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quantconnect--lean/Algorithm.CSharp/WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
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2026-07-13 13:02:50 +08:00

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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 System.Collections.Generic;
namespace QuantConnect.Algorithm.CSharp
{
public class WarmupFutureTimeSpanWarmupRegressionAlgorithm : WarmupFutureRegressionAlgorithm
{
public override void Initialize()
{
base.Initialize();
SetWarmUp(TimeSpan.FromHours(24 + 4));
}
public override void OnEndOfAlgorithm()
{
AssertDataTime(new DateTime(2013, 10, 07, 0, 0, 0), new DateTime(2013, 10, 08, 0, 0, 0), ChainWarmupTimes);
AssertDataTime(new DateTime(2013, 10, 07, 0, 0, 0), new DateTime(2013, 10, 08, 0, 0, 0), ContinuousWarmupTimes);
}
/// <summary>
/// Data Points count of all timeslices of algorithm
/// </summary>
public override long DataPoints => 19892;
}
}