[tune] Cancel Experiment via Client (#7719)

* init cancel

* testing

* Update python/ray/tune/tests/test_tune_server.py

Co-Authored-By: Richard Liaw <rliaw@berkeley.edu>

* Apply suggestions from code review

* Apply suggestions from code review

* finished

* set_finished

Co-authored-by: ijrsvt <ian.rodney@gmail.com>

python/ray/tune/tests/test_trial_runner_3.py

@@ -250,7 +250,7 @@ class TrialRunnerTest3(unittest.TestCase):
                     break
 
                 if self._index > 4:
-                    self._finished = True
+                    self.set_finished()
                 return trials
 
             def suggest(self, trial_id):

python/ray/tune/tests/test_tune_server.py

@@ -1,6 +1,7 @@
-import unittest
+import requests
 import socket
 import subprocess
+import unittest
 import json
 
 import ray
@@ -119,6 +120,22 @@ class TuneServerSuite(unittest.TestCase):
         self.assertEqual(
             len([t for t in all_trials if t["status"] == Trial.RUNNING]), 0)
 
+    def testStopExperiment(self):
+        """Check if stop_experiment works."""
+        runner, client = self.basicSetup()
+        for i in range(2):
+            runner.step()
+        all_trials = client.get_all_trials()["trials"]
+        self.assertEqual(
+            len([t for t in all_trials if t["status"] == Trial.RUNNING]), 1)
+
+        client.stop_experiment()
+        runner.step()
+        self.assertTrue(runner.is_finished())
+        self.assertRaises(
+            requests.exceptions.ReadTimeout,
+            lambda: client.get_all_trials(timeout=1))
+
     def testCurlCommand(self):
         """Check if Stop Trial works."""
         runner, client = self.basicSetup()