# 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 * ### ### Regression algorithm asserting 'OnWarmupFinished' is being called ### class OnWarmupFinishedRegressionAlgorithm(QCAlgorithm): def initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.set_start_date(2013,10, 8) #Set Start Date self.set_end_date(2013,10,11) #Set End Date self.set_cash(100000) #Set Strategy Cash self.add_equity("SPY", Resolution.MINUTE) self.set_warmup(timedelta(days = 1)) self._on_warmup_finished = 0 def on_warmup_finished(self): self._on_warmup_finished += 1 def on_end_of_algorithm(self): if self._on_warmup_finished != 1: raise AssertionError(f"Unexpected OnWarmupFinished call count {self._on_warmup_finished}")