Ryan Russell
98fa4464ce
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* docs: `excersizing` -> `exercising` Signed-off-by: Ryan Russell <git@ryanrussell.org> * docs: fix `exercising for exercising` Signed-off-by: Ryan Russell <git@ryanrussell.org> * docs: `migth` -> `might` Signed-off-by: Ryan Russell <git@ryanrussell.org> Signed-off-by: Ryan Russell <git@ryanrussell.org>
41 lines
1.7 KiB
C#
41 lines
1.7 KiB
C#
/*
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* 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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*/
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using System;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression algorithm exercising an equity covered American style option, using an option price model
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/// that supports American style options and asserting that the option price model is used.
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/// </summary>
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public class OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm : OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm
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{
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public override void Initialize()
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{
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base.Initialize();
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// We want to match the start time of the base algorithm: Base algorithm warmup is 2 bar of daily resolution.
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// So to match the same start time we go back 4 days, we need to account for a single weekend. This is calculated by 'Time.GetStartTimeForTradeBars'
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SetWarmup(TimeSpan.FromDays(4));
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}
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/// <summary>
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/// Data Points count of all timeslices of algorithm
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/// </summary>
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public override long DataPoints => 1781481;
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}
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}
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