# 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 * ### ### Regression algorithm asserting the behavior of a ScheduledUniverse ### class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2013,10, 7) self.SetEndDate(2013,10, 8) self._spy = Symbol.Create("SPY", SecurityType.Equity, Market.USA) self._selectionTime =[ datetime(2013, 10, 7, 1, 0, 0), datetime(2013, 10, 8, 1, 0, 0)] self.AddUniverse(ScheduledUniverse(self.DateRules.EveryDay(), self.TimeRules.At(1, 0), self.SelectAssets)) def SelectAssets(self, time): self.Debug(f"Universe selection called: {Time}") expectedTime = self._selectionTime.pop(0) if expectedTime != self.Time: raise ValueError(f"Unexpected selection time {self.Time} expected {expectedTime}") return [ self._spy ] def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' if not self.Portfolio.Invested: self.SetHoldings(self._spy, 1) def OnEndOfAlgorithm(self): if len(self._selectionTime) > 0: raise ValueError("Unexpected selection times")