/*
 * 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;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Regression algorithm exercising an equity covered American style option, using an option price model
    /// that supports American style options and asserting that the option price model is used.
    /// </summary>
    public class OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm : OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm
    {
        public override void Initialize()
        {
            base.Initialize();

            // We want to match the start time of the base algorithm: Base algorithm warmup is 2 bar of daily resolution.
            // So to match the same start time we go back 4 days, we need to account for a single weekend. This is calculated by 'Time.GetStartTimeForTradeBars'
            SetWarmup(TimeSpan.FromDays(4));
        }

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public override long DataPoints => 19697;

        /// <summary>
        /// Final status of the algorithm
        /// </summary>
        public override AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
    }
}