# 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 * ### ### Regression algorithm asserting a default symbol is created using equity market when scheduling if none found ### class DefaultSchedulingSymbolRegressionAlgorithm(QCAlgorithm): def initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.set_start_date(2013, 10, 7) self.set_end_date(2013, 10, 11) # implicitly figured usa equity self.schedule.on(self.date_rules.tomorrow, self.time_rules.after_market_open("AAPL"), self._implicit_check) # picked up from cache self.add_index("SPX") self.schedule.on(self.date_rules.tomorrow, self.time_rules.before_market_close("SPX", extended_market_close = True), self._explicit_check) def _implicit_check(self): self._implicitChecked = True if self.time.time() != time(9, 30, 0): raise RegressionTestException(f"Unexpected time of day {self.time.time()}") def _explicit_check(self): self._explicitChecked = True if self.time.time() != time(16, 15, 0): raise RegressionTestException(f"Unexpected time of day {self.time.time()}") def on_end_of_algorithm(self): if not self._explicitChecked or not self._implicitChecked: raise RegressionTestException("Failed to run expected checks!")