chore: import upstream snapshot with attribution
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# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License
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from AlgorithmImports import *
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from BasicTemplateIndexAlgorithm import BasicTemplateIndexAlgorithm
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class BasicTemplateTradableIndexAlgorithm(BasicTemplateIndexAlgorithm):
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ticket: OrderTicket | None = None
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def initialize(self) -> None:
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super().initialize()
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self.securities[self.spx].is_tradable = True
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def on_data(self, data: Slice):
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super().on_data(data)
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if not self.ticket:
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self.ticket = self.market_order(self.spx, 1)
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def on_end_of_algorithm(self) -> None:
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if self.ticket and self.ticket.status != OrderStatus.FILLED:
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raise AssertionError("Index is tradable.")
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