# 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 * ### ### 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. ### class EmptySingleSecuritySecondEquityBenchmark(QCAlgorithm): def Initialize(self): self.SetStartDate(2008, 1, 1) self.SetEndDate(2008, 6, 1) self.SetBenchmark(lambda x: 1) self.AddEquity("SPY", Resolution.Second) def OnData(self, data): pass