AlexCatarino
5bb28b44a8
- Adds Python version of `TrainingInitializeRegressionAlgorithm`; - Adds C# version of `TrainingExampleAlgorithm`; - Removes `TrainingScheduledRegressionAlgorithm`.
43 lines
1.8 KiB
Python
43 lines
1.8 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 clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from time import sleep
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### <summary>
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### This regression algorithm is expected to fail and verifies that a training event
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### created in Initialize will get run AND it will cause the algorithm to fail if it
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### exceeds the "algorithm-manager-time-loop-maximum" config value, which the regression
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### test sets to 0.5 minutes.
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### </summary>
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class TrainingInitializeRegressionAlgorithm(QCAlgorithm):
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'''Example algorithm showing how to use QCAlgorithm.Train method'''
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def Initialize(self):
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self.SetStartDate(2013, 10, 7)
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self.SetEndDate(2013, 10, 11)
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self.AddEquity("SPY", Resolution.Daily)
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# this should cause the algorithm to fail
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# the regression test sets the time limit to 30 seconds and there's one extra
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# minute in the bucket, so a two minute sleep should result in RuntimeError
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self.Schedule.TrainingNow(lambda: sleep(150)) |