chore: import upstream snapshot with attribution
This commit is contained in:
@@ -0,0 +1,76 @@
|
||||
/*
|
||||
* 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 System.Threading;
|
||||
using QuantConnect.Interfaces;
|
||||
|
||||
namespace QuantConnect.Algorithm.CSharp
|
||||
{
|
||||
/// <summary>
|
||||
/// This regression algorithm is expected to fail and verifies that a training event
|
||||
/// created in Initialize will get run AND it will cause the algorithm to fail if it
|
||||
/// exceeds the "algorithm-manager-time-loop-maximum" config value, which the regression
|
||||
/// test sets to 0.5 minutes.
|
||||
/// </summary>
|
||||
public class TrainingInitializeRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
|
||||
{
|
||||
public override void Initialize()
|
||||
{
|
||||
SetStartDate(2013, 10, 7);
|
||||
SetEndDate(2013, 10, 11);
|
||||
|
||||
AddEquity("SPY", Resolution.Daily);
|
||||
|
||||
// this should cause the algorithm to fail
|
||||
// the regression test sets the time limit to 30 seconds and there's one extra
|
||||
// minute in the bucket, so a two minute sleep should result in RuntimeError
|
||||
Train(() => Thread.Sleep(TimeSpan.FromMinutes(2.5)));
|
||||
|
||||
// DateRules.Tomorrow combined with TimeRules.Midnight enforces that this event schedule will
|
||||
// have exactly one time, which will fire between the first data point and the next day at
|
||||
// midnight. So after the first data point, it will run this event and sleep long enough to
|
||||
// exceed the static max algorithm time loop time and begin to consume from the leaky bucket
|
||||
// the regression test sets the "algorithm-manager-time-loop-maximum" value to 30 seconds
|
||||
Train(DateRules.Tomorrow, TimeRules.Midnight, () =>
|
||||
{
|
||||
// this will consume the single 'minute' available in the leaky bucket
|
||||
// and the regression test will confirm that the leaky bucket is empty
|
||||
Thread.Sleep(TimeSpan.FromMinutes(1));
|
||||
});
|
||||
}
|
||||
|
||||
public bool CanRunLocally => false;
|
||||
public List<Language> Languages => new() { Language.CSharp };
|
||||
|
||||
/// <summary>
|
||||
/// Data Points count of all timeslices of algorithm
|
||||
/// </summary>
|
||||
public long DataPoints => 0;
|
||||
|
||||
/// </summary>
|
||||
/// Data Points count of the algorithm history
|
||||
/// </summary>
|
||||
public int AlgorithmHistoryDataPoints => 0;
|
||||
|
||||
/// <summary>
|
||||
/// Final status of the algorithm
|
||||
/// </summary>
|
||||
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.RuntimeError;
|
||||
|
||||
public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>();
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user