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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,
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from AlgorithmImports import *
from OptionPriceModelForOptionStylesBaseRegressionAlgorithm import OptionPriceModelForOptionStylesBaseRegressionAlgorithm

### <summary>
### Regression algorithm exercising an equity covered European style option, using an option price model
### that does not support European style options and asserting that the option price model is not used.
### </summary>
class OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm(OptionPriceModelForOptionStylesBaseRegressionAlgorithm):
    def Initialize(self):
        self.SetStartDate(2021, 1, 14)
        self.SetEndDate(2021, 1, 14)

        option = self.AddIndexOption("SPX", Resolution.Hour)
        # BaroneAdesiWhaley model does not support European style options
        option.PriceModel = OptionPriceModels.BaroneAdesiWhaley()

        self.SetWarmup(7, Resolution.Daily)

        self.Init(option, optionStyleIsSupported=False)