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