Martin-Molinero
0a64462e50
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* Add performance gh action - Add new performance github action, running python and csharp benchmark algorithms - Adjusting algorithms length so they are not too long or too short * Checkout master branch benchmark reference
34 lines
1.3 KiB
Python
34 lines
1.3 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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### Benchmark Algorithm: The minimalist basic template algorithm benchmark strategy.
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### </summary>
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### <remarks>
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### All new projects in the cloud are created with the basic template algorithm. It uses a minute algorithm
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### </remarks>
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class BasicTemplateBenchmark(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2000, 1, 1)
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self.SetEndDate(2022, 1, 1)
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self.SetBenchmark(lambda x: 1)
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self.AddEquity("SPY")
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def OnData(self, data):
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if not self.Portfolio.Invested:
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self.SetHoldings("SPY", 1)
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self.Debug("Purchased Stock")
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