wehub-resource-sync
55 lines
2.8 KiB
Python
55 lines
2.8 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 for testing that period-based history requests are not allowed with tick resolution
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### </summary>
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class PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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self.set_start_date(2013, 10, 8)
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self.set_end_date(2013, 10, 9)
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spy = self.add_equity("SPY", Resolution.TICK).symbol
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# Tick resolution is not allowed for period-based history requests
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self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick](spy, 1),
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"Tick history call with implicit tick resolution")
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self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick](spy, 1, Resolution.TICK),
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"Tick history call with explicit tick resolution")
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self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick]([spy], 1),
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"Tick history call with symbol array with implicit tick resolution")
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self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick]([spy], 1, Resolution.TICK),
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"Tick history call with symbol array with explicit tick resolution")
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history = self.history[Tick](spy, TimeSpan.from_hours(12))
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# Check whether history has data without enumerating the whole list
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if not any(x for x in history):
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raise AssertionError("On history call with implicit tick resolution: history returned no results")
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history = self.history[Tick](spy, TimeSpan.from_hours(12), Resolution.TICK)
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if not any(x for x in history):
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raise AssertionError("On history call with explicit tick resolution: history returned no results")
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# We already tested what we wanted to test, we can quit now
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self.quit()
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def assert_that_history_throws_for_tick_resolution(self, history_call, history_call_description):
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try:
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history_call()
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raise AssertionError(f"{history_call_description}: expected an exception to be thrown")
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except InvalidOperationException:
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# expected
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pass
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