/*
* 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 QuantConnect.Packets;
using System.Collections.Generic;
namespace QuantConnect.Lean.Engine.Setup
{
///
/// Console setup handler to initialize and setup the Lean Engine properties for a local backtest
/// Kept for backwards compatibility, BacktestingSetupHandler is the same implementation
///
public class ConsoleSetupHandler : BacktestingSetupHandler
{
///
/// Setup the algorithm data, cash, job start end date etc:
///
public ConsoleSetupHandler()
{
StartingPortfolioValue = 0;
StartingDate = new DateTime(1998, 01, 01);
Errors = new List();
}
///
/// Resolve max orders for this algorithm
///
///
protected override int GetMaximumOrders(BacktestNodePacket job)
{
// For local backtest MaxOrders is always max int
return int.MaxValue;
}
///
/// Get max runtime for this job
///
/// Maximum runtime for this job
///
protected override TimeSpan GetMaximumRuntime(SetupHandlerParameters parameters)
{
// Return a seriously long time (10 years)
return TimeSpan.FromDays(10 * 365);
}
}
}