Louis Szeto
ed351c8726
API Tests / 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
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* raw pep8 conversion * Minor fixes --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
47 lines
1.8 KiB
Python
47 lines
1.8 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>
|
|
### Regression algorithm asserting that using separate coarse & fine selection with async universe settings is not allowed
|
|
### </summary>
|
|
class CoarseFineAsyncUniverseRegressionAlgorithm(QCAlgorithm):
|
|
|
|
def initialize(self):
|
|
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
|
|
|
|
self.set_start_date(2013, 10, 7)
|
|
self.set_end_date(2013, 10, 11)
|
|
|
|
self.universe_settings.asynchronous = True
|
|
|
|
threw_exception = False
|
|
try:
|
|
self.add_universe(self.coarse_selection_function, self.fine_selection_function)
|
|
except:
|
|
# expected
|
|
threw_exception = True
|
|
pass
|
|
|
|
if not threw_exception:
|
|
raise ValueError("Expected exception to be thrown for AddUniverse")
|
|
|
|
self.set_universe_selection(FineFundamentalUniverseSelectionModel(self.coarse_selection_function, self.fine_selection_function))
|
|
|
|
def coarse_selection_function(self, coarse):
|
|
return []
|
|
|
|
def fine_selection_function(self, fine):
|
|
return []
|