TrainingInitializeRegressionAlgorithm.cs

/*
 * 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
{
    /// <summary>
    /// 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.
    /// </summary>
    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 Language[] Languages => new[] {Language.CSharp};
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>();
    }
}