# 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 * from CustomDataRegressionAlgorithm import Bitcoin ### ### Regression algorithm used to verify that get_data(type) correctly retrieves ### the latest custom data stored in the security cache. ### class CustomDataSecurityCacheGetDataRegressionAlgorithm(QCAlgorithm): def initialize(self) -> None: self.set_start_date(2020,1,5) self.set_end_date(2020,1,10) self.add_data(Bitcoin, "BTC", Resolution.DAILY) seeder = FuncSecuritySeeder(self.get_last_known_prices) self.set_security_initializer(lambda x: seeder.seed_security(x)) def on_data(self, data: Slice) -> None: bitcoin = self.securities['BTC'].cache.get_data(Bitcoin) if bitcoin is None: raise RegressionTestException("Expected Bitcoin data in cache, but none was found") if bitcoin.value == 0: raise RegressionTestException("Expected Bitcoin value to be non-zero") bitcoin_from_slice = list(data.get(Bitcoin).values())[0] if bitcoin_from_slice != bitcoin: raise RegressionTestException("Expected cached Bitcoin to match the one from Slice")