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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
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from AlgorithmImports import *

from OptionModelsConsistencyRegressionAlgorithm import OptionModelsConsistencyRegressionAlgorithm

### <summary>
### Regression algorithm asserting that when setting custom models for canonical future, a one-time warning is sent
### informing the user that the contracts models are different (not the custom ones).
### </summary>
class ContinuousFutureModelsConsistencyRegressionAlgorithm(OptionModelsConsistencyRegressionAlgorithm):

    def InitializeAlgorithm(self) -> Security:
        self.SetStartDate(2013, 7, 1)
        self.SetEndDate(2014, 1, 1)

        continuous_contract = self.AddFuture(Futures.Indices.SP500EMini,
                                             dataNormalizationMode=DataNormalizationMode.BackwardsPanamaCanal,
                                             dataMappingMode=DataMappingMode.OpenInterest,
                                             contractDepthOffset=1)

        return continuous_contract