# 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 *
from QuantConnect.Algorithm.CSharp import *

### <summary>
### Regression algorithm assering we can disable automatic option assignment
### </summary>
class NullOptionAssignmentRegressionAlgorithm(OptionAssignmentRegressionAlgorithm):
    def Initialize(self):
        self.SetSecurityInitializer(self.CustomSecurityInitializer)
        super().Initialize()

    def OnData(self, data):
        super().OnData(data)

    def CustomSecurityInitializer(self, security):
        if Extensions.IsOption(security.Symbol.SecurityType):
            security.SetOptionAssignmentModel(NullOptionAssignmentModel())