wehub-resource-sync
46 lines
1.9 KiB
C#
46 lines
1.9 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;
|
|
|
|
namespace QuantConnect.Algorithm.CSharp
|
|
{
|
|
/// <summary>
|
|
/// Regression algorithm exercising an equity covered American style option, using an option price model
|
|
/// that supports American style options and asserting that the option price model is used.
|
|
/// </summary>
|
|
public class OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm : OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm
|
|
{
|
|
public override void Initialize()
|
|
{
|
|
base.Initialize();
|
|
|
|
// We want to match the start time of the base algorithm: Base algorithm warmup is 2 bar of daily resolution.
|
|
// So to match the same start time we go back 4 days, we need to account for a single weekend. This is calculated by 'Time.GetStartTimeForTradeBars'
|
|
SetWarmup(TimeSpan.FromDays(4));
|
|
}
|
|
|
|
/// <summary>
|
|
/// Data Points count of all timeslices of algorithm
|
|
/// </summary>
|
|
public override long DataPoints => 19697;
|
|
|
|
/// <summary>
|
|
/// Final status of the algorithm
|
|
/// </summary>
|
|
public override AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
|
|
}
|
|
}
|