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Issue with testing #9014

Description

@hungnguyen9

I tried to run the tests with VS 2022 but I have the following error messages e.g.:

20251005 19:43:28.641 TRACE:: Extensions.IsDirectoryEmpty(): directory '../../../Data/equity/ftxus/map_files' not found or empty

or

The active test discovery was aborted. Reason: Test host process crashed : 20251005 19:43:21.767 ERROR:: LocalDiskMapFileProvider.GetMapFileResolver(sgx): The specified directory does not exist: ../../../Data/equity/sgx/map_files
Unhandled exception. System.InvalidOperationException: GIL must always be released, and it must be released from the same thread that acquired it.
at Python.Runtime.Py.GILState.Finalize()
at System.GC.RunFinalizers()

Could you please help me with this to show me which configuration went wrong? Thanks!

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