wehub-resource-sync
60 lines
2.8 KiB
Python
60 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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### Algorithm illustrating how to get a security's industry-standard identifier from its `Symbol`
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### </summary>
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class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm):
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def initialize(self):
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self.set_start_date(2014, 6, 5)
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self.set_end_date(2014, 6, 5)
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equity = self.add_equity("AAPL").symbol
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cusip = equity.cusip
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composite_figi = equity.composite_figi
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sedol = equity.sedol
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isin = equity.isin
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cik = equity.cik
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self.check_symbol_representation(cusip, "CUSIP")
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self.check_symbol_representation(composite_figi, "Composite FIGI")
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self.check_symbol_representation(sedol, "SEDOL")
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self.check_symbol_representation(isin, "ISIN")
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self.check_symbol_representation(f"{cik}", "CIK")
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# Check Symbol API vs QCAlgorithm API
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self.check_ap_is_symbol_representations(cusip, self.cusip(equity), "CUSIP")
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self.check_ap_is_symbol_representations(composite_figi, self.composite_figi(equity), "Composite FIGI")
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self.check_ap_is_symbol_representations(sedol, self.sedol(equity), "SEDOL")
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self.check_ap_is_symbol_representations(isin, self.isin(equity), "ISIN")
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self.check_ap_is_symbol_representations(f"{cik}", f"{self.cik(equity)}", "CIK")
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self.log(f"\n_aapl CUSIP: {cusip}"
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f"\n_aapl Composite FIGI: {composite_figi}"
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f"\n_aapl SEDOL: {sedol}"
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f"\n_aapl ISIN: {isin}"
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f"\n_aapl CIK: {cik}")
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def check_symbol_representation(self, symbol: str, standard: str) -> None:
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if not symbol:
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raise AssertionError(f"{standard} symbol representation is null or empty")
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def check_ap_is_symbol_representations(self, symbol_api_symbol: str, algorithm_api_symbol: str, standard: str) -> None:
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if symbol_api_symbol != algorithm_api_symbol:
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raise AssertionError(f"Symbol API {standard} symbol representation ({symbol_api_symbol}) does not match "
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f"QCAlgorithm API {standard} symbol representation ({algorithm_api_symbol})")
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