wehub-resource-sync
43 lines
2.1 KiB
Python
43 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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### This algorithm tests the functionality of the CompositeIndicator
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### using either a lambda expression or a method reference.
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### </summary>
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class CompositeIndicatorWorksAsExpectedRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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self.set_start_date(2013, 10, 4)
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self.set_end_date(2013, 10, 5)
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self.add_equity("SPY", Resolution.MINUTE)
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close = self.identity("SPY", Resolution.MINUTE, Field.CLOSE)
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low = self.min("SPY", 420, Resolution.MINUTE, Field.LOW)
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self.composite_min_direct = CompositeIndicator("CompositeMinDirect", close, low, lambda l, r: IndicatorResult(min(l.current.value, r.current.value)))
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self.composite_min_method = CompositeIndicator("CompositeMinMethod", close, low, self.composer)
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self.data_received = False
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def composer(self, l, r):
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return IndicatorResult(min(l.current.value, r.current.value))
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def on_data(self, data):
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self.data_received = True
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if self.composite_min_direct.current.value != self.composite_min_method.current.value:
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raise AssertionError(f"Values of indicators differ: {self.composite_min_direct.current.value} | {self.composite_min_method.current.value}")
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def on_end_of_algorithm(self):
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if not self.data_received:
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raise AssertionError("No data was processed during the algorithm execution.")
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