Martin-Molinero
03f56481d4
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements - Improve start.py for research env - Remove unrequired imports * Centralize algorithm imports * Add regression test GH action * Unit test python import clean up * Join research and main imports * More python import clean up * Fix failing skipped regression algorithm
35 lines
1.4 KiB
Python
35 lines
1.4 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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### Regression test for consistency of hour data over a reverse split event in US equities.
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### </summary>
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### <meta name="tag" content="using data" />
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### <meta name="tag" content="regression test" />
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class HourSplitRegressionAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2014, 6, 6)
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self. SetEndDate(2014, 6, 9)
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self.SetCash(100000)
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self.SetBenchmark(lambda x: 0)
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self.symbol = self.AddEquity("AAPL", Resolution.Hour).Symbol
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def OnData(self, slice):
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if slice.Bars.Count == 0: return
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if (not self.Portfolio.Invested) and self.Time.date() == self.EndDate.date():
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self.Buy(self.symbol, 1)
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