wehub-resource-sync
45 lines
2.1 KiB
Python
45 lines
2.1 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 a default symbol is created using equity market when scheduling if none found
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### </summary>
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class DefaultSchedulingSymbolRegressionAlgorithm(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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# implicitly figured usa equity
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self.schedule.on(self.date_rules.tomorrow, self.time_rules.after_market_open("AAPL"), self._implicit_check)
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# picked up from cache
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self.add_index("SPX")
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self.schedule.on(self.date_rules.tomorrow, self.time_rules.before_market_close("SPX", extended_market_close = True), self._explicit_check)
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def _implicit_check(self):
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self._implicitChecked = True
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if self.time.time() != time(9, 30, 0):
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raise RegressionTestException(f"Unexpected time of day {self.time.time()}")
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def _explicit_check(self):
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self._explicitChecked = True
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if self.time.time() != time(16, 15, 0):
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raise RegressionTestException(f"Unexpected time of day {self.time.time()}")
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def on_end_of_algorithm(self):
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if not self._explicitChecked or not self._implicitChecked:
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raise RegressionTestException("Failed to run expected checks!")
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