# 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 * ### ### Example algorithm using and asserting the behavior of auxiliary data handlers ### class AuxiliaryDataHandlersRegressionAlgorithm(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(2007, 5, 16) self.SetEndDate(2015, 1, 1) self.UniverseSettings.Resolution = Resolution.Daily # will get delisted self.AddEquity("AAA.1") # get's remapped self.AddEquity("SPWR") # has a split & dividends self.AddEquity("AAPL") def OnDelistings(self, delistings: Delistings): self._onDelistingsCalled = True def OnSymbolChangedEvents(self, symbolsChanged: SymbolChangedEvents): self._onSymbolChangedEvents = True def OnSplits(self, splits: Splits): self._onSplits = True def OnDividends(self, dividends: Dividends): self._onDividends = True def OnEndOfAlgorithm(self): if not self._onDelistingsCalled: raise ValueError("OnDelistings was not called!") if not self._onSymbolChangedEvents: raise ValueError("OnSymbolChangedEvents was not called!") if not self._onSplits: raise ValueError("OnSplits was not called!") if not self._onDividends: raise ValueError("OnDividends was not called!")