Martin-Molinero
f8b258d329
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* New Fundamental Data * Minor CIK lookup fix * Handle live mode & delete unexisting properties * Minor coarse fundamental adjustment * Add fundamental history support * Fix unit tests * Performance improvements * Fixes * Minor regression algorithm fix * Improvements. Add FundamentalUniverseSelectionModel * Change default values * Fix unit test * Minor tweaks * Fix unit test * Minor error handling improvement * Fix rebase
59 lines
2.7 KiB
Python
59 lines
2.7 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from AlgorithmImports import *
|
|
|
|
### <summary>
|
|
### Algorithm illustrating how to get a security's industry-standard identifier from its `Symbol`
|
|
### </summary>
|
|
class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm):
|
|
def Initialize(self):
|
|
self.SetStartDate(2014, 6, 5)
|
|
self.SetEndDate(2014, 6, 5)
|
|
|
|
equity = self.AddEquity("AAPL").Symbol
|
|
|
|
cusip = equity.CUSIP
|
|
compositeFigi = equity.CompositeFIGI
|
|
sedol = equity.SEDOL
|
|
isin = equity.ISIN
|
|
cik = equity.CIK
|
|
|
|
self.CheckSymbolRepresentation(cusip, "CUSIP")
|
|
self.CheckSymbolRepresentation(compositeFigi, "Composite FIGI")
|
|
self.CheckSymbolRepresentation(sedol, "SEDOL")
|
|
self.CheckSymbolRepresentation(isin, "ISIN")
|
|
self.CheckSymbolRepresentation(f"{cik}", "CIK")
|
|
|
|
# Check Symbol API vs QCAlgorithm API
|
|
self.CheckAPIsSymbolRepresentations(cusip, self.CUSIP(equity), "CUSIP")
|
|
self.CheckAPIsSymbolRepresentations(compositeFigi, self.CompositeFIGI(equity), "Composite FIGI")
|
|
self.CheckAPIsSymbolRepresentations(sedol, self.SEDOL(equity), "SEDOL")
|
|
self.CheckAPIsSymbolRepresentations(isin, self.ISIN(equity), "ISIN")
|
|
self.CheckAPIsSymbolRepresentations(f"{cik}", f"{self.CIK(equity)}", "CIK")
|
|
|
|
self.Log(f"\nAAPL CUSIP: {cusip}"
|
|
f"\nAAPL Composite FIGI: {compositeFigi}"
|
|
f"\nAAPL SEDOL: {sedol}"
|
|
f"\nAAPL ISIN: {isin}"
|
|
f"\nAAPL CIK: {cik}")
|
|
|
|
def CheckSymbolRepresentation(self, symbol: str, standard: str) -> None:
|
|
if not symbol:
|
|
raise Exception(f"{standard} symbol representation is null or empty")
|
|
|
|
def CheckAPIsSymbolRepresentations(self, symbolApiSymbol: str, algorithmApiSymbol: str, standard: str) -> None:
|
|
if symbolApiSymbol != algorithmApiSymbol:
|
|
raise Exception(f"Symbol API {standard} symbol representation ({symbolApiSymbol}) does not match "
|
|
f"QCAlgorithm API {standard} symbol representation ({algorithmApiSymbol})")
|