Avoid termination on empty live cash balance (#7581)

- Avoid algorithm termination on empty live cash balance if there was no error
QuantConnect · Nov 17, 2023 · 830df29 · 830df29
1 parent 5e9901c
commit 830df29
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Showing 3 changed files with 43 additions and 3 deletions.
diff --git a/Brokerages/Brokerage.cs b/Brokerages/Brokerage.cs
@@ -460,7 +460,7 @@ public virtual bool PerformCashSync(IAlgorithm algorithm, DateTime currentTimeUt
 
                 Log.Trace("Brokerage.PerformCashSync(): Sync cash balance");
 
-                var balances = new List<CashAmount>();
+                List<CashAmount> balances = null;
                 try
                 {
                     balances = GetCashBalance();
@@ -470,7 +470,8 @@ public virtual bool PerformCashSync(IAlgorithm algorithm, DateTime currentTimeUt
                     Log.Error(err, "Error in GetCashBalance:");
                 }
 
-                if (balances.Count == 0)
+                // empty cash balance is valid, if there was No error/exception
+                if (balances == null)
                 {
                     Log.Trace("Brokerage.PerformCashSync(): No cash balances available, cash sync not performed");
                     return false;

diff --git a/Tests/Engine/BrokerageTransactionHandlerTests/BrokerageTransactionHandlerTests.cs b/Tests/Engine/BrokerageTransactionHandlerTests/BrokerageTransactionHandlerTests.cs
@@ -1399,6 +1399,42 @@ public void ProcessSynchronousEventsShouldPerformCashSyncOnlyAtExpectedTime()
             Assert.AreEqual(0, brokerage.GetCashBalanceCallCount);
         }
 
+        [Test]
+        public void EmptyCashBalanceIsValid()
+        {
+            var mock = new Mock<TestBrokerage>
+            {
+                CallBase = true
+            };
+            var cashBalance = mock.Setup(m => m.GetCashBalance()).Returns(new List<CashAmount>());
+            mock.Setup(m => m.IsConnected).Returns(true);
+            mock.Setup(m => m.ShouldPerformCashSync(It.IsAny<DateTime>())).Returns(true);
+
+            var brokerage = mock.Object;
+            Assert.IsTrue(brokerage.IsConnected);
+
+            var algorithm = new QCAlgorithm();
+            var marketHoursDatabase = MarketHoursDatabase.FromDataFolder();
+            var symbolPropertiesDataBase = SymbolPropertiesDatabase.FromDataFolder();
+            var securityService = new SecurityService(algorithm.Portfolio.CashBook, marketHoursDatabase, symbolPropertiesDataBase, algorithm, RegisteredSecurityDataTypesProvider.Null, new SecurityCacheProvider(algorithm.Portfolio));
+            algorithm.Securities.SetSecurityService(securityService);
+            algorithm.SetLiveMode(true);
+            algorithm.SetFinishedWarmingUp();
+
+            var transactionHandler = new TestBrokerageTransactionHandler();
+            var resultHandler = new TestResultHandler();
+            transactionHandler.Initialize(algorithm, brokerage, resultHandler);
+
+            // Advance current time UTC so cash sync is performed
+            transactionHandler.TestCurrentTimeUtc = transactionHandler.TestCurrentTimeUtc.AddDays(2);
+
+            transactionHandler.ProcessSynchronousEvents();
+
+            resultHandler.Exit();
+
+            mock.VerifyAll();
+        }
+
         [Test]
         public void DoesNotLoopEndlesslyIfGetCashBalanceAlwaysThrows()
         {

diff --git a/Tests/Engine/Setup/BrokerageSetupHandlerTests.cs b/Tests/Engine/Setup/BrokerageSetupHandlerTests.cs
@@ -803,7 +803,10 @@ public TestBrokerageFactory() : base(typeof(TestBrokerage))
         public override void Dispose() { }
     }
 
-    internal class TestBrokerage : Brokerage
+    /// <summary>
+    /// Public so that mock can access it
+    /// </summary>
+    public class TestBrokerage : Brokerage
     {
         public override bool IsConnected { get; } = true;
         public int GetCashBalanceCallCount;