/* /* * 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.Linq; using QuantConnect.Data; namespace QuantConnect.Algorithm.CSharp.Benchmarks { public class ScheduledEventsBenchmark : QCAlgorithm { public override void Initialize() { SetStartDate(2011, 1, 1); SetEndDate(2022, 1, 1); SetCash(100000); AddEquity("SPY"); foreach (int period in Enumerable.Range(0, 300)) { Schedule.On(DateRules.EveryDay("SPY"), TimeRules.AfterMarketOpen("SPY", period), Rebalance); Schedule.On(DateRules.EveryDay("SPY"), TimeRules.BeforeMarketClose("SPY", period), Rebalance); } } public override void OnData(Slice data) { } private void Rebalance() { } } }