Adds Examples for Train Feature

- Adds Python version of `TrainingInitializeRegressionAlgorithm`;
- Adds C# version of `TrainingExampleAlgorithm`;
- Removes `TrainingScheduledRegressionAlgorithm`.
This commit is contained in:
AlexCatarino
2019-10-28 17:49:53 +00:00
parent bad69c584c
commit 5bb28b44a8
5 changed files with 96 additions and 54 deletions
@@ -0,0 +1,43 @@
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from time import sleep
### <summary>
### This regression algorithm is expected to fail and verifies that a training event
### created in Initialize will get run AND it will cause the algorithm to fail if it
### exceeds the "algorithm-manager-time-loop-maximum" config value, which the regression
### test sets to 0.5 minutes.
### </summary>
class TrainingInitializeRegressionAlgorithm(QCAlgorithm):
'''Example algorithm showing how to use QCAlgorithm.Train method'''
def Initialize(self):
self.SetStartDate(2013, 10, 7)
self.SetEndDate(2013, 10, 11)
self.AddEquity("SPY", Resolution.Daily)
# this should cause the algorithm to fail
# the regression test sets the time limit to 30 seconds and there's one extra
# minute in the bucket, so a two minute sleep should result in RuntimeError
self.Schedule.TrainingNow(lambda: sleep(150))