Merge pull request QuantConnect#4565 from QuantConnect/bug-add-null-c…

…heck Bug add null checks
Coulbe · Jul 8, 2020 · 117825b · 117825b
2 parents 23c3d48 + bab6358
commit 117825b
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Showing 6 changed files with 87 additions and 44 deletions.
diff --git a/Common/Packets/BacktestResultPacket.cs b/Common/Packets/BacktestResultPacket.cs
@@ -187,6 +187,19 @@ public BacktestResultPacket(BacktestNodePacket job, BacktestResult results, Date
             }
         }
 
+        /// <summary>
+        /// Creates an empty result packet, useful when the algorithm fails to initialize
+        /// </summary>
+        /// <param name="job">The associated job packet</param>
+        /// <returns>An empty result packet</returns>
+        public static BacktestResultPacket CreateEmpty(BacktestNodePacket job)
+        {
+            return new BacktestResultPacket(job, new BacktestResult(new BacktestResultParameters(
+                new Dictionary<string, Chart>(), new Dictionary<int, Order>(), new Dictionary<DateTime, decimal>(),
+                new Dictionary<string, string>(), new Dictionary<string, string>(), new Dictionary<string, AlgorithmPerformance>(),
+                new List<OrderEvent>(), new AlgorithmPerformance(), new AlphaRuntimeStatistics()
+            )), DateTime.UtcNow, DateTime.UtcNow);
+        }
     } // End Queue Packet:
 
 

diff --git a/Common/Packets/LiveResultPacket.cs b/Common/Packets/LiveResultPacket.cs
@@ -18,6 +18,7 @@
 using System.Collections.Generic;
 using Newtonsoft.Json;
 using QuantConnect.Logging;
+using QuantConnect.Orders;
 using QuantConnect.Securities;
 
 namespace QuantConnect.Packets
@@ -124,6 +125,20 @@ public LiveResultPacket(LiveNodePacket job, LiveResult results)
                 Log.Error(err);
             }
         }
+
+        /// <summary>
+        /// Creates an empty result packet, useful when the algorithm fails to initialize
+        /// </summary>
+        /// <param name="job">The associated job packet</param>
+        /// <returns>An empty result packet</returns>
+        public static LiveResultPacket CreateEmpty(LiveNodePacket job)
+        {
+            return new LiveResultPacket(job, new LiveResult(new LiveResultParameters(
+                new Dictionary<string, Chart>(), new Dictionary<int, Order>(), new Dictionary<DateTime, decimal>(),
+                new Dictionary<string, Holding>(), new CashBook(), new Dictionary<string, string>(),
+                new Dictionary<string, string>(), new List<OrderEvent>(), new Dictionary<string, string>(),
+                new AlphaRuntimeStatistics())));
+        }
     } // End Queue Packet:
 
 

diff --git a/Engine/AlgorithmManager.cs b/Engine/AlgorithmManager.cs
@@ -713,9 +713,10 @@ public void SetStatus(AlgorithmStatus state)
         {
             lock (_lock)
             {
-                //We don't want anyone elseto set our internal state to "Running".
+                //We don't want anyone else to set our internal state to "Running".
                 //This is controlled by the algorithm private variable only.
-                if (state != AlgorithmStatus.Running)
+                //Algorithm could be null after it's initialized and they call Run on us
+                if (state != AlgorithmStatus.Running && _algorithm != null)
                 {
                     _algorithm.Status = state;
                 }

diff --git a/Engine/Results/BacktestingResultHandler.cs b/Engine/Results/BacktestingResultHandler.cs
@@ -15,6 +15,7 @@
 */
 
 using System;
+using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;
 using System.Threading;
@@ -320,7 +321,7 @@ protected override void StoreResult(Packet packet)
                     SaveResults(key, results);
 
                     // Store Order Events in a separate file
-                    StoreOrderEvents(Algorithm.UtcTime, result.Results.OrderEvents);
+                    StoreOrderEvents(Algorithm?.UtcTime ?? DateTime.UtcNow, result.Results.OrderEvents);
                 }
                 else
                 {
@@ -340,30 +341,37 @@ protected void SendFinalResult()
         {
             try
             {
-                //Convert local dictionary:
-                var charts = new Dictionary<string, Chart>(Charts);
-                var orders = new Dictionary<int, Order>(TransactionHandler.Orders);
-                var profitLoss = new SortedDictionary<DateTime, decimal>(Algorithm.Transactions.TransactionRecord);
-                var statisticsResults = GenerateStatisticsResults(charts, profitLoss);
-                var runtime = GetAlgorithmRuntimeStatistics(statisticsResults.Summary);
+                BacktestResultPacket result;
+                // could happen if algorithm failed to init
+                if (Algorithm != null)
+                {
+                    //Convert local dictionary:
+                    var charts = new Dictionary<string, Chart>(Charts);
+                    var orders = new Dictionary<int, Order>(TransactionHandler.Orders);
+                    var profitLoss = new SortedDictionary<DateTime, decimal>(Algorithm.Transactions.TransactionRecord);
+                    var statisticsResults = GenerateStatisticsResults(charts, profitLoss);
+                    var runtime = GetAlgorithmRuntimeStatistics(statisticsResults.Summary);
 
-                FinalStatistics = statisticsResults.Summary;
+                    FinalStatistics = statisticsResults.Summary;
 
-                // clear the trades collection before placing inside the backtest result
-                foreach (var ap in statisticsResults.RollingPerformances.Values)
-                {
-                    ap.ClosedTrades.Clear();
+                    // clear the trades collection before placing inside the backtest result
+                    foreach (var ap in statisticsResults.RollingPerformances.Values)
+                    {
+                        ap.ClosedTrades.Clear();
+                    }
+                    var orderEvents = TransactionHandler.OrderEvents.ToList();
+                    //Create a result packet to send to the browser.
+                    result = new BacktestResultPacket(_job,
+                        new BacktestResult(new BacktestResultParameters(charts, orders, profitLoss, statisticsResults.Summary, runtime, statisticsResults.RollingPerformances, orderEvents, statisticsResults.TotalPerformance, AlphaRuntimeStatistics)),
+                        Algorithm.EndDate, Algorithm.StartDate);
                 }
-                var orderEvents = TransactionHandler.OrderEvents.ToList();
-                //Create a result packet to send to the browser.
-                var result = new BacktestResultPacket(_job,
-                    new BacktestResult(new BacktestResultParameters(charts, orders, profitLoss, statisticsResults.Summary, runtime, statisticsResults.RollingPerformances, orderEvents, statisticsResults.TotalPerformance, AlphaRuntimeStatistics)),
-                    Algorithm.EndDate, Algorithm.StartDate)
+                else
                 {
-                    ProcessingTime = (DateTime.UtcNow - StartTime).TotalSeconds,
-                    DateFinished = DateTime.Now,
-                    Progress = 1
-                };
+                    result = BacktestResultPacket.CreateEmpty(_job);
+                }
+                result.ProcessingTime = (DateTime.UtcNow - StartTime).TotalSeconds;
+                result.DateFinished = DateTime.Now;
+                result.Progress = 1;
 
                 //Place result into storage.
                 StoreResult(result);

diff --git a/Engine/Results/LiveTradingResultHandler.cs b/Engine/Results/LiveTradingResultHandler.cs
@@ -761,32 +761,37 @@ protected void SendFinalResult()
             Log.Trace("LiveTradingResultHandler.SendFinalResult(): Starting...");
             try
             {
-                //Convert local dictionary:
-                var charts = new Dictionary<string, Chart>();
-                lock (ChartLock)
+                LiveResultPacket result;
+                // could happen if algorithm failed to init
+                if (Algorithm != null)
                 {
-                    foreach (var kvp in Charts)
+                    //Convert local dictionary:
+                    var charts = new Dictionary<string, Chart>();
+                    lock (ChartLock)
                     {
-                        charts.Add(kvp.Key, kvp.Value.Clone());
+                        foreach (var kvp in Charts)
+                        {
+                            charts.Add(kvp.Key, kvp.Value.Clone());
+                        }
                     }
-                }
 
-                var orders = new Dictionary<int, Order>(TransactionHandler.Orders);
-                var profitLoss = new SortedDictionary<DateTime, decimal>(Algorithm.Transactions.TransactionRecord);
-                var holdings = new Dictionary<string, Holding>();
-                var statisticsResults = GenerateStatisticsResults(charts, profitLoss);
-                var runtime = GetAlgorithmRuntimeStatistics(statisticsResults.Summary);
+                    var orders = new Dictionary<int, Order>(TransactionHandler.Orders);
+                    var profitLoss = new SortedDictionary<DateTime, decimal>(Algorithm.Transactions.TransactionRecord);
+                    var holdings = new Dictionary<string, Holding>();
+                    var statisticsResults = GenerateStatisticsResults(charts, profitLoss);
+                    var runtime = GetAlgorithmRuntimeStatistics(statisticsResults.Summary);
 
-                StoreStatusFile(runtime, holdings, charts, profitLoss, statistics: statisticsResults);
+                    StoreStatusFile(runtime, holdings, charts, profitLoss, statistics: statisticsResults);
 
-                //Create a packet:
-                var result = new LiveResultPacket(_job,
-                    new LiveResult(new LiveResultParameters(charts, orders, profitLoss, holdings, Algorithm.Portfolio.CashBook, statisticsResults.Summary, runtime, GetOrderEventsToStore())))
+                    //Create a packet:
+                    result = new LiveResultPacket(_job,
+                        new LiveResult(new LiveResultParameters(charts, orders, profitLoss, holdings, Algorithm.Portfolio.CashBook, statisticsResults.Summary, runtime, GetOrderEventsToStore())));
+                }
+                else
                 {
-                    ProcessingTime = (DateTime.UtcNow - StartTime).TotalSeconds
-                };
-
-                //Save the processing time:
+                    result = LiveResultPacket.CreateEmpty(_job);
+                }
+                result.ProcessingTime = (DateTime.UtcNow - StartTime).TotalSeconds;
 
                 //Store to S3:
                 StoreResult(result);

diff --git a/Engine/Storage/LocalObjectStore.cs b/Engine/Storage/LocalObjectStore.cs
@@ -298,8 +298,9 @@ public virtual void Dispose()
                     _persistenceTimer.DisposeSafely();
                 }
 
-                // if the object store was not used, delete the empty storage directory created in Initialize
-                if (!Directory.EnumerateFileSystemEntries(AlgorithmStorageRoot).Any())
+                // if the object store was not used, delete the empty storage directory created in Initialize.
+                // can be null if not initialized
+                if (AlgorithmStorageRoot != null && !Directory.EnumerateFileSystemEntries(AlgorithmStorageRoot).Any())
                 {
                     Directory.Delete(AlgorithmStorageRoot);
                 }