Address self review and mchandschuh's review
This commit is contained in:
committed by
Martin Molinero
parent
1494603cf8
commit
c25bdc6a07
@@ -22,6 +22,7 @@ from QuantConnect.Algorithm import *
|
||||
from QuantConnect.Data.Custom.SEC import *
|
||||
|
||||
from datetime import datetime
|
||||
import json
|
||||
|
||||
### <summary>
|
||||
### Demonstration algorithm showing how to use and access SEC data
|
||||
@@ -42,8 +43,7 @@ class CustomDataUsingMapFileRegressionAlgorithm(QCAlgorithm):
|
||||
self.SetEndDate(2003, 12, 31)
|
||||
self.SetCash(100000)
|
||||
|
||||
self.proper_symbol_before_rename = False
|
||||
self.proper_symbol_after_rename = False
|
||||
self.tickers = {}
|
||||
|
||||
self.ticker = "TWX"
|
||||
self.symbol = self.AddData(SECReport8K, self.ticker).Symbol
|
||||
@@ -53,30 +53,37 @@ class CustomDataUsingMapFileRegressionAlgorithm(QCAlgorithm):
|
||||
if slice.SymbolChangedEvents.ContainsKey(self.symbol):
|
||||
self.changed_symbol = True
|
||||
self.Log("{0} - Ticker changed from: {1} to {2}".format(str(self.Time), slice.SymbolChangedEvents[self.symbol].OldSymbol, slice.SymbolChangedEvents[self.symbol].NewSymbol))
|
||||
|
||||
|
||||
if not slice.ContainsKey(self.symbol):
|
||||
return
|
||||
|
||||
|
||||
data = slice[self.symbol]
|
||||
|
||||
if not isinstance(data, SECReport8K):
|
||||
return
|
||||
|
||||
report = data.Report
|
||||
ticker = data.Symbol.Value
|
||||
date = self.Time.date()
|
||||
|
||||
if not self.proper_symbol_before_rename:
|
||||
self.proper_symbol_before_rename = data.Symbol.Value == "AOL" and self.Time < datetime(2003, 10, 16)
|
||||
if not self.proper_symbol_after_rename:
|
||||
self.proper_symbol_after_rename = data.Symbol.Value == "TWX" and self.Time >= datetime(2003, 10, 16)
|
||||
if date == datetime(2001, 1, 26).date() or date == datetime(2003, 10, 22).date():
|
||||
self.tickers[str(date)] = ticker
|
||||
|
||||
self.Log(f"{str(self.Time)} - Received 8-K report for {data.Symbol.Value}")
|
||||
|
||||
def OnEndOfAlgorithm(self):
|
||||
if not self.changed_symbol:
|
||||
raise Exception("The ticker did not rename throughout the course of its life even though it should have")
|
||||
if not self.proper_symbol_before_rename:
|
||||
raise Exception("The SEC report data never renamed to its old ticker")
|
||||
if not self.proper_symbol_after_rename:
|
||||
raise Exception("The SEC report data never renamed to its present-day ticker")
|
||||
|
||||
expected_tickers = {}
|
||||
expected_tickers[str(datetime(2001, 1, 26).date())] = "AOL"
|
||||
expected_tickers[str(datetime(2003, 10, 22).date())] = "TWX"
|
||||
|
||||
# Check for dict equality: https://stackoverflow.com/a/4527978
|
||||
if not all([k in self.tickers and expected_tickers[k] == self.tickers[k] for k in expected_tickers]):
|
||||
self.Log(f"Found: {json.dumps(self.tickers)}")
|
||||
self.Log(f"Expected: {json.dumps(expected_tickers)}")
|
||||
raise Exception("SEC data event tickers do not match test case")
|
||||
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user