Jhonathan Abreu
fbf8ffd924
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* Apply splits and dividends to volatility models * Apply splits and dividends to volatility models using history requests * Add new ScaleRaw data normalization mode Handling the new mode in the price scale enumerator. * DataNormalizationMode.ScaledRaw history requests * Minor changes * Minor changes * Disable new normalization mode in AddSecurity methods and other minor changes * Peer review * Minor changes * Peer review * Minor changes * Peer review * Peer review * Peer review * Add scaled raw history regression algorithm * Add more regression algorithms * Add more regression algorithms * Add Slice.TryGet unit tests * Peer review * Peer review * Peer review * Peer review * Peer review * Update algorithms stats * Peer review * Peer review
67 lines
2.6 KiB
C#
67 lines
2.6 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.Collections.Generic;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Algorithm asserting that the <see cref="DataNormalizationMode.ScaledRaw"/> data normalization mode is not allowed for adding subscriptions.
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/// </summary>
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public class ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
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{
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public override void Initialize()
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{
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SetStartDate(2014, 9, 1);
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SetEndDate(2014, 9, 30);
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SetCash(100000);
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// Cannot add securities with DataNormalizationMode.ScaledRaw.
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// The DataManager should throw for this subscription
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AddEquity("AAPL", Resolution.Daily, dataNormalizationMode: DataNormalizationMode.ScaledRaw);
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}
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/// <summary>
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/// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
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/// </summary>
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public bool CanRunLocally { get; } = true;
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/// <summary>
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/// This is used by the regression test system to indicate which languages this algorithm is written in.
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/// </summary>
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public Language[] Languages { get; } = { Language.CSharp };
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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 long DataPoints => 0;
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/// <summary>
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/// Data Points count of the algorithm history
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/// </summary>
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public int AlgorithmHistoryDataPoints => 0;
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/// <summary>
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/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
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/// </summary>
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public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
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{
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{"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
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};
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}
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}
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