Jhonathan Abreu
ec428c5f6c
* Fix for daily options open interest data to be added to contracts * Cleanup * Update regression algorithms stats * Minor fix and cleanup * Minor fix * Minor fix * Update regression algorithms data point count * Address peer review
39 lines
1.5 KiB
C#
39 lines
1.5 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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*/
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using NodaTime;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Base class for regression algorithms testing that when a continuous future rollover happens,
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/// the continuous contract is updated correctly with the new contract data.
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/// The algorithms asserts the behavior for the case when the exchange time zone is behind of the data time zone.
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/// </summary>
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public class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm
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: ContinuousFutureRolloverBaseRegressionAlgorithm
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{
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protected override Resolution Resolution => Resolution.Daily;
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protected override Offset ExchangeToDataTimeZoneOffset => Offset.FromHours(-2);
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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 => 1004;
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}
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}
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