# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # 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 # limitations under the License. from AlgorithmImports import * ### ### Asserts that algorithms can be universe-only, that is, universe selection is performed even if the ETF security is not explicitly added. ### Reproduces https://github.com/QuantConnect/Lean/issues/7473 ### class UniverseOnlyRegressionAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 12, 1) self.SetEndDate(2020, 12, 12) self.SetCash(100000) self.UniverseSettings.Resolution = Resolution.Daily # Add universe without a security added self.AddUniverse(self.Universe.ETF("GDVD", self.UniverseSettings, self.FilterUniverse)) self.selection_done = False def FilterUniverse(self, constituents: List[ETFConstituentData]) -> List[Symbol]: self.selection_done = True return [x.Symbol for x in constituents] def OnEndOfAlgorithm(self): if not self.selection_done: raise Exception("Universe selection was not performed")