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