# 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 * ### ### Algorithm illustrating how to get a security's industry-standard identifier from its `Symbol` ### class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2013, 10, 7) self.SetEndDate(2013, 10, 7) spy = self.AddEquity("SPY").Symbol spyCusip = spy.CUSIP spyCompositeFigi = spy.CompositeFIGI spySedol = spy.SEDOL spyIsin = spy.ISIN self.CheckSymbolRepresentation(spyCusip, "CUSIP") self.CheckSymbolRepresentation(spyCompositeFigi, "Composite FIGI") self.CheckSymbolRepresentation(spySedol, "SEDOL") self.CheckSymbolRepresentation(spyIsin, "ISIN") # Check Symbol API vs QCAlgorithm API self.CheckAPIsSymbolRepresentations(spyCusip, self.CUSIP(spy), "CUSIP"); self.CheckAPIsSymbolRepresentations(spyCompositeFigi, self.CompositeFIGI(spy), "Composite FIGI"); self.CheckAPIsSymbolRepresentations(spySedol, self.SEDOL(spy), "SEDOL"); self.CheckAPIsSymbolRepresentations(spyIsin, self.ISIN(spy), "ISIN"); self.Log(f"\nSPY CUSIP: {spyCusip}" f"\nSPY Composite FIGI: {spyCompositeFigi}" f"\nSPY SEDOL: {spySedol}" f"\nSPY ISIN: {spyIsin}") def CheckSymbolRepresentation(self, symbol: str, standard: str) -> None: if not symbol: raise Exception(f"{standard} symbol representation is null or empty") def CheckAPIsSymbolRepresentations(self, symbolApiSymbol: str, algorithmApiSymbol: str, standard: str) -> None: if symbolApiSymbol != algorithmApiSymbol: raise Exception(f"Symbol API {standard} symbol representation ({symbolApiSymbol}) does not match " f"QCAlgorithm API {standard} symbol representation ({algorithmApiSymbol})")