Colton Sellers
62 lines
2.3 KiB
C#
62 lines
2.3 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
using System;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Data;
|
|
using QuantConnect.Interfaces;
|
|
|
|
namespace QuantConnect.Algorithm.CSharp
|
|
{
|
|
/// <summary>
|
|
/// Regression algorithm to test warming up after initialize behavior, should throw if used outside of initialize
|
|
/// Reference GH Issue #4939
|
|
/// </summary>
|
|
public class WarmUpAfterIntializeRegression : QCAlgorithm, IRegressionAlgorithmDefinition
|
|
{
|
|
public override void Initialize()
|
|
{
|
|
SetStartDate(2013, 10, 07); //Set Start Date
|
|
SetEndDate(2013, 10, 11); //Set End Date
|
|
SetCash(100000);
|
|
var equity = AddEquity("SPY");
|
|
}
|
|
|
|
public override void OnData(Slice slice)
|
|
{
|
|
// Should throw and set Algorithm status to be runtime error
|
|
SetWarmUp(TimeSpan.FromDays(2));
|
|
}
|
|
|
|
/// <summary>
|
|
/// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
|
|
/// </summary>
|
|
public bool CanRunLocally { get; } = true;
|
|
|
|
/// <summary>
|
|
/// This is used by the regression test system to indicate which languages this algorithm is written in.
|
|
/// </summary>
|
|
public Language[] Languages { get; } = { Language.CSharp };
|
|
|
|
/// <summary>
|
|
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
|
|
/// </summary>
|
|
public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
|
|
{
|
|
};
|
|
}
|
|
}
|