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

37 lines
1.3 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
{
/// <summary>
/// Regression algorithm asserting warming up with a lower resolution for speed is respected
/// </summary>
public class WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm : WarmupLowerResolutionTimeSpanRegressionAlgorithm
{
public override void Initialize()
{
SetStartDate(2013, 10, 08);
SetEndDate(2013, 10, 09);
AddEquity("SPY", Resolution.Second);
SetWarmUp(TimeSpan.FromDays(1));
Settings.WarmupResolution = Resolution.Minute;
}
}
}