/* * 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; using System.Threading; using QuantConnect.Interfaces; namespace QuantConnect.Algorithm.CSharp { /// /// 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. /// public class TrainingInitializeRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition { public override void Initialize() { SetStartDate(2013, 10, 7); SetEndDate(2013, 10, 11); AddEquity("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 Train(() => Thread.Sleep(TimeSpan.FromMinutes(2.5))); // 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 Train(DateRules.Tomorrow, TimeRules.Midnight, () => { // this will consume the single 'minute' available in the leaky bucket // and the regression test will confirm that the leaky bucket is empty Thread.Sleep(TimeSpan.FromMinutes(1)); }); } public bool CanRunLocally => false; public List Languages => new() { Language.CSharp }; /// /// Data Points count of all timeslices of algorithm /// public long DataPoints => 0; /// /// Data Points count of the algorithm history /// public int AlgorithmHistoryDataPoints => 0; /// /// Final status of the algorithm /// public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.RuntimeError; public Dictionary ExpectedStatistics => new Dictionary(); } }