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This commit is contained in:
Jhonathan Abreu
2024-10-21 18:52:52 -04:00
parent 142dc3eb3c
commit 9d4f7f53ba
3 changed files with 51 additions and 54 deletions
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Algorithm.Python/FundamentalRegressionAlgorithm.py
+5 -4
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@@ -69,11 +69,12 @@ class FundamentalRegressionAlgorithm(QCAlgorithm):
def assert_fundamental_universe_data(self):
# Case A
universe_data_per_time = self.history(self._universe.data_type, [self._universe.symbol], TimeSpan(2, 0, 0, 0))
if len(universe_data_per_time) != 2:
raise ValueError(f"Unexpected Fundamentals history count {len(universe_data_per_time)}! Expected 2")
universe_data = self.history(self._universe.data_type, [self._universe.symbol], TimeSpan(2, 0, 0, 0)).droplevel('collection_symbol')
dates = universe_data.index.get_level_values('collection_time')
if len(dates) != 2:
raise ValueError(f"Unexpected Fundamentals history count {len(universe_data)}! Expected 2")
for universe_data_collection in universe_data_per_time:
for universe_data_collection in universe_data:
self.assert_fundamental_enumerator(universe_data_collection, "A")
# Case B (sugar on A)