wehub-resource-sync
77 lines
4.0 KiB
Python
77 lines
4.0 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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### Basic template framework algorithm uses framework components to define the algorithm.
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### </summary>
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="using quantconnect" />
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### <meta name="tag" content="trading and orders" />
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class IndiaDataRegressionAlgorithm(QCAlgorithm):
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'''Basic template framework algorithm uses framework components to define the algorithm.'''
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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_account_currency("INR")
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self.set_start_date(2004, 5, 20)
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self.set_end_date(2016, 7, 26)
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self._mapping_symbol = self.add_equity("3MINDIA", Resolution.DAILY, Market.INDIA).symbol
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self._split_and_dividend_symbol = self.add_equity("CCCL", Resolution.DAILY, Market.INDIA).symbol
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self._received_warning_event = False
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self._received_occurred_event = False
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self._initial_mapping = False
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self._execution_mapping = False
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self.debug("numpy test >>> print numpy.pi: " + str(np.pi))
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def on_dividends(self, dividends: Dividends):
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if dividends.contains_key(self._split_and_dividend_symbol):
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dividend = dividends[self._split_and_dividend_symbol]
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if ((self.time.year == 2010 and self.time.month == 6 and self.time.day == 15) and
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(dividend.price != 0.5 or dividend.reference_price != 88.8 or dividend.distribution != 0.5)):
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raise AssertionError("Did not receive expected dividend values")
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def on_splits(self, splits: Splits):
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if splits.contains_key(self._split_and_dividend_symbol):
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split = splits[self._split_and_dividend_symbol]
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if split.type == SplitType.WARNING:
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self._received_warning_event = True
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elif split.type == SplitType.SPLIT_OCCURRED:
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self._received_occurred_event = True
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if split.price != 421.0 or split.reference_price != 421.0 or split.split_factor != 0.2:
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raise AssertionError("Did not receive expected price values")
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def on_symbol_changed_events(self, symbols_changed: SymbolChangedEvents):
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if symbols_changed.contains_key(self._mapping_symbol):
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mapping_event = [x.value for x in symbols_changed if x.key.security_type == 1][0]
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if self.time.year == 1999 and self.time.month == 1 and self.time.day == 1:
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self._initial_mapping = True
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elif self.time.year == 2004 and self.time.month == 6 and self.time.day == 15:
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if mapping_event.new_symbol == "3MINDIA" and mapping_event.old_symbol == "BIRLA3M":
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self._execution_mapping = True
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def on_end_of_algorithm(self):
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if self._initial_mapping:
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raise AssertionError("The ticker generated the initial rename event")
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if not self._execution_mapping:
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raise AssertionError("The ticker did not rename throughout the course of its life even though it should have")
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if not self._received_occurred_event:
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raise AssertionError("Did not receive expected split event")
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if not self._received_warning_event:
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raise AssertionError("Did not receive expected split warning event")
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