual(initializedCash + dividend.Distribution, postDividendCash);

transactions.Exit();
try
{
using var nullLeanManager = new AlgorithmManagerTests.NullLeanManager();

using var tokenSource = new CancellationTokenSource();
// run algorithm manager
manager.Run(job,
algorithm,
synchronizer,
transactions,
results,
realTime,
nullLeanManager,
tokenSource,
new()
);

var postDividendCash = algorithm.Portfolio.CashBook[Currencies.USD].Amount;

Assert.AreEqual(initializedCash + dividend.Distribution, postDividendCash);
}
finally
{
realTime.Exit();
results.Exit();
transactions.Exit();
}
}

[Test]
Expand Down
140 changes: 77 additions & 63 deletions Tests/Common/Brokerages/DefaultBrokerageModelTests.cs
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Expand Up @@ -98,61 +98,68 @@ public void ApplySplitWorksAsExpected()
using var backtestingBrokerage = new BacktestingBrokerage(algorithm);
transactionHandler.Initialize(algorithm, backtestingBrokerage, new TestResultHandler(Console.WriteLine));

algorithm.Transactions.SetOrderProcessor(transactionHandler);
algorithm.AddEquity("IBM");
var tickets = new List<OrderTicket>();
foreach (var type in orderTypes)
try
{
SubmitOrderRequest orderRequest = null;
switch (type)
algorithm.Transactions.SetOrderProcessor(transactionHandler);
algorithm.AddEquity("IBM");
var tickets = new List<OrderTicket>();
foreach (var type in orderTypes)
{
case OrderType.Limit:
orderRequest = new SubmitOrderRequest(OrderType.Limit, SecurityType.Equity, Symbols.IBM, 100, 0, limitPrice: 8, 0,
DateTime.UtcNow, "");
break;
case OrderType.StopLimit:
orderRequest = new SubmitOrderRequest(OrderType.StopLimit, SecurityType.Equity, Symbols.IBM, 100, stopPrice: 10, 0, 0,
DateTime.UtcNow, "");
break;
case OrderType.LimitIfTouched:
orderRequest = new SubmitOrderRequest(OrderType.LimitIfTouched, SecurityType.Equity, Symbols.IBM, 100, 0, limitPrice: 14,
triggerPrice: 12, DateTime.UtcNow, "");
break;
case OrderType.TrailingStop:
orderRequest = new SubmitOrderRequest(OrderType.TrailingStop, SecurityType.Equity, Symbols.IBM, 100, stopPrice: 10, 0, 0,
trailingAmount: 0.5m, trailingAsPercentage: false, DateTime.UtcNow, "");
break;
SubmitOrderRequest orderRequest = null;
switch (type)
{
case OrderType.Limit:
orderRequest = new SubmitOrderRequest(OrderType.Limit, SecurityType.Equity, Symbols.IBM, 100, 0, limitPrice: 8, 0,
DateTime.UtcNow, "");
break;
case OrderType.StopLimit:
orderRequest = new SubmitOrderRequest(OrderType.StopLimit, SecurityType.Equity, Symbols.IBM, 100, stopPrice: 10, 0, 0,
DateTime.UtcNow, "");
break;
case OrderType.LimitIfTouched:
orderRequest = new SubmitOrderRequest(OrderType.LimitIfTouched, SecurityType.Equity, Symbols.IBM, 100, 0, limitPrice: 14,
triggerPrice: 12, DateTime.UtcNow, "");
break;
case OrderType.TrailingStop:
orderRequest = new SubmitOrderRequest(OrderType.TrailingStop, SecurityType.Equity, Symbols.IBM, 100, stopPrice: 10, 0, 0,
trailingAmount: 0.5m, trailingAsPercentage: false, DateTime.UtcNow, "");
break;
}
algorithm.Transactions.AddOrder(orderRequest);
var ticket = new OrderTicket(algorithm.Transactions, orderRequest);
tickets.Add(ticket);
}
algorithm.Transactions.AddOrder(orderRequest);
var ticket = new OrderTicket(algorithm.Transactions, orderRequest);
tickets.Add(ticket);
}

var split = new Split(Symbols.IBM, DateTime.UtcNow, 1, 0.5m, SplitType.SplitOccurred);
_defaultBrokerageModel.ApplySplit(tickets, split);
transactionHandler.ProcessSynchronousEvents();
foreach (var order in algorithm.Transactions.GetOrders())
{
Assert.AreEqual(200, order.Quantity);
var orderType = order.Type;
switch (orderType)
var split = new Split(Symbols.IBM, DateTime.UtcNow, 1, 0.5m, SplitType.SplitOccurred);
_defaultBrokerageModel.ApplySplit(tickets, split);
transactionHandler.ProcessSynchronousEvents();
foreach (var order in algorithm.Transactions.GetOrders())
{
case OrderType.Limit:
Assert.AreEqual(4, order.GetPropertyValue("LimitPrice"));
break;
case OrderType.StopLimit:
Assert.AreEqual(5, order.GetPropertyValue("StopPrice"));
break;
case OrderType.LimitIfTouched:
Assert.AreEqual(6, order.GetPropertyValue("TriggerPrice"));
Assert.AreEqual(7, order.GetPropertyValue("LimitPrice"));
break;
case OrderType.TrailingStop:
Assert.AreEqual(5, order.GetPropertyValue("StopPrice"));
Assert.AreEqual(0.25m, order.GetPropertyValue("TrailingAmount"));
break;
Assert.AreEqual(200, order.Quantity);
var orderType = order.Type;
switch (orderType)
{
case OrderType.Limit:
Assert.AreEqual(4, order.GetPropertyValue("LimitPrice"));
break;
case OrderType.StopLimit:
Assert.AreEqual(5, order.GetPropertyValue("StopPrice"));
break;
case OrderType.LimitIfTouched:
Assert.AreEqual(6, order.GetPropertyValue("TriggerPrice"));
Assert.AreEqual(7, order.GetPropertyValue("LimitPrice"));
break;
case OrderType.TrailingStop:
Assert.AreEqual(5, order.GetPropertyValue("StopPrice"));
Assert.AreEqual(0.25m, order.GetPropertyValue("TrailingAmount"));
break;
}
}
}
finally
{
transactionHandler.Exit();
}
}


Expand All @@ -167,25 +174,32 @@ public void AppliesSplitOnlyWhenTrailingStopOrderTrailingAmountIsNotPercentage([
using var backtestingBrokerage = new BacktestingBrokerage(algorithm);
transactionHandler.Initialize(algorithm, backtestingBrokerage, new TestResultHandler(Console.WriteLine));

algorithm.Transactions.SetOrderProcessor(transactionHandler);
algorithm.AddEquity("IBM");
try
{
algorithm.Transactions.SetOrderProcessor(transactionHandler);
algorithm.AddEquity("IBM");

var tickets = new List<OrderTicket>();
var orderTime = new DateTime(2023, 07, 21, 12, 0, 0);
var orderRequest = new SubmitOrderRequest(OrderType.TrailingStop, SecurityType.Equity, Symbols.IBM, 100, stopPrice: 10, 0, 0,
trailingAmount: 0.1m, trailingAsPercentage, orderTime, "");
algorithm.Transactions.AddOrder(orderRequest);
var ticket = new OrderTicket(algorithm.Transactions, orderRequest);
tickets.Add(ticket);
var tickets = new List<OrderTicket>();
var orderTime = new DateTime(2023, 07, 21, 12, 0, 0);
var orderRequest = new SubmitOrderRequest(OrderType.TrailingStop, SecurityType.Equity, Symbols.IBM, 100, stopPrice: 10, 0, 0,
trailingAmount: 0.1m, trailingAsPercentage, orderTime, "");
algorithm.Transactions.AddOrder(orderRequest);
var ticket = new OrderTicket(algorithm.Transactions, orderRequest);
tickets.Add(ticket);

var split = new Split(Symbols.IBM, orderTime, 1, 0.5m, SplitType.SplitOccurred);
_defaultBrokerageModel.ApplySplit(tickets, split);
transactionHandler.ProcessSynchronousEvents();
var split = new Split(Symbols.IBM, orderTime, 1, 0.5m, SplitType.SplitOccurred);
_defaultBrokerageModel.ApplySplit(tickets, split);
transactionHandler.ProcessSynchronousEvents();

var order = algorithm.Transactions.GetOrders().Single();
var order = algorithm.Transactions.GetOrders().Single();

Assert.AreEqual(5, order.GetPropertyValue("StopPrice", Flags.Instance | Flags.Public));
Assert.AreEqual(trailingAsPercentage ? 0.1m : 0.05m, order.GetPropertyValue("TrailingAmount"));
Assert.AreEqual(5, order.GetPropertyValue("StopPrice", Flags.Instance | Flags.Public));
Assert.AreEqual(trailingAsPercentage ? 0.1m : 0.05m, order.GetPropertyValue("TrailingAmount"));
}
finally
{
transactionHandler.Exit();
}
}


Expand Down
14 changes: 11 additions & 3 deletions Tests/Common/Orders/Fills/PartialMarketFillModelTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -32,6 +32,14 @@ namespace QuantConnect.Tests.Common.Orders.Fills
[TestFixture, Ignore("TODO: fix me")]
public class PartialMarketFillModelTests
{
private static BacktestingTransactionHandler _transactionHandler;

[TearDown]
public void TearDown()
{
_transactionHandler?.Exit();
}

[Test]
public void CreatesSpecificNumberOfFills()
{
Expand Down Expand Up @@ -92,13 +100,13 @@ private static DateTime InitializeTest(out BasicTemplateAlgorithm algorithm, out
algorithm = new BasicTemplateAlgorithm();
algorithm.SetDateTime(referenceTimeUtc);

var transactionHandler = new BacktestingTransactionHandler();
_transactionHandler = new BacktestingTransactionHandler();
# pragma warning disable CA2000
var backtestingBrokerage = new BacktestingBrokerage(algorithm);
#pragma warning restore CA2000
transactionHandler.Initialize(algorithm, backtestingBrokerage, new TestResultHandler(Console.WriteLine));
_transactionHandler.Initialize(algorithm, backtestingBrokerage, new TestResultHandler(Console.WriteLine));

algorithm.Transactions.SetOrderProcessor(transactionHandler);
algorithm.Transactions.SetOrderProcessor(_transactionHandler);

var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Second, TimeZones.NewYork, TimeZones.NewYork, false, false, false);
security = new Security(
Expand Down
62 changes: 35 additions & 27 deletions Tests/Common/Orders/OrderSizingTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -118,35 +118,43 @@ public void GetUnorderedQuantityHoldingsOpenOrders(decimal existingHoldings, dec
var orderProcessor = new BrokerageTransactionHandler();
using var brokerage = new NullBrokerage();
orderProcessor.Initialize(algo, brokerage, new BacktestingResultHandler());
algo.Transactions.SetOrderProcessor(orderProcessor);

var orderRequest = new SubmitOrderRequest(
OrderType.Market,
SecurityType.Future,

try
{
algo.Transactions.SetOrderProcessor(orderProcessor);

var orderRequest = new SubmitOrderRequest(
OrderType.Market,
SecurityType.Future,
Symbols.Future_CLF19_Jan2019,
orderQuantity,
250,
250,
new DateTime(2020, 1, 1),
"Pepe"
);
orderRequest.SetOrderId(1);
var order = Order.CreateOrder(orderRequest);
orderProcessor.AddOpenOrder(order, algo);

brokerage.OnOrderEvent(new OrderEvent(1,
Symbols.Future_CLF19_Jan2019,
orderQuantity,
250,
250,
new DateTime(2020, 1, 1),
"Pepe"
);
orderRequest.SetOrderId(1);
var order = Order.CreateOrder(orderRequest);
orderProcessor.AddOpenOrder(order, algo);

brokerage.OnOrderEvent(new OrderEvent(1,
Symbols.Future_CLF19_Jan2019,
new DateTime(2020, 1, 1),
OrderStatus.PartiallyFilled,
filledQuantity > 0 ? OrderDirection.Buy : OrderDirection.Sell,
250,
filledQuantity,
OrderFee.Zero));

var result = OrderSizing.GetUnorderedQuantity(algo,
new PortfolioTarget(Symbols.Future_CLF19_Jan2019, target));

Assert.AreEqual(expected, result);
OrderStatus.PartiallyFilled,
filledQuantity > 0 ? OrderDirection.Buy : OrderDirection.Sell,
250,
filledQuantity,
OrderFee.Zero));

var result = OrderSizing.GetUnorderedQuantity(algo,
new PortfolioTarget(Symbols.Future_CLF19_Jan2019, target));

Assert.AreEqual(expected, result);
}
finally
{
orderProcessor.Exit();
}
}
}
}
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