42 lines
1.5 KiB
C#
42 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 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;
|
|
}
|
|
}
|