Jhonathan Abreu
9fea859323
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* Implement SecurityDefinitionSymbolResolver backwards conversion (symbol -> standard id) * Peer review * Peer review * Peer review
55 lines
2.5 KiB
Python
55 lines
2.5 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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### Algorithm illustrating how to get a security's industry-standard identifier from its `Symbol`
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### </summary>
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class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2013, 10, 7)
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self.SetEndDate(2013, 10, 7)
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spy = self.AddEquity("SPY").Symbol
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spyCusip = spy.CUSIP
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spyCompositeFigi = spy.CompositeFIGI
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spySedol = spy.SEDOL
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spyIsin = spy.ISIN
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self.CheckSymbolRepresentation(spyCusip, "CUSIP")
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self.CheckSymbolRepresentation(spyCompositeFigi, "Composite FIGI")
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self.CheckSymbolRepresentation(spySedol, "SEDOL")
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self.CheckSymbolRepresentation(spyIsin, "ISIN")
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# Check Symbol API vs QCAlgorithm API
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self.CheckAPIsSymbolRepresentations(spyCusip, self.CUSIP(spy), "CUSIP");
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self.CheckAPIsSymbolRepresentations(spyCompositeFigi, self.CompositeFIGI(spy), "Composite FIGI");
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self.CheckAPIsSymbolRepresentations(spySedol, self.SEDOL(spy), "SEDOL");
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self.CheckAPIsSymbolRepresentations(spyIsin, self.ISIN(spy), "ISIN");
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self.Log(f"\nSPY CUSIP: {spyCusip}"
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f"\nSPY Composite FIGI: {spyCompositeFigi}"
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f"\nSPY SEDOL: {spySedol}"
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f"\nSPY ISIN: {spyIsin}")
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def CheckSymbolRepresentation(self, symbol: str, standard: str) -> None:
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if not symbol:
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raise Exception(f"{standard} symbol representation is null or empty")
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def CheckAPIsSymbolRepresentations(self, symbolApiSymbol: str, algorithmApiSymbol: str, standard: str) -> None:
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if symbolApiSymbol != algorithmApiSymbol:
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raise Exception(f"Symbol API {standard} symbol representation ({symbolApiSymbol}) does not match "
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f"QCAlgorithm API {standard} symbol representation ({algorithmApiSymbol})")
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