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Martin-MolineroMartin-Molinero
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Updating the ScheduledEventBenchmark
- Renaming files from `Schedule...` to `Scheduled...` to match algorithm name. - Removed `ScheduledEvents` set every 5 seconds - Increased the every day `ScheduledEvents` from 200 to 600
1 parent 29622d1 commit 9651df9

4 files changed

Lines changed: 10 additions & 14 deletions

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Algorithm.CSharp/Benchmarks/ScheduleEventsBenchmark.cs renamed to Algorithm.CSharp/Benchmarks/ScheduledEventsBenchmark.cs

Lines changed: 2 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -14,7 +14,6 @@
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* limitations under the License.
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*/
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17-
using System;
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using System.Linq;
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using QuantConnect.Data;
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@@ -27,13 +26,12 @@ public override void Initialize()
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SetStartDate(2011, 1, 1);
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SetEndDate(2018, 1, 1);
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SetCash(100000);
30-
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
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foreach (int period in Enumerable.Range(0, 100))
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AddEquity("SPY");
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foreach (int period in Enumerable.Range(0, 300))
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{
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Schedule.On(DateRules.EveryDay("SPY"), TimeRules.AfterMarketOpen("SPY", period), Rebalance);
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Schedule.On(DateRules.EveryDay("SPY"), TimeRules.BeforeMarketClose("SPY", period), Rebalance);
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}
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Schedule.On(DateRules.EveryDay(), TimeRules.Every(TimeSpan.FromSeconds(5)), Rebalance);
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}
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public override void OnData(Slice data) { }

‎Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -259,7 +259,7 @@
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<Compile Include="OptionChainProviderAlgorithm.cs" />
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<Compile Include="ConstituentsQC500GeneratorAlgorithm.cs" />
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<Compile Include="CustomDataIndicatorExtensionsAlgorithm.cs" />
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<Compile Include="Benchmarks\ScheduleEventsBenchmark.cs" />
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<Compile Include="Benchmarks\ScheduledEventsBenchmark.cs" />
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<Compile Include="Benchmarks\HistoryRequestBenchmark.cs" />
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<Compile Include="Benchmarks\CoarseFineUniverseSelectionBenchmark.cs" />
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<Compile Include="Benchmarks\IndicatorRibbonBenchmark.cs" />

Algorithm.Python/Benchmarks/ScheduleEventsBenchmark.py renamed to Algorithm.Python/Benchmarks/ScheduledEventsBenchmark.py

Lines changed: 5 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -26,17 +26,15 @@ class ScheduledEventsBenchmark(QCAlgorithm):
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2727
def Initialize(self):
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29-
self.SetStartDate(2011, 1, 1)
30-
self.SetEndDate(2018, 1, 1)
31-
self.SetCash(100000)
32-
self.AddEquity("SPY", Resolution.Minute)
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self.SetStartDate(2011, 1, 1)
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self.SetEndDate(2018, 1, 1)
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self.SetCash(100000)
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self.AddEquity("SPY")
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34-
for i in range(100):
34+
for i in range(300):
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self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", i), self.Rebalance)
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self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", i), self.Rebalance)
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38-
self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(seconds=5)), self.Rebalance)
39-
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def OnData(self, data):
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pass
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‎Algorithm.Python/QuantConnect.Algorithm.Python.csproj‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,4 @@
1-
<?xml version="1.0" encoding="utf-8"?>
1+
<?xml version="1.0" encoding="utf-8"?>
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<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
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<PropertyGroup>
@@ -161,7 +161,7 @@
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<None Include="Benchmarks\HistoryRequestBenchmark.py" />
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<None Include="Benchmarks\CoarseFineUniverseSelectionBenchmark.py" />
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<None Include="Benchmarks\IndicatorRibbonBenchmark.py" />
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<None Include="Benchmarks\ScheduleEventsBenchmark.py" />
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<None Include="Benchmarks\ScheduledEventsBenchmark.py" />
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</ItemGroup>
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<ItemGroup>
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<ProjectReference Include="..\Algorithm\QuantConnect.Algorithm.csproj">

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