/*
* 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();
}
}