wehub-resource-sync
41 lines
1.7 KiB
Python
41 lines
1.7 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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### Asserts that algorithms can be universe-only, that is, universe selection is performed even if the ETF security is not explicitly added.
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### Reproduces https://github.com/QuantConnect/Lean/issues/7473
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### </summary>
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class UniverseOnlyRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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self.set_start_date(2020, 12, 1)
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self.set_end_date(2020, 12, 12)
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self.set_cash(100000)
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self.universe_settings.resolution = Resolution.DAILY
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# Add universe without a security added
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self.add_universe(self.universe.etf("GDVD", self.universe_settings, self.filter_universe))
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self.selection_done = False
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def filter_universe(self, constituents: List[ETFConstituentData]) -> List[Symbol]:
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self.selection_done = True
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return [x.symbol for x in constituents]
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def on_end_of_algorithm(self):
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if not self.selection_done:
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raise AssertionError("Universe selection was not performed")
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