wehub-resource-sync
43 lines
1.5 KiB
C#
43 lines
1.5 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 QuantConnect.Data.Consolidators;
|
|
using QuantConnect.Data.Market;
|
|
|
|
namespace QuantConnect.Algorithm.CSharp
|
|
{
|
|
/// <summary>
|
|
/// Example algorithm of how to use the ClassicRangeConsolidator
|
|
/// </summary>
|
|
public class ClassicRangeConsolidatorAlgorithm : RangeConsolidatorAlgorithm
|
|
{
|
|
protected override RangeConsolidator CreateRangeConsolidator()
|
|
{
|
|
return new ClassicRangeConsolidator(Range);
|
|
}
|
|
|
|
protected override void OnDataConsolidated(Object sender, RangeBar rangeBar)
|
|
{
|
|
base.OnDataConsolidated(sender, rangeBar);
|
|
|
|
if (rangeBar.Volume == 0)
|
|
{
|
|
throw new RegressionTestException($"All RangeBar's should have non-zero volume, but this doesn't");
|
|
}
|
|
}
|
|
}
|
|
}
|