# 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 * from time import sleep ### ### 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. ### class TrainingInitializeRegressionAlgorithm(QCAlgorithm): '''Example algorithm showing how to use QCAlgorithm.train method''' def initialize(self): self.set_start_date(2013, 10, 7) self.set_end_date(2013, 10, 11) self.add_equity("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 self.train(lambda: sleep(150)) # 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 self.train(self.date_rules.tomorrow, self.time_rules.midnight, lambda: sleep(60)) # this will consume the single 'minute' available in the leaky bucket # and the regression test will confirm that the leaky bucket is empty