wehub-resource-sync
63 lines
2.3 KiB
C#
63 lines
2.3 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.Collections.Generic;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Algorithm.CSharp
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{
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public class SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm : SecuritySessionRegressionAlgorithm
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{
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protected override Resolution Resolution => Resolution.Daily;
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protected override bool DailyPreciseEndTime => false;
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protected override void ConfigureSchedule()
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{
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Schedule.On(DateRules.EveryDay(), TimeRules.At(0, 0, 1), ValidateSessionBars);
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}
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protected override void ValidateSessionBars()
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{
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if (ProcessedDataCount == 0)
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{
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return;
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}
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var session = Security.Session;
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PreviousSessionBar = new TradeBar(CurrentDate, Security.Symbol, Open, High, Low, Close, Volume);
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// At this point the data was consolidated so we can check the previous session bar (index 1)
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if (session[1].Open != Open
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|| session[1].High != High
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|| session[1].Low != Low
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|| session[1].Close != Close
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|| session[1].Volume != Volume)
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{
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throw new RegressionTestException("Mismatch in current session bar (OHLCV)");
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}
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}
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/// <summary>
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/// This is used by the regression test system to indicate which languages this algorithm is written in.
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/// </summary>
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public override List<Language> Languages { get; } = 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 override long DataPoints => 48;
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}
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}
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