Market orders wait for fresh data instead of filling on stale prices #10227
Workflow file for this run
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| name: Python Virtual Environments | |
| on: | |
| push: | |
| branches: ['*'] | |
| tags: ['*'] | |
| pull_request: | |
| branches: [master] | |
| concurrency: | |
| group: ${{ github.workflow }}-${{ github.ref }} | |
| cancel-in-progress: true | |
| jobs: | |
| build: | |
| runs-on: self-hosted | |
| container: | |
| image: quantconnect/lean:foundation | |
| options: --cpus 12 --memory 12g | |
| steps: | |
| - name: Checkout | |
| uses: actions/checkout@v2 | |
| - name: Run Python Virtual Environments Tests | |
| run: | | |
| # Build | |
| dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln | |
| # Python Virtual Environment System Packages | |
| python -m venv /lean-testenv --system-site-packages && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.221 && deactivate | |
| # Run Virtual Environment Test System Packages | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment" | |
| # Python Virtual Environment | |
| rm -rf /lean-testenv && python -m venv /lean-testenv && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.221 && deactivate | |
| # Run Virtual Environment Test | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment" | |
| # Run Python Package Tests | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests" --blame-hang-timeout 120seconds --blame-crash | |
| # Run StableBaselines Python Package Test | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StableBaselinesTest" --blame-hang-timeout 120seconds --blame-crash | |
| # Run AxPlatform Python Package Test | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.AxPlatformTest" --blame-hang-timeout 120seconds --blame-crash | |
| # Run TensorlyTest Python Package Test | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorlyTest" --blame-hang-timeout 120seconds --blame-crash | |
| # Run NeuralTangents, Ignite Python Package Test | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.IgniteTest" --blame-hang-timeout 120seconds --blame-crash | |
| # Run TensorflowTest | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowTest" --blame-hang-timeout 120seconds --blame-crash | |
| # Run TensorflowProbability | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowProbabilityTest" --blame-hang-timeout 120seconds --blame-crash | |
| # Run Hvplot Python Package Test | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.RiskparityportfolioTest" --blame-hang-timeout 120seconds --blame-crash | |
| # Run Transformers | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Transformers" --blame-hang-timeout 120seconds --blame-crash | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.XTransformers" --blame-hang-timeout 120seconds --blame-crash | |
| # Run Shap | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.KerasTest|PyvinecopulibTest" --blame-hang-timeout 120seconds --blame-crash | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StatsForecast|Mlforecast" --blame-hang-timeout 120seconds --blame-crash | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.MlxtendTest|Thinc" --blame-hang-timeout 120seconds --blame-crash | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ModuleVersionTestExplicit" --blame-hang-timeout 120seconds --blame-crash | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Neuralforecast" --blame-hang-timeout 120seconds --blame-crash | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Tsfel" --blame-hang-timeout 120seconds --blame-crash | |
| dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ScikitOptimizeTest" --blame-hang-timeout 120seconds --blame-crash |