/*
 * 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 does not support American style options and asserting that the option price model is not used.
    /// </summary>
    public class OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm : OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm
    {
        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;
    }
}