Fix 3/4 of CA2201 warnings (#8102)

* Fix 2/4 of CA2201 Warnings * Fix 3/4 of CA2201 warnings
QuantConnect · Jun 24, 2024 · aa5ab68 · aa5ab68
1 parent f8b169a
commit aa5ab68
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Showing 103 changed files with 310 additions and 310 deletions.
diff --git a/...ithm.CSharp/InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs b/...ithm.CSharp/InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
@@ -81,7 +81,7 @@ public override void OnData(Slice slice)
             {
                 if (MarketOrder(_contract.Symbol, 1).Status != OrderStatus.Filled)
                 {
-                    throw new Exception("Expected market order to fill immediately");
+                    throw new RegressionTestException("Expected market order to fill immediately");
                 }
 
                 _marketOrderDone = true;
@@ -93,7 +93,7 @@ public override void OnData(Slice slice)
             {
                 if (ExerciseOption(_contract.Symbol, 1).Status == OrderStatus.Filled)
                 {
-                    throw new Exception($"Expected index option to not be exercisable on its expiration date. " +
+                    throw new RegressionTestException($"Expected index option to not be exercisable on its expiration date. " +
                                         $"Time: {UtcTime}. Expiry: {_contract.Expiry.ConvertToUtc(_option.Exchange.TimeZone)}");
                 }
 
@@ -112,7 +112,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
                 var profit = Portfolio.TotalPortfolioValue - _initialCash;
                 if (profit < 0)
                 {
-                    throw new Exception($"Expected profit to be positive. Actual: {profit}");
+                    throw new RegressionTestException($"Expected profit to be positive. Actual: {profit}");
                 }
 
                 _automaticallyExercised = true;
@@ -123,12 +123,12 @@ public override void OnEndOfAlgorithm()
         {
             if (!_triedExercise)
             {
-                throw new Exception("Expected to try to exercise index option before and on expiry");
+                throw new RegressionTestException("Expected to try to exercise index option before and on expiry");
             }
 
             if (!_automaticallyExercised || Portfolio.Cash <= _initialCash)
             {
-                throw new Exception("Expected index option to have ben automatically exercised on expiry and to have received cash");
+                throw new RegressionTestException("Expected index option to have ben automatically exercised on expiry and to have received cash");
             }
         }
 

diff --git a/Algorithm.CSharp/InternalSubscriptionHistoryRequestAlgorithm.cs b/Algorithm.CSharp/InternalSubscriptionHistoryRequestAlgorithm.cs
@@ -53,7 +53,7 @@ public override void OnData(Slice data)
                 var history = History(new[] { spy }, TimeSpan.FromDays(10));
                 if (!history.Any() || !history.All(slice => slice.Bars.All(pair => pair.Value.Period == TimeSpan.FromHours(1))))
                 {
-                    throw new Exception("Unexpected history result for internal subscription");
+                    throw new RegressionTestException("Unexpected history result for internal subscription");
                 }
 
                 // we add SPY using Daily > default benchmark using hourly
@@ -62,7 +62,7 @@ public override void OnData(Slice data)
                 history = History(new[] { spy }, TimeSpan.FromDays(10));
                 if (!history.Any() || !history.All(slice => slice.Bars.All(pair => pair.Value.Period == TimeSpan.FromDays(1))))
                 {
-                    throw new Exception("Unexpected history result for user subscription");
+                    throw new RegressionTestException("Unexpected history result for user subscription");
                 }
             }
         }

diff --git a/Algorithm.CSharp/IronCondorStrategyAlgorithm.cs b/Algorithm.CSharp/IronCondorStrategyAlgorithm.cs
@@ -62,7 +62,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
         {
             if (positionGroup.Positions.Count() != 4)
             {
-                throw new Exception($"Expected position group to have 4 positions. Actual: {positionGroup.Positions.Count()}");
+                throw new RegressionTestException($"Expected position group to have 4 positions. Actual: {positionGroup.Positions.Count()}");
             }
 
             var orderedStrikes = _ironCondor.OptionLegs.Select(leg => leg.Strike).OrderBy(x => x).ToArray();
@@ -72,31 +72,31 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
                 .Single(x => x.Symbol.ID.OptionRight == OptionRight.Put && x.Symbol.ID.StrikePrice == longPutStrike);
             if (longPutPosition.Quantity != 2)
             {
-                throw new Exception($"Expected long put position quantity to be 2. Actual: {longPutPosition.Quantity}");
+                throw new RegressionTestException($"Expected long put position quantity to be 2. Actual: {longPutPosition.Quantity}");
             }
 
             var shortPutStrike = orderedStrikes[1];
             var shortPutPosition = positionGroup.Positions
                 .Single(x => x.Symbol.ID.OptionRight == OptionRight.Put && x.Symbol.ID.StrikePrice == shortPutStrike);
             if (shortPutPosition.Quantity != -2)
             {
-                throw new Exception($"Expected short put position quantity to be -2. Actual: {shortPutPosition.Quantity}");
+                throw new RegressionTestException($"Expected short put position quantity to be -2. Actual: {shortPutPosition.Quantity}");
             }
 
             var shortCallStrike = orderedStrikes[2];
             var shortCallPosition = positionGroup.Positions
                 .Single(x => x.Symbol.ID.OptionRight == OptionRight.Call && x.Symbol.ID.StrikePrice == shortCallStrike);
             if (shortCallPosition.Quantity != -2)
             {
-                throw new Exception($"Expected short call position quantity to be -2. Actual: {shortCallPosition.Quantity}");
+                throw new RegressionTestException($"Expected short call position quantity to be -2. Actual: {shortCallPosition.Quantity}");
             }
 
             var longCallStrike = orderedStrikes[3];
             var longCallPosition = positionGroup.Positions
                 .Single(x => x.Symbol.ID.OptionRight == OptionRight.Call && x.Symbol.ID.StrikePrice == longCallStrike);
             if (longCallPosition.Quantity != 2)
             {
-                throw new Exception($"Expected long call position quantity to be 2. Actual: {longCallPosition.Quantity}");
+                throw new RegressionTestException($"Expected long call position quantity to be 2. Actual: {longCallPosition.Quantity}");
             }
         }
 

diff --git a/Algorithm.CSharp/IsMarketOpenCheckAlgorithm.cs b/Algorithm.CSharp/IsMarketOpenCheckAlgorithm.cs
@@ -43,7 +43,7 @@ protected void AssertIsMarketOpen(bool expected)
             Log($"IsMarketOpen at {Time}?: {isMarketOpen}");
             if (isMarketOpen != expected)
             {
-                throw new Exception($"Expected IsMarketOpen to be {expected} at {Time}.");
+                throw new RegressionTestException($"Expected IsMarketOpen to be {expected} at {Time}.");
             }
         }
 

diff --git a/Algorithm.CSharp/LargeQuantityOptionStrategyAlgorithm.cs b/Algorithm.CSharp/LargeQuantityOptionStrategyAlgorithm.cs
@@ -89,7 +89,7 @@ public override void OnEndOfAlgorithm()
 
             if (filledOrders.Count != 2)
             {
-                throw new Exception($"Expected 2 filled orders but found {filledOrders.Count}");
+                throw new RegressionTestException($"Expected 2 filled orders but found {filledOrders.Count}");
             }
         }
 

diff --git a/Algorithm.CSharp/LeveragePrecedenceRegressionAlgorithm.cs b/Algorithm.CSharp/LeveragePrecedenceRegressionAlgorithm.cs
@@ -63,7 +63,7 @@ public override void OnData(Slice data)
 
             if (Securities[_spy].Leverage != 10)
             {
-                throw new Exception($"Expecting leverage to be 10, was {Securities[_spy].Leverage}");
+                throw new RegressionTestException($"Expecting leverage to be 10, was {Securities[_spy].Leverage}");
             }
         }
 

diff --git a/Algorithm.CSharp/LimitIfTouchedRegressionAlgorithm.cs b/Algorithm.CSharp/LimitIfTouchedRegressionAlgorithm.cs
@@ -105,7 +105,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
 
                 if (orderEvent.ToString() != expected)
                 {
-                    throw new Exception($"orderEvent {orderEvent.Id} differed from {expected}. Actual {orderEvent}");
+                    throw new RegressionTestException($"orderEvent {orderEvent.Id} differed from {expected}. Actual {orderEvent}");
                 }
             }
         }

diff --git a/Algorithm.CSharp/LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs b/Algorithm.CSharp/LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
@@ -56,14 +56,14 @@ public override void OnWarmupFinished()
             // Right after warm up we should be outside regular market hours
             if (_futureContract.Exchange.ExchangeOpen)
             {
-                throw new Exception("We should be outside regular market hours");
+                throw new RegressionTestException("We should be outside regular market hours");
             }
 
             // Market on open order should not be allowed for futures outside of regular market hours
             var futureContractMarketOnOpenOrder = MarketOnOpenOrder(_futureContract.Symbol, 1);
             if (futureContractMarketOnOpenOrder.Status != OrderStatus.Invalid)
             {
-                throw new Exception($"Market on open order should not be allowed for futures outside of regular market hours");
+                throw new RegressionTestException($"Market on open order should not be allowed for futures outside of regular market hours");
             }
         }
 
@@ -77,7 +77,7 @@ public override void OnData(Slice slice)
                 var continuousContractLimitOrder = LimitOrder(_continuousContract.Mapped, 1, _continuousContract.Price * 2m);
                 if (futureContractLimitOrder.Status == OrderStatus.Invalid || continuousContractLimitOrder.Status == OrderStatus.Invalid)
                 {
-                    throw new Exception($"Limit order should be allowed for futures outside of regular market hours");
+                    throw new RegressionTestException($"Limit order should be allowed for futures outside of regular market hours");
                 }
             }
         }
@@ -86,7 +86,7 @@ public override void OnEndOfAlgorithm()
         {
             if (Transactions.GetOrders().Any(order => order.Status != OrderStatus.Filled ))
             {
-                throw new Exception("Not all orders were filled");
+                throw new RegressionTestException("Not all orders were filled");
             }
         }
 
@@ -96,7 +96,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             if (orderEvent.Status == OrderStatus.Filled && !Securities[orderEvent.Symbol].Exchange.DateTimeIsOpen(orderEvent.UtcTime) &&
                 (orderEvent.UtcTime.TimeOfDay >= new TimeSpan(13, 30, 0) && orderEvent.UtcTime.TimeOfDay < new TimeSpan(21, 0, 0)))
             {
-                throw new Exception($"Order should have been filled during extended market hours");
+                throw new RegressionTestException($"Order should have been filled during extended market hours");
             }
         }
 

diff --git a/Algorithm.CSharp/LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs b/Algorithm.CSharp/LiquidatingMultipleOptionStrategiesRegressionAlgorithm.cs
@@ -95,7 +95,7 @@ public override void OnData(Slice slice)
                 var positionGroups = Portfolio.Positions.Groups;
                 if (positionGroups.Count != 2)
                 {
-                    throw new Exception($"Expected 2 position groups, one for each spread, but found {positionGroups.Count}");
+                    throw new RegressionTestException($"Expected 2 position groups, one for each spread, but found {positionGroups.Count}");
                 }
 
                 var positionGroupMatchesSpreadStrategy = (IPositionGroup positionGroup, OptionStrategy strategy) =>
@@ -110,7 +110,7 @@ public override void OnData(Slice slice)
                 if (!positionGroups.All(group =>
                         positionGroupMatchesSpreadStrategy(group, _bullCallSpread) || positionGroupMatchesSpreadStrategy(group, _bearPutSpread)))
                 {
-                    throw new Exception("Expected both spreads to have a matching position group in the portfolio.");
+                    throw new RegressionTestException("Expected both spreads to have a matching position group in the portfolio.");
                 }
 
                 // Step 2: liquidate spreads
@@ -125,12 +125,12 @@ public override void OnEndOfAlgorithm()
         {
             if (!_done)
             {
-                throw new Exception("Expected the algorithm to have bought and sold a Bull Call Spread and a Bear Put Spread.");
+                throw new RegressionTestException("Expected the algorithm to have bought and sold a Bull Call Spread and a Bear Put Spread.");
             }
 
             if (Portfolio.Invested)
             {
-                throw new Exception("The spreads should have been liquidated by the end of the algorithm");
+                throw new RegressionTestException("The spreads should have been liquidated by the end of the algorithm");
             }
         }
 

diff --git a/Algorithm.CSharp/LongAndShortButterflyCallStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortButterflyCallStrategiesAlgorithm.cs
@@ -69,7 +69,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
         {
             if (positionGroup.Positions.Count() != 3)
             {
-                throw new Exception($"Expected position group to have 3 positions. Actual: {positionGroup.Positions.Count()}");
+                throw new RegressionTestException($"Expected position group to have 3 positions. Actual: {positionGroup.Positions.Count()}");
             }
 
             var higherStrike = _butterflyCall.OptionLegs.Max(leg => leg.Strike);
@@ -78,7 +78,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (higherStrikePosition.Quantity != 2)
             {
-                throw new Exception($"Expected higher strike position quantity to be 2. Actual: {higherStrikePosition.Quantity}");
+                throw new RegressionTestException($"Expected higher strike position quantity to be 2. Actual: {higherStrikePosition.Quantity}");
             }
 
             var lowerStrike = _butterflyCall.OptionLegs.Min(leg => leg.Strike);
@@ -87,7 +87,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (lowerStrikePosition.Quantity != 2)
             {
-                throw new Exception($"Expected lower strike position quantity to be 2. Actual: {lowerStrikePosition.Quantity}");
+                throw new RegressionTestException($"Expected lower strike position quantity to be 2. Actual: {lowerStrikePosition.Quantity}");
             }
 
             var middleStrike = _butterflyCall.OptionLegs.Single(leg => leg.Strike < higherStrike && leg.Strike > lowerStrike).Strike;
@@ -96,7 +96,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (middleStrikePosition.Quantity != -4)
             {
-                throw new Exception($"Expected middle strike position quantity to be -4. Actual: {middleStrikePosition.Quantity}");
+                throw new RegressionTestException($"Expected middle strike position quantity to be -4. Actual: {middleStrikePosition.Quantity}");
             }
         }
 

diff --git a/Algorithm.CSharp/LongAndShortButterflyPutStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortButterflyPutStrategiesAlgorithm.cs
@@ -69,7 +69,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
         {
             if (positionGroup.Positions.Count() != 3)
             {
-                throw new Exception($"Expected position group to have 3 positions. Actual: {positionGroup.Positions.Count()}");
+                throw new RegressionTestException($"Expected position group to have 3 positions. Actual: {positionGroup.Positions.Count()}");
             }
 
             var higherStrike = _butterflyPut.OptionLegs.Max(leg => leg.Strike);
@@ -78,7 +78,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (higherStrikePosition.Quantity != 2)
             {
-                throw new Exception($"Expected higher strike position quantity to be 2. Actual: {higherStrikePosition.Quantity}");
+                throw new RegressionTestException($"Expected higher strike position quantity to be 2. Actual: {higherStrikePosition.Quantity}");
             }
 
             var lowerStrike = _butterflyPut.OptionLegs.Min(leg => leg.Strike);
@@ -87,7 +87,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (lowerStrikePosition.Quantity != 2)
             {
-                throw new Exception($"Expected lower strike position quantity to be 2. Actual: {lowerStrikePosition.Quantity}");
+                throw new RegressionTestException($"Expected lower strike position quantity to be 2. Actual: {lowerStrikePosition.Quantity}");
             }
 
             var middleStrike = _butterflyPut.OptionLegs.Single(leg => leg.Strike < higherStrike && leg.Strike > lowerStrike).Strike;
@@ -96,7 +96,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (middleStrikePosition.Quantity != -4)
             {
-                throw new Exception($"Expected middle strike position quantity to be -4. Actual: {middleStrikePosition.Quantity}");
+                throw new RegressionTestException($"Expected middle strike position quantity to be -4. Actual: {middleStrikePosition.Quantity}");
             }
         }
 

diff --git a/Algorithm.CSharp/LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortCallCalendarSpreadStrategiesAlgorithm.cs
@@ -61,7 +61,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
         {
             if (positionGroup.Positions.Count() != 2)
             {
-                throw new Exception($"Expected position group to have 2 positions. Actual: {positionGroup.Positions.Count()}");
+                throw new RegressionTestException($"Expected position group to have 2 positions. Actual: {positionGroup.Positions.Count()}");
             }
 
             var nearExpiration = _callCalendarSpread.OptionLegs.Min(leg => leg.Expiration);
@@ -70,7 +70,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (nearExpirationPosition.Quantity != -2)
             {
-                throw new Exception($"Expected near expiration position quantity to be -2. Actual: {nearExpirationPosition.Quantity}");
+                throw new RegressionTestException($"Expected near expiration position quantity to be -2. Actual: {nearExpirationPosition.Quantity}");
             }
 
             var farExpiration = _callCalendarSpread.OptionLegs.Max(leg => leg.Expiration);
@@ -79,7 +79,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (farExpirationPosition.Quantity != 2)
             {
-                throw new Exception($"Expected far expiration position quantity to be 2. Actual: {farExpirationPosition.Quantity}");
+                throw new RegressionTestException($"Expected far expiration position quantity to be 2. Actual: {farExpirationPosition.Quantity}");
             }
         }
 

diff --git a/Algorithm.CSharp/LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs b/Algorithm.CSharp/LongAndShortPutCalendarSpreadStrategiesAlgorithm.cs
@@ -61,7 +61,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
         {
             if (positionGroup.Positions.Count() != 2)
             {
-                throw new Exception($"Expected position group to have 2 positions. Actual: {positionGroup.Positions.Count()}");
+                throw new RegressionTestException($"Expected position group to have 2 positions. Actual: {positionGroup.Positions.Count()}");
             }
 
             var nearExpiration = _putCalendarSpread.OptionLegs.Min(leg => leg.Expiration);
@@ -70,7 +70,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (nearExpirationPosition.Quantity != -2)
             {
-                throw new Exception($"Expected near expiration position quantity to be -2. Actual: {nearExpirationPosition.Quantity}");
+                throw new RegressionTestException($"Expected near expiration position quantity to be -2. Actual: {nearExpirationPosition.Quantity}");
             }
 
             var farExpiration = _putCalendarSpread.OptionLegs.Max(leg => leg.Expiration);
@@ -79,7 +79,7 @@ protected override void AssertStrategyPositionGroup(IPositionGroup positionGroup
 
             if (farExpirationPosition.Quantity != 2)
             {
-                throw new Exception($"Expected far expiration position quantity to be 2. Actual: {farExpirationPosition.Quantity}");
+                throw new RegressionTestException($"Expected far expiration position quantity to be 2. Actual: {farExpirationPosition.Quantity}");
             }
         }