Jhonathan Abreu
1c85ab164f
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Calling UniverseDefinition.ETF("TICKER",...) in Python was resolving the UserDefinition.ETF(Symbol...) overload due to Symbol's implicit string operator, causing the symbol to be wrongly created.
41 lines
1.6 KiB
Python
41 lines
1.6 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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### Asserts that algorithms can be universe-only, that is, universe selection is performed even if the ETF security is not explicitly added.
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### Reproduces https://github.com/QuantConnect/Lean/issues/7473
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### </summary>
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class UniverseOnlyRegressionAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2020, 12, 1)
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self.SetEndDate(2020, 12, 12)
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self.SetCash(100000)
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self.UniverseSettings.Resolution = Resolution.Daily
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# Add universe without a security added
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self.AddUniverse(self.Universe.ETF("GDVD", self.UniverseSettings, self.FilterUniverse))
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self.selection_done = False
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def FilterUniverse(self, constituents: List[ETFConstituentData]) -> List[Symbol]:
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self.selection_done = True
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return [x.Symbol for x in constituents]
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def OnEndOfAlgorithm(self):
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if not self.selection_done:
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raise Exception("Universe selection was not performed")
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