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 BaseFrameworkRegressionAlgorithm import BaseFrameworkRegressionAlgorithm
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from Alphas.MacdAlphaModel import MacdAlphaModel
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### <summary>
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### Regression algorithm to assert the behavior of <see cref="MacdAlphaModel"/>.
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### </summary>
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class MacdAlphaModelFrameworkRegressionAlgorithm(BaseFrameworkRegressionAlgorithm):
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def initialize(self):
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super().initialize()
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self.set_alpha(MacdAlphaModel())
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def on_end_of_algorithm(self):
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expected = 4
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if self.insights.total_count != expected:
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raise AssertionError(f"The total number of insights should be {expected}. Actual: {self.insights.total_count}")
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