/*
* 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 QuantConnect.Data;
namespace QuantConnect.Algorithm.CSharp.Benchmarks
{
///
/// Benchmark Algorithm: Pure processing of 1 equity second resolution with the same benchmark.
///
///
/// This should eliminate the synchronization part of LEAN and focus on measuring the performance of a single datafeed and event handling system.
///
public class EmptySingleSecuritySecondEquityBenchmark : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2008, 01, 01);
SetEndDate(2008, 06, 01);
SetBenchmark(dt => 1m);
AddEquity("SPY", Resolution.Second);
}
public override void OnData(Slice data)
{
}
}
}