/* * 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 { }; } }