Fix brokerage transaction handler null object access bug (QuantConnec…

…t#7586) * Fix using brokerage transaction handler algo befor set Brokerage open orders are being set before algorithm is set to the transaction handler, so SetPriceAdjustmentMode needs to get the algo to use * Update unit tests
ebengtso · Nov 20, 2023 · a761c76 · a761c76
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commit a761c76
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Showing 2 changed files with 7 additions and 7 deletions.
diff --git a/Engine/TransactionHandlers/BrokerageTransactionHandler.cs b/Engine/TransactionHandlers/BrokerageTransactionHandler.cs
@@ -705,7 +705,7 @@ public void AddOpenOrder(Order order, IAlgorithm algorithm)
 
             var orderTicket = order.ToOrderTicket(algorithm.Transactions);
 
-            SetPriceAdjustmentMode(order);
+            SetPriceAdjustmentMode(order, algorithm);
 
             _openOrders.AddOrUpdate(order.Id, order, (i, o) => order);
             _completeOrders.AddOrUpdate(order.Id, order, (i, o) => order);
@@ -796,7 +796,7 @@ private OrderResponse HandleSubmitOrderRequest(SubmitOrderRequest request)
             order.OrderSubmissionData = new OrderSubmissionData(security.BidPrice, security.AskPrice, security.Close);
 
             // Set order price adjustment mode
-            SetPriceAdjustmentMode(order);
+            SetPriceAdjustmentMode(order, _algorithm);
 
             // update the ticket's internal storage with this new order reference
             ticket.SetOrder(order);
@@ -1293,9 +1293,9 @@ private void HandleOrderUpdated(OrderUpdateEvent e)
         /// <summary>
         /// Gets the price adjustment mode for the specified symbol from its subscription configurations
         /// </summary>
-        private void SetPriceAdjustmentMode(Order order)
+        private void SetPriceAdjustmentMode(Order order, IAlgorithm algorithm)
         {
-            if (_algorithm.LiveMode)
+            if (algorithm.LiveMode)
             {
                 // live trading always uses raw prices
                 order.PriceAdjustmentMode = DataNormalizationMode.Raw;
@@ -1304,7 +1304,7 @@ private void SetPriceAdjustmentMode(Order order)
 
             if (!_priceAdjustmentModes.TryGetValue(order.Symbol, out var mode))
             {
-                var configs = _algorithm.SubscriptionManager.SubscriptionDataConfigService
+                var configs = algorithm.SubscriptionManager.SubscriptionDataConfigService
                     .GetSubscriptionDataConfigs(order.Symbol, includeInternalConfigs: true);
                 if (configs.Count == 0)
                 {

diff --git a/Tests/Engine/BrokerageTransactionHandlerTests/BrokerageTransactionHandlerTests.cs b/Tests/Engine/BrokerageTransactionHandlerTests/BrokerageTransactionHandlerTests.cs
@@ -2067,9 +2067,9 @@ public void OrderPriceAdjustmentModeIsSetWhenAddingOpenOrder(DataNormalizationMo
         {
             _algorithm.SetLiveMode(liveMode);
 
-            //Initializes the transaction handler
+            // The engine might fetch brokerage open orders before even initializing the transaction handler,
+            // so let's not initialize it here to simulate that scenario
             var transactionHandler = new TestBrokerageTransactionHandler();
-            transactionHandler.Initialize(_algorithm, new BacktestingBrokerage(_algorithm), new BacktestingResultHandler());
 
             // Add the security
             var security = _algorithm.AddSecurity(SecurityType.Forex, "CADUSD", dataNormalizationMode: dataNormalizationMode);