wehub-resource-sync
47 lines
1.8 KiB
Python
47 lines
1.8 KiB
Python
# 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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### <summary>
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### Regression algorithm asserting that using separate coarse & fine selection with async universe settings is not allowed
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### </summary>
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class CoarseFineAsyncUniverseRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.set_start_date(2013, 10, 7)
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self.set_end_date(2013, 10, 11)
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self.universe_settings.asynchronous = True
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threw_exception = False
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try:
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self.add_universe(self.coarse_selection_function, self.fine_selection_function)
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except:
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# expected
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threw_exception = True
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pass
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if not threw_exception:
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raise ValueError("Expected exception to be thrown for AddUniverse")
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self.set_universe_selection(FineFundamentalUniverseSelectionModel(self.coarse_selection_function, self.fine_selection_function))
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def coarse_selection_function(self, coarse):
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return []
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def fine_selection_function(self, fine):
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return []
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