Improve shutdown

Common/Isolator.cs

@@ -18,7 +18,6 @@ using System.Threading;
 using System.Threading.Tasks;
 using QuantConnect.Logging;
 using QuantConnect.Util;
-using static QuantConnect.StringExtensions;
 
 namespace QuantConnect
 {
@@ -36,22 +35,6 @@ namespace QuantConnect
             get; private set;
         }
 
-        /// <summary>
-        /// Algo cancellation controls - cancellation token for algorithm thread.
-        /// </summary>
-        public CancellationToken CancellationToken
-        {
-            get { return CancellationTokenSource.Token; }
-        }
-
-        /// <summary>
-        /// Check if this task isolator is cancelled, and exit the analysis
-        /// </summary>
-        public bool IsCancellationRequested
-        {
-            get { return CancellationTokenSource.IsCancellationRequested; }
-        }
-
         /// <summary>
         /// Initializes a new instance of the <see cref="Isolator"/> class
         /// </summary>
@@ -117,7 +100,7 @@ namespace QuantConnect
             memoryCap *= 1024 * 1024;
             var spikeLimit = memoryCap*2;
 
-            while (!task.IsCompleted && utcNow < end)
+            while (!task.IsCompleted && !CancellationTokenSource.IsCancellationRequested && utcNow < end)
             {
                 // if over 80% allocation force GC then sample
                 var sample = Convert.ToDouble(GC.GetTotalMemory(memoryUsed > memoryCap * 0.8));
@@ -166,15 +149,26 @@ namespace QuantConnect
                 utcNow = DateTime.UtcNow;
             }
 
-            if (task.IsCompleted == false && string.IsNullOrEmpty(message))
+            if (task.IsCompleted == false)
             {
-                message = Messages.Isolator.MemoryUsageMonitorTaskTimedOut(timeSpan);
-                Log.Trace($"Isolator.ExecuteWithTimeLimit(): {message}");
+                if (CancellationTokenSource.IsCancellationRequested)
+                {
+                    Log.Trace($"Isolator.ExecuteWithTimeLimit(): Operation was canceled");
+                    throw new OperationCanceledException("Operation was canceled");
+                }
+                else if (string.IsNullOrEmpty(message))
+                {
+                    message = Messages.Isolator.MemoryUsageMonitorTaskTimedOut(timeSpan);
+                    Log.Trace($"Isolator.ExecuteWithTimeLimit(): {message}");
+                }
             }
 
             if (!string.IsNullOrEmpty(message))
             {
-                CancellationTokenSource.Cancel();
+                if (!CancellationTokenSource.IsCancellationRequested)
+                {
+                    CancellationTokenSource.Cancel();
+                }
                 Log.Error($"Security.ExecuteWithTimeLimit(): {message}");
                 throw new TimeoutException(message);
             }

Engine/AlgorithmManager.cs

@@ -48,6 +48,7 @@ namespace QuantConnect.Lean.Engine
         private IAlgorithm _algorithm;
         private readonly object _lock;
         private readonly bool _liveMode;
+        private CancellationTokenSource _cancellationTokenSource;
 
         /// <summary>
         /// Publicly accessible algorithm status
@@ -111,14 +112,17 @@ namespace QuantConnect.Lean.Engine
         /// <param name="results">Result handler object</param>
         /// <param name="realtime">Realtime processing object</param>
         /// <param name="leanManager">ILeanManager implementation that is updated periodically with the IAlgorithm instance</param>
-        /// <param name="token">Cancellation token</param>
+        /// <param name="cancellationTokenSource">Cancellation token source to monitor</param>
         /// <remarks>Modify with caution</remarks>
-        public void Run(AlgorithmNodePacket job, IAlgorithm algorithm, ISynchronizer synchronizer, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ILeanManager leanManager, CancellationToken token)
+        public void Run(AlgorithmNodePacket job, IAlgorithm algorithm, ISynchronizer synchronizer, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ILeanManager leanManager, CancellationTokenSource cancellationTokenSource)
         {
             //Initialize:
             DataPoints = 0;
             _algorithm = algorithm;
 
+            var token = cancellationTokenSource.Token;
+            _cancellationTokenSource = cancellationTokenSource;
+
             var backtestMode = (job.Type == PacketType.BacktestNode);
             var methodInvokers = new Dictionary<Type, MethodInvoker>();
             var marginCallFrequency = TimeSpan.FromMinutes(5);
@@ -607,6 +611,15 @@ namespace QuantConnect.Lean.Engine
                 {
                     _algorithm.SetStatus(state);
                 }
+
+                if (state == AlgorithmStatus.Deleted)
+                {
+                    if (!_cancellationTokenSource.IsCancellationRequested)
+                    {
+                        // if the algorithm was deleted or stopped, let's give the algorithm a few seconds to shutdown and cancel it out
+                        _cancellationTokenSource.CancelAfter(TimeSpan.FromSeconds(5));
+                    }
+                }
             }
         }
 

Engine/Engine.cs

@@ -334,7 +334,7 @@ namespace QuantConnect.Lean.Engine
                                 // -> Using this Data Feed,
                                 // -> Send Orders to this TransactionHandler,
                                 // -> Send Results to ResultHandler.
-                                algorithmManager.Run(job, algorithm, synchronizer, AlgorithmHandlers.Transactions, AlgorithmHandlers.Results, AlgorithmHandlers.RealTime, SystemHandlers.LeanManager, isolator.CancellationToken);
+                                algorithmManager.Run(job, algorithm, synchronizer, AlgorithmHandlers.Transactions, AlgorithmHandlers.Results, AlgorithmHandlers.RealTime, SystemHandlers.LeanManager, isolator.CancellationTokenSource);
                             }
                             catch (Exception err)
                             {

Tests/Brokerages/Paper/PaperBrokerageTests.cs

@@ -130,6 +130,7 @@ namespace QuantConnect.Tests.Brokerages.Paper
             var realTime = new BacktestingRealTimeHandler();
             using var nullLeanManager = new AlgorithmManagerTests.NullLeanManager();
 
+            using var tokenSource = new CancellationTokenSource();
             // run algorithm manager
             manager.Run(job,
                 algorithm,
@@ -138,7 +139,7 @@ namespace QuantConnect.Tests.Brokerages.Paper
                 results,
                 realTime,
                 nullLeanManager,
-                new CancellationToken()
+                tokenSource
             );
 
             var postDividendCash = algorithm.Portfolio.CashBook[Currencies.USD].Amount;

Tests/Common/IsolatorTests.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -21,7 +21,7 @@ using QuantConnect.Util;
 
 namespace QuantConnect.Tests.Common
 {
-    [TestFixture]
+    [TestFixture, Parallelizable(ParallelScope.All)]
     public class IsolatorTests
     {
         [Test]
@@ -45,6 +45,38 @@ namespace QuantConnect.Tests.Common
             }
         }
 
+        [Test]
+        public void Cancellation()
+        {
+            var isolator = new Isolator();
+            var executed = false;
+            var ended = false;
+            var canceled = false;
+            var result = false;
+            isolator.CancellationTokenSource.CancelAfter(TimeSpan.FromMilliseconds(100));
+            try
+            {
+                result = isolator.ExecuteWithTimeLimit(
+                    TimeSpan.FromSeconds(5),
+                    () => {
+                        executed = true;
+                        Thread.Sleep(5000);
+                        ended = true;
+                    },
+                    5000,
+                    sleepIntervalMillis: 10
+                );
+            }
+            catch (OperationCanceledException)
+            {
+                canceled = true;
+            }
+            Assert.IsTrue(canceled);
+            Assert.IsFalse(result);
+            Assert.IsTrue(executed);
+            Assert.IsFalse(ended);
+        }
+
         [TestCase(Language.Python, true)]
         [TestCase(Language.Python, false)]
         [TestCase(Language.CSharp, true)]
@@ -98,4 +130,4 @@ namespace QuantConnect.Tests.Common
 
         }
     }
-}
+}

Tests/Engine/AlgorithmManagerTests.cs

@@ -120,7 +120,6 @@ namespace QuantConnect.Tests.Engine
             var results = new BacktestingResultHandler();
             var realtime = new BacktestingRealTimeHandler();
             using var leanManager = new NullLeanManager();
-            var token = new CancellationToken();
             var nullSynchronizer = new NullSynchronizer(algorithm);
 
             algorithm.Initialize();
@@ -136,7 +135,8 @@ namespace QuantConnect.Tests.Engine
 
             Log.Trace("Starting algorithm manager loop to process " + nullSynchronizer.Count + " time slices");
             var sw = Stopwatch.StartNew();
-            algorithmManager.Run(job, algorithm, nullSynchronizer, transactions, results, realtime, leanManager, token);
+            using var tokenSource = new CancellationTokenSource();
+            algorithmManager.Run(job, algorithm, nullSynchronizer, transactions, results, realtime, leanManager, tokenSource);
             sw.Stop();
 
             realtime.Exit();