wehub-resource-sync
29 lines
1.3 KiB
Python
29 lines
1.3 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 RangeConsolidatorWithTickAlgorithm import RangeConsolidatorWithTickAlgorithm
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### <summary>
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### Example algorithm of how to use ClassicRangeConsolidator with Tick resolution
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### </summary>
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class ClassicRangeConsolidatorWithTickAlgorithm(RangeConsolidatorWithTickAlgorithm):
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def create_range_consolidator(self):
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return ClassicRangeConsolidator(self.get_range())
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def on_data_consolidated(self, sender, range_bar):
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super().on_data_consolidated(sender, range_bar)
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if range_bar.volume == 0:
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raise AssertionError("All RangeBar's should have non-zero volume, but this doesn't")
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