Ignore insight emitted during warmup

Coulbe · Oct 18, 2019 · 298d751 · 298d751
1 parent 7ac11ae
commit 298d751
Showing 1 changed file with 12 additions and 12 deletions.
diff --git a/Algorithm/QCAlgorithm.Framework.cs b/Algorithm/QCAlgorithm.Framework.cs
@@ -31,6 +31,7 @@ public partial class QCAlgorithm
     {
         private readonly ISecurityValuesProvider _securityValuesProvider;
         private IAlphaModel _alpha;
+        private bool _isEmitWamrupInsightWarningSent;
 
         /// <summary>
         /// Enables additional logging of framework models including:
@@ -379,6 +380,16 @@ public void AddRiskManagement(IRiskManagementModel riskManagement)
         /// <param name="insights">The array of insights to be emitted</param>
         public void EmitInsights(params Insight[] insights)
         {
+            if (IsWarmingUp)
+            {
+                if (!_isEmitWamrupInsightWarningSent)
+                {
+                    Error("Warning: insights emitted during algorithm warmup are ignored.");
+                    _isEmitWamrupInsightWarningSent = true;
+                }
+                return;
+            }
+
             if (_autogeneratedOrderBasedInsightWasCalled)
             {
                 throw new InvalidOperationException("EmitInsights should be called before placing an order." +
@@ -400,18 +411,7 @@ public void EmitInsights(params Insight[] insights)
         /// <param name="insight">The insight to be emitted</param>
         public void EmitInsights(Insight insight)
         {
-            if (_autogeneratedOrderBasedInsightWasCalled)
-            {
-                throw new InvalidOperationException("EmitInsights should be called before placing an order." +
-                    " Algorithms typically follow the classic design of simply placing trades, or they should" +
-                    " follow our recommendation of emitting insights and letting the execution models handle" +
-                    " the trading. To distinguish between these styles we monitor which comes first, and insight" +
-                    " or a trade.");
-            }
-            _emitInsightWasCalled = true;
-            var insights = new[] {InitializeInsightFields(insight)};
-            OnInsightsGenerated(insights);
-            ProcessInsights(insights);
+            EmitInsights(new []{insight});
         }
 
         /// <summary>