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# 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,
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from AlgorithmImports import *
from BasicTemplateFuturesHistoryAlgorithm import BasicTemplateFuturesHistoryAlgorithm
###
### This example demonstrates how to get access to futures history for a given root symbol with extended market hours.
### It also shows how you can prefilter contracts easily based on expirations, and inspect the futures
### chain to pick a specific contract to trade.
###
###
###
###
###
class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm(BasicTemplateFuturesHistoryAlgorithm):
def get_extended_market_hours(self):
return True
def get_expected_history_call_count(self):
return 49