/*
 * 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.
*/

using QuantConnect.Algorithm.Framework.Selection;
using System.Collections.Generic;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Tests ETF constituents universe selection with the algorithm framework models (Alpha, PortfolioConstruction, Execution)
    /// </summary>
    public class ETFConstituentUniverseFrameworkRegressionAlgorithmNewUniverseModel : ETFConstituentUniverseFrameworkRegressionAlgorithm
    {
        protected override void AddUniverseWrapper(Symbol symbol)
        {
            AddUniverseSelection(new ETFConstituentsUniverseSelectionModel(symbol, universeFilterFunc: FilterETFConstituents));
        }

        public override List<Language> Languages { get; } = new() { Language.CSharp };

        public override int AlgorithmHistoryDataPoints => 0;

        /// <summary>
        /// Final status of the algorithm
        /// </summary>
        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
    }
}