Fix IResultHandler.RuntimeError not stopping the algorithm (#9444)

* Fix IResultHandler.RuntimeError not stopping the algorithm

* Minor fix

Author: JosueNina

Engine/Results/BaseResultsHandler.cs

@@ -16,6 +16,7 @@
 
 using Newtonsoft.Json;
 using Newtonsoft.Json.Serialization;
+using QuantConnect;
 using QuantConnect.Data.Market;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Indicators;
@@ -951,6 +952,10 @@ protected void SetAlgorithmState(string error, string stack)
         {
             State["RuntimeError"] = error;
             State["StackTrace"] = stack;
+            if (Algorithm != null && Algorithm.RunTimeError == null && !string.IsNullOrEmpty(error))
+            {
+                Algorithm.SetRuntimeError(new Exception(error), nameof(IResultHandler.RuntimeError));
+            }
         }
 
         /// <summary>

Tests/Engine/AlgorithmManagerTests.cs

@@ -39,6 +39,7 @@
 using QuantConnect.Scheduling;
 using QuantConnect.Securities;
 using QuantConnect.Statistics;
+using QuantConnect.Util;
 using Log = QuantConnect.Logging.Log;
 
 namespace QuantConnect.Tests.Engine
@@ -388,5 +389,35 @@ public override void OnData(Slice data)
                 SetStatus(AlgorithmStatus);
             }
         }
+
+        [Test]
+        public void RuntimeErrorFromResultHandlerStopsAlgorithm()
+        {
+            ResultHandlerRuntimeErrorTest.Loops = 0;
+            var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(
+                "QuantConnect.Tests.Engine.AlgorithmManagerTests+ResultHandlerRuntimeErrorTest",
+                new Dictionary<string, string>(),
+                Language.CSharp,
+                AlgorithmStatus.RuntimeError);
+
+            AlgorithmRunner.RunLocalBacktest(parameter.Algorithm,
+                parameter.Statistics,
+                parameter.Language,
+                parameter.ExpectedFinalStatus,
+                algorithmLocation: "QuantConnect.Tests.dll");
+
+            Assert.AreEqual(1, ResultHandlerRuntimeErrorTest.Loops);
+        }
+
+        public class ResultHandlerRuntimeErrorTest : BasicTemplateDailyAlgorithm
+        {
+            public static int Loops { get; set; }
+
+            public override void OnData(Slice data)
+            {
+                ++Loops;
+                Composer.Instance.GetPart<IResultHandler>()?.RuntimeError("Brokerage triggered a fatal error");
+            }
+        }
     }
 }

Tests/Engine/Results/BaseResultsHandlerTests.cs

@@ -199,6 +199,14 @@ public void SetResultsDestinationFolder(string folder)
                 ResultsDestinationFolder = folder;
             }
             public string GetResultsDestinationFolder => ResultsDestinationFolder;
+
+            public void SetAlgorithmDirect(IAlgorithm algorithm)
+            {
+                Algorithm = algorithm;
+            }
+
+            public void CallSetAlgorithmState(string error, string stack) => SetAlgorithmState(error, stack);
+
             protected override void Run()
             {
                 throw new NotImplementedException();
@@ -224,6 +232,33 @@ protected override void AddToLogStore(string message)
             }
         }
 
+        [Test]
+        public void RuntimeErrorSetsAlgorithmRunTimeErrorAndStatus()
+        {
+            var handler = new BaseResultsHandlerTestable(AlgorithmId);
+            var algorithm = new QCAlgorithm();
+            handler.SetAlgorithmDirect(algorithm);
+
+            handler.CallSetAlgorithmState("Something went wrong", "stack trace here");
+
+            Assert.IsNotNull(algorithm.RunTimeError);
+            Assert.AreEqual("Something went wrong", algorithm.RunTimeError.Message);
+            Assert.AreEqual(AlgorithmStatus.RuntimeError, algorithm.Status);
+        }
+
+        [Test]
+        public void RuntimeErrorDoesNotOverwriteExistingRunTimeError()
+        {
+            var handler = new BaseResultsHandlerTestable(AlgorithmId);
+            var algorithm = new QCAlgorithm();
+            handler.SetAlgorithmDirect(algorithm);
+
+            handler.CallSetAlgorithmState("First error", "");
+            handler.CallSetAlgorithmState("Second error", "");
+
+            Assert.AreEqual("First error", algorithm.RunTimeError.Message);
+        }
+
         private struct SampleParams
         {
             public string ChartName { get; set; }