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 QuantConnect.Data;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Demonstration algorithm for the Warm Up feature with basic indicators.
+    /// </summary>
+    /// <meta name="tag" content="indicators" />
+    /// <meta name="tag" content="warm up" />
+    /// <meta name="tag" content="history and warm up" />
+    /// <meta name="tag" content="using data" />
+    public class WarmupAlgorithm : QCAlgorithm
+    {
+        private bool _first = true;
+        private string _symbol = "SPY";
+        private const int FastPeriod = 60;
+        private const int SlowPeriod = 3600;
+        private ExponentialMovingAverage _fast, _slow;
+
+        public override void Initialize()
+        {
+            SetStartDate(2013, 10, 08);  //Set Start Date
+            SetEndDate(2013, 10, 11);    //Set End Date
+            SetCash(100000);             //Set Strategy Cash
+            // Find more symbols here: http://quantconnect.com/data
+            AddSecurity(SecurityType.Equity, _symbol, Resolution.Second);
+
+            _fast = EMA(_symbol, FastPeriod);
+            _slow = EMA(_symbol, SlowPeriod);
+
+            SetWarmup(SlowPeriod);
+        }
+        /// <summary>
+        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        /// </summary>
+        /// <param name="slice">Slice object keyed by symbol containing the stock data</param>
+        public override void OnData(Slice slice)
+        {
+            if (_first && !IsWarmingUp)
+            {
+                _first = false;
+                Debug("Fast: " + _fast.Samples);
+                Debug("Slow: " + _slow.Samples);
+            }
+            if (_fast > _slow)
+            {
+                SetHoldings(_symbol, 1);
+            }
+            else
+            {
+                SetHoldings(_symbol, -1);
+            }
+        }
+    }
+}