Martin-Molinero
7f7011edc0
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- By default Time rules yield times in UTC TZ, already correctly handled by 'ScheduledUniverseSelectionModel' but this wasn't fixed in ScheduledUniverse
52 lines
2.1 KiB
Python
52 lines
2.1 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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### Regression algorithm asserting the behavior of a ScheduledUniverse
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### </summary>
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class BasicTemplateAlgorithm(QCAlgorithm):
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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.SetStartDate(2013,10, 7)
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self.SetEndDate(2013,10, 8)
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self._spy = Symbol.Create("SPY", SecurityType.Equity, Market.USA)
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self._selectionTime =[ datetime(2013, 10, 7, 1, 0, 0), datetime(2013, 10, 8, 1, 0, 0)]
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self.AddUniverse(ScheduledUniverse(self.DateRules.EveryDay(), self.TimeRules.At(1, 0), self.SelectAssets))
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def SelectAssets(self, time):
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self.Debug(f"Universe selection called: {Time}")
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expectedTime = self._selectionTime.pop(0)
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if expectedTime != self.Time:
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raise ValueError(f"Unexpected selection time {self.Time} expected {expectedTime}")
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return [ self._spy ]
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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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if not self.Portfolio.Invested:
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self.SetHoldings(self._spy, 1)
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def OnEndOfAlgorithm(self):
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if len(self._selectionTime) > 0:
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raise ValueError("Unexpected selection times")
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