wehub-resource-sync
56 lines
1.8 KiB
C#
56 lines
1.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression algorithm asserting the behavior of option warmup
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/// </summary>
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public class WarmupOptionResolutionRegressionAlgorithm : WarmupOptionRegressionAlgorithm
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{
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public override void Initialize()
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{
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base.Initialize();
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SetWarmUp(1, Resolution.Daily);
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}
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public override void OnEndOfAlgorithm()
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{
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var start = new DateTime(2015, 12, 23, 16, 0, 0);
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var end = new DateTime(2015, 12, 24, 0, 0, 0);
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var count = 0;
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do
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{
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if (OptionWarmupTimes[count] != start)
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{
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throw new RegressionTestException($"Unexpected time {OptionWarmupTimes[count]} expected {start}");
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}
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count++;
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start = start.AddDays(1);
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}
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while (start < end);
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}
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/// <summary>
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/// Data Points count of all timeslices of algorithm
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/// </summary>
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public override long DataPoints => 84590;
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}
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}
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