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Clone configuration on re-subscription #8560

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jhonabreul
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Description

Clone configuration on re-subscription. When re-subscribing a request after a fill forward resolution change, clone SubscriptionDataConfig to avoid memory access race conditions, like setting the MappedSymbol when emitting new tradable date events.

This can happen because when removing the existing subscription, the produce enumerators are not stopped instantly since they run on separate threads, so for a little while we might have 2 SubscriptionDataReaders for the same configuration.

Related Issue

Closes #7818

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Backtesting and existing regression algorithms

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

When re-subscribing a request after a fill forward resolution change, clone Config to avoid memory access race conditions when emitting new tradable date events
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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit 24a1fbb into QuantConnect:master Jan 28, 2025
6 of 7 checks passed
@jhonabreul jhonabreul deleted the bug-7818-regression-tests-race-condition branch January 28, 2025 18:28
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Regression tests race condition
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