Martin-Molinero
cde9be8d16
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- Fix missing 'OnWarmupFinished' callback for python. Adding regression algorithms
36 lines
1.5 KiB
Python
36 lines
1.5 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from AlgorithmImports import *
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### <summary>
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### Regression algorithm asserting 'OnWarmupFinished' is being called
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### </summary>
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class OnWarmupFinishedRegressionAlgorithm(QCAlgorithm):
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def Initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.SetStartDate(2013,10, 8) #Set Start Date
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self.SetEndDate(2013,10,11) #Set End Date
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self.SetCash(100000) #Set Strategy Cash
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self.AddEquity("SPY", Resolution.Minute)
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self.SetWarmup(timedelta(days = 1))
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def OnWarmupFinished(self):
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self._onWarmupFinished = True
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def OnEndOfAlgorithm(self):
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if not self._onWarmupFinished:
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raise Exception('OnWarmupFinished was not called!')
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