Update Python regression tests to match C# equivalents

2018-07-02 23:48:47 +02:00
parent f024e57ac1
commit 7a9fc44ccd
8 changed files with 58 additions and 46 deletions
@@ -60,15 +60,30 @@ class DelistingEventsAlgorithm(QCAlgorithm):
            self.Log("OnData(Slice): {0}: {1}: {2}".format(self.Time, symbol, value.Close))

        # the slice can also contain delisting data: data.Delistings in a dictionary string->Delisting
+
+        aaa = self.Securities["AAA"];
+        if aaa.IsDelisted and aaa.IsTradable:
+            raise Exception("Delisted security must NOT be tradable");
+
+        if not aaa.IsDelisted and not aaa.IsTradable:
+            raise Exception("Securities must be marked as tradable until they're delisted or removed from the universe");
+
        for kvp in data.Delistings:
            symbol = kvp.Key
            value = kvp.Value

            if value.Type == DelistingType.Warning:
                self.Log("OnData(Delistings): {0}: {1} will be delisted at end of day today.".format(self.Time, symbol))
+
+                # liquidate on delisting warning
+                self.SetHoldings(symbol, 0);
+
            if value.Type == DelistingType.Delisted:
                self.Log("OnData(Delistings): {0}: {1} has been delisted.".format(self.Time, symbol))

+                # fails because the security has already been delisted and is no longer tradable
+                self.SetHoldings(symbol, 1);
+

    def OnOrderEvent(self, orderEvent):
        self.Log("OnOrderEvent(OrderEvent): {0}: {1}".format(self.Time, orderEvent))