# 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 BaseFrameworkRegressionAlgorithm import BaseFrameworkRegressionAlgorithm
from Alphas.RsiAlphaModel import RsiAlphaModel

### <summary>
### Regression algorithm to assert the behavior of <see cref="RsiAlphaModel"/>.
### </summary>
class RsiAlphaModelFrameworkRegressionAlgorithm(BaseFrameworkRegressionAlgorithm):

    def Initialize(self):
        super().Initialize()
        self.SetAlpha(RsiAlphaModel())

    def OnEndOfAlgorithm(self):
        # We have removed all securities from the universe. The Alpha Model should remove the consolidator
        consolidator_count = sum([s.Consolidators.Count for s in self.SubscriptionManager.Subscriptions])
        if consolidator_count > 0:
            raise Exception(f"The number of consolidators should be zero. Actual: {consolidator_count}")