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New Fundamental Data (#7490)
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* New Fundamental Data

* Minor CIK lookup fix

* Handle live mode & delete unexisting properties

* Minor coarse fundamental adjustment

* Add fundamental history support

* Fix unit tests

* Performance improvements

* Fixes

* Minor regression algorithm fix

* Improvements. Add FundamentalUniverseSelectionModel

* Change default values

* Fix unit test

* Minor tweaks

* Fix unit test

* Minor error handling improvement

* Fix rebase
This commit is contained in:
Martin-Molinero
2023-10-25 15:47:42 -03:00
committed by GitHub
parent 4411d4a8fc
commit f8b258d329
906 changed files with 111642 additions and 62941 deletions
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Algorithm.Python/IndustryStandardSecurityIdentifiersRegressionAlgorithm.py
+23 -19
View File
@@ -18,31 +18,35 @@ from AlgorithmImports import *
### </summary>
class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2013, 10, 7)
self.SetEndDate(2013, 10, 7)
self.SetStartDate(2014, 6, 5)
self.SetEndDate(2014, 6, 5)
spy = self.AddEquity("SPY").Symbol
equity = self.AddEquity("AAPL").Symbol
spyCusip = spy.CUSIP
spyCompositeFigi = spy.CompositeFIGI
spySedol = spy.SEDOL
spyIsin = spy.ISIN
cusip = equity.CUSIP
compositeFigi = equity.CompositeFIGI
sedol = equity.SEDOL
isin = equity.ISIN
cik = equity.CIK
self.CheckSymbolRepresentation(spyCusip, "CUSIP")
self.CheckSymbolRepresentation(spyCompositeFigi, "Composite FIGI")
self.CheckSymbolRepresentation(spySedol, "SEDOL")
self.CheckSymbolRepresentation(spyIsin, "ISIN")
self.CheckSymbolRepresentation(cusip, "CUSIP")
self.CheckSymbolRepresentation(compositeFigi, "Composite FIGI")
self.CheckSymbolRepresentation(sedol, "SEDOL")
self.CheckSymbolRepresentation(isin, "ISIN")
self.CheckSymbolRepresentation(f"{cik}", "CIK")
# Check Symbol API vs QCAlgorithm API
self.CheckAPIsSymbolRepresentations(spyCusip, self.CUSIP(spy), "CUSIP");
self.CheckAPIsSymbolRepresentations(spyCompositeFigi, self.CompositeFIGI(spy), "Composite FIGI");
self.CheckAPIsSymbolRepresentations(spySedol, self.SEDOL(spy), "SEDOL");
self.CheckAPIsSymbolRepresentations(spyIsin, self.ISIN(spy), "ISIN");
self.CheckAPIsSymbolRepresentations(cusip, self.CUSIP(equity), "CUSIP")
self.CheckAPIsSymbolRepresentations(compositeFigi, self.CompositeFIGI(equity), "Composite FIGI")
self.CheckAPIsSymbolRepresentations(sedol, self.SEDOL(equity), "SEDOL")
self.CheckAPIsSymbolRepresentations(isin, self.ISIN(equity), "ISIN")
self.CheckAPIsSymbolRepresentations(f"{cik}", f"{self.CIK(equity)}", "CIK")
self.Log(f"\nSPY CUSIP: {spyCusip}"
f"\nSPY Composite FIGI: {spyCompositeFigi}"
f"\nSPY SEDOL: {spySedol}"
f"\nSPY ISIN: {spyIsin}")
self.Log(f"\nAAPL CUSIP: {cusip}"
f"\nAAPL Composite FIGI: {compositeFigi}"
f"\nAAPL SEDOL: {sedol}"
f"\nAAPL ISIN: {isin}"
f"\nAAPL CIK: {cik}")
def CheckSymbolRepresentation(self, symbol: str, standard: str) -> None:
if not symbol: