/*
* 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.
*
*/
using System;
using System.Collections.Generic;
using QuantConnect.Data;
using QuantConnect.Interfaces;
namespace QuantConnect.Algorithm.CSharp
{
///
/// Regression algorithm to test warming up after initialize behavior, should throw if used outside of initialize
/// Reference GH Issue #4939
///
public class WarmUpAfterIntializeRegression : QCAlgorithm, IRegressionAlgorithmDefinition
{
public override void Initialize()
{
SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000);
var equity = AddEquity("SPY");
}
public override void OnData(Slice slice)
{
// Should throw and set Algorithm status to be runtime error
SetWarmUp(TimeSpan.FromDays(2));
}
///
/// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
///
public bool CanRunLocally { get; } = true;
///
/// This is used by the regression test system to indicate which languages this algorithm is written in.
///
public Language[] Languages { get; } = { Language.CSharp };
///
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
///
public Dictionary ExpectedStatistics => new Dictionary
{
};
}
}