Martin-Molinero
d24f665ee4
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* Adding new algorithm data handling options - Adding new QCAlgorithm data handling method options to override. Adding Py/C# regression tests - Removing old OnData Type specific invoker methods * Address reviews. Remove old OnData C# only methods
58 lines
2.1 KiB
Python
58 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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### Example algorithm using and asserting the behavior of auxiliary data handlers
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### </summary>
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class AuxiliaryDataHandlersRegressionAlgorithm(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(2007, 5, 16)
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self.SetEndDate(2015, 1, 1)
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self.UniverseSettings.Resolution = Resolution.Daily
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# will get delisted
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self.AddEquity("AAA.1")
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# get's remapped
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self.AddEquity("SPWR")
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# has a split & dividends
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self.AddEquity("AAPL")
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def OnDelistings(self, delistings: Delistings):
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self._onDelistingsCalled = True
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def OnSymbolChangedEvents(self, symbolsChanged: SymbolChangedEvents):
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self._onSymbolChangedEvents = True
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def OnSplits(self, splits: Splits):
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self._onSplits = True
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def OnDividends(self, dividends: Dividends):
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self._onDividends = True
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def OnEndOfAlgorithm(self):
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if not self._onDelistingsCalled:
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raise ValueError("OnDelistings was not called!")
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if not self._onSymbolChangedEvents:
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raise ValueError("OnSymbolChangedEvents was not called!")
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if not self._onSplits:
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raise ValueError("OnSplits was not called!")
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if not self._onDividends:
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raise ValueError("OnDividends was not called!")
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