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TrainingInitializeRegressionAlgorithm.py 2.32 KB
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Ashutosh 提交于 2024-04-19 02:14 +08:00 . pep8 conversion of python algos (#7942)
# 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
### <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>
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
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