wehub-resource-sync
46 lines
2.3 KiB
Python
46 lines
2.3 KiB
Python
# 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.
|
|
|
|
from AlgorithmImports import *
|
|
from time import sleep
|
|
|
|
### <summary>
|
|
### This regression algorithm is expected to fail and verifies that a training event
|
|
### created in Initialize will get run AND it will cause the algorithm to fail if it
|
|
### exceeds the "algorithm-manager-time-loop-maximum" config value, which the regression
|
|
### test sets to 0.5 minutes.
|
|
### </summary>
|
|
class TrainingInitializeRegressionAlgorithm(QCAlgorithm):
|
|
'''Example algorithm showing how to use QCAlgorithm.train method'''
|
|
|
|
def initialize(self):
|
|
|
|
self.set_start_date(2013, 10, 7)
|
|
self.set_end_date(2013, 10, 11)
|
|
|
|
self.add_equity("SPY", Resolution.DAILY)
|
|
|
|
# this should cause the algorithm to fail
|
|
# the regression test sets the time limit to 30 seconds and there's one extra
|
|
# minute in the bucket, so a two minute sleep should result in RuntimeError
|
|
self.train(lambda: sleep(150))
|
|
|
|
# DateRules.tomorrow combined with TimeRules.midnight enforces that this event schedule will
|
|
# have exactly one time, which will fire between the first data point and the next day at
|
|
# midnight. So after the first data point, it will run this event and sleep long enough to
|
|
# exceed the static max algorithm time loop time and begin to consume from the leaky bucket
|
|
# the regression test sets the "algorithm-manager-time-loop-maximum" value to 30 seconds
|
|
self.train(self.date_rules.tomorrow, self.time_rules.midnight, lambda: sleep(60))
|
|
# this will consume the single 'minute' available in the leaky bucket
|
|
# and the regression test will confirm that the leaky bucket is empty
|