Ronit Jain
d1bb70fbb7
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Add account currency * update stats * use market order, same as c#
84 lines
4.1 KiB
Python
84 lines
4.1 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from AlgorithmImports import *
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### <summary>
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### Basic template framework algorithm uses framework components to define the algorithm.
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### </summary>
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="using quantconnect" />
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### <meta name="tag" content="trading and orders" />
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class IndiaDataRegressionAlgorithm(QCAlgorithm):
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'''Basic template framework algorithm uses framework components to define the algorithm.'''
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def Initialize(self):
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'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
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self.SetAccountCurrency("INR")
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self.SetStartDate(2004, 5, 20)
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self.SetEndDate(2016, 7, 26)
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self._mappingSymbol = self.AddEquity("3MINDIA", Resolution.Daily, Market.India).Symbol
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self._splitAndDividendSymbol = self.AddEquity("CCCL", Resolution.Daily, Market.India).Symbol
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self._receivedWarningEvent = False
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self._receivedOccurredEvent = False
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self._initialMapping = False
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self._executionMapping = False
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self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
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def OnData(self, data):
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'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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Arguments:
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data: Slice object keyed by symbol containing the stock data
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'''
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# dividend
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if data.Dividends.ContainsKey(self._splitAndDividendSymbol):
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dividend = data.Dividends[self._splitAndDividendSymbol]
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if ((self.Time.year == 2010 and self.Time.month == 6 and self.Time.day == 15) and
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(dividend.Price != 0.5 or dividend.ReferencePrice != 88.8 or dividend.Distribution != 0.5)):
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raise Exception("Did not receive expected dividend values")
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# split
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if data.Splits.ContainsKey(self._splitAndDividendSymbol):
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split = data.Splits[self._splitAndDividendSymbol]
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if split.Type == SplitType.Warning:
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self._receivedWarningEvent = True
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elif split.Type == SplitType.SplitOccurred:
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self._receivedOccurredEvent = True
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if split.Price != 421.0 or split.ReferencePrice != 421.0 or split.SplitFactor != 0.2:
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raise Exception("Did not receive expected price values")
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# mapping
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if data.SymbolChangedEvents.ContainsKey(self._mappingSymbol):
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mappingEvent = [x.Value for x in data.SymbolChangedEvents if x.Key.SecurityType == 1][0]
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if self.Time.year == 1999 and self.Time.month == 1 and self.Time.day == 1:
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self._initialMapping = True
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elif self.Time.year == 2004 and self.Time.month == 6 and self.Time.day == 15:
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if mappingEvent.NewSymbol == "3MINDIA" and mappingEvent.OldSymbol == "BIRLA3M":
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self._executionMapping = True
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def OnEndOfAlgorithm(self):
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if self._initialMapping:
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raise Exception("The ticker generated the initial rename event")
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if not self._executionMapping:
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raise Exception("The ticker did not rename throughout the course of its life even though it should have")
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if not self._receivedOccurredEvent:
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raise Exception("Did not receive expected split event")
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if not self._receivedWarningEvent:
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raise Exception("Did not receive expected split warning event")
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