/* * 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); } } }