chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * 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;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm exercising an equity covered European style option, using an option price model
+    /// that does not support European style options and asserting that the option price model is not used.
+    /// </summary>
+    public class OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm : OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm
+    {
+        public override void Initialize()
+        {
+            base.Initialize();
+
+            // We want to match the start time of the base algorithm. SPX index options data time zone is chicago, algorithm time zone is new york (default).
+            // Base algorithm warmup is 7 bar of daily resolution starts at 23 PM new york time of T-1. So to match the same start time
+            // we go back a 9 day + 23 hours, we need to account for a single weekend. This is calculated by 'Time.GetStartTimeForTradeBars'
+            SetWarmup(TimeSpan.FromHours(24 * 9 + 23));
+        }
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 639;
+
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public override AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+    }
+}