Add SecurityExchangeHours.Update method to set without changing the r…

…eference
jhonabreul · Mar 13, 2024 · 1dd06c9 · 1dd06c9
1 parent c6cd06a
commit 1dd06c9
Show file tree

Hide file tree

Showing 4 changed files with 38 additions and 17 deletions.
diff --git a/Common/Securities/SecurityExchange.cs b/Common/Securities/SecurityExchange.cs
@@ -31,7 +31,7 @@ public class SecurityExchange
         /// <summary>
         /// Gets the <see cref="SecurityExchangeHours"/> for this exchange
         /// </summary>
-        public SecurityExchangeHours Hours { get; internal set; }
+        public SecurityExchangeHours Hours { get; private set; }
 
         /// <summary>
         /// Gets the time zone for this exchange

diff --git a/Common/Securities/SecurityExchangeHours.cs b/Common/Securities/SecurityExchangeHours.cs
@@ -32,19 +32,19 @@ namespace QuantConnect.Securities
     /// </remarks>
     public class SecurityExchangeHours
     {
-        private readonly HashSet<long> _holidays;
-        private readonly IReadOnlyDictionary<DateTime, TimeSpan> _earlyCloses;
-        private readonly IReadOnlyDictionary<DateTime, TimeSpan> _lateOpens;
+        private HashSet<long> _holidays;
+        private IReadOnlyDictionary<DateTime, TimeSpan> _earlyCloses;
+        private IReadOnlyDictionary<DateTime, TimeSpan> _lateOpens;
 
         // these are listed individually for speed
-        private readonly LocalMarketHours _sunday;
-        private readonly LocalMarketHours _monday;
-        private readonly LocalMarketHours _tuesday;
-        private readonly LocalMarketHours _wednesday;
-        private readonly LocalMarketHours _thursday;
-        private readonly LocalMarketHours _friday;
-        private readonly LocalMarketHours _saturday;
-        private readonly Dictionary<DayOfWeek, LocalMarketHours> _openHoursByDay;
+        private LocalMarketHours _sunday;
+        private LocalMarketHours _monday;
+        private LocalMarketHours _tuesday;
+        private LocalMarketHours _wednesday;
+        private LocalMarketHours _thursday;
+        private LocalMarketHours _friday;
+        private LocalMarketHours _saturday;
+        private Dictionary<DayOfWeek, LocalMarketHours> _openHoursByDay;
         private static List<DayOfWeek> daysOfWeek = new List<DayOfWeek>() {
                 DayOfWeek.Sunday,
                 DayOfWeek.Monday,
@@ -58,7 +58,7 @@ public class SecurityExchangeHours
         /// <summary>
         /// Gets the time zone this exchange resides in
         /// </summary>
-        public DateTimeZone TimeZone { get; }
+        public DateTimeZone TimeZone { get; private set; }
 
         /// <summary>
         /// Gets the holidays for the exchange
@@ -94,7 +94,7 @@ public HashSet<DateTime> Holidays
         /// This does NOT account for extended market hours and only
         /// considers <see cref="MarketHoursState.Market"/>
         /// </summary>
-        public TimeSpan RegularMarketDuration { get; }
+        public TimeSpan RegularMarketDuration { get; private set; }
 
         /// <summary>
         /// Checks whether the market is always open or not
@@ -129,9 +129,15 @@ public SecurityExchangeHours(
             Dictionary<DayOfWeek, LocalMarketHours> marketHoursForEachDayOfWeek,
             IReadOnlyDictionary<DateTime, TimeSpan> earlyCloses,
             IReadOnlyDictionary<DateTime, TimeSpan> lateOpens)
+        {
+            var holidays = holidayDates.Select(x => x.Date.Ticks).ToHashSet();
+            Initialize(timeZone, holidays, marketHoursForEachDayOfWeek, earlyCloses, lateOpens);
+        }
+
+        private void Initialize(DateTimeZone timeZone, HashSet<long> holidays, Dictionary<DayOfWeek, LocalMarketHours> marketHoursForEachDayOfWeek, IReadOnlyDictionary<DateTime, TimeSpan> earlyCloses, IReadOnlyDictionary<DateTime, TimeSpan> lateOpens)
         {
             TimeZone = timeZone;
-            _holidays = holidayDates.Select(x => x.Date.Ticks).ToHashSet();
+            _holidays = holidays;
             _earlyCloses = earlyCloses;
             _lateOpens = lateOpens;
             _openHoursByDay = marketHoursForEachDayOfWeek;
@@ -599,5 +605,19 @@ public DateTime GetNextTradingDay(DateTime date)
 
             return date;
         }
+
+        /// <summary>
+        /// Sets the exchange hours to be the same as the given exchange hours without changing the reference
+        /// </summary>
+        /// <param name="other">The hours to set</param>
+        internal void Update(SecurityExchangeHours other)
+        {
+            if (other == null)
+            {
+                return;
+            }
+
+            Initialize(other.TimeZone, other._holidays, other._openHoursByDay, other._earlyCloses, other._lateOpens);
+        }
     }
 }
diff --git a/Engine/RealTime/LiveTradingRealTimeHandler.cs b/Engine/RealTime/LiveTradingRealTimeHandler.cs
@@ -197,7 +197,8 @@ protected virtual void UpdateMarketHours(Security security)
                 ? SecurityExchangeHours.AlwaysOpen(security.Exchange.TimeZone)
                 : MarketHoursDatabase.GetExchangeHours(security.Symbol.ID.Market, security.Symbol, security.Symbol.ID.SecurityType);
 
-            security.Exchange.Hours = hours;
+            // Use Update method to avoid replacing the reference
+            security.Exchange.Hours.Update(hours);
         }
 
         /// <summary>

diff --git a/Tests/Common/Scheduling/ScheduleManagerTests.cs b/Tests/Common/Scheduling/ScheduleManagerTests.cs
@@ -156,7 +156,7 @@ public void TriggersWeeklyScheduledEventsEachWeekLive()
             // Start
             handler.SetTime(time);
 
-            finished.Wait();
+            finished.Wait(TimeSpan.FromSeconds(15));
 
             handler.Exit();