# 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 * from BasicTemplateIndexAlgorithm import BasicTemplateIndexAlgorithm class BasicTemplateTradableIndexAlgorithm(BasicTemplateIndexAlgorithm): ticket: OrderTicket | None = None def initialize(self) -> None: super().initialize() self.securities[self.spx].is_tradable = True def on_data(self, data: Slice): super().on_data(data) if not self.ticket: self.ticket = self.market_order(self.spx, 1) def on_end_of_algorithm(self) -> None: if self.ticket and self.ticket.status != OrderStatus.FILLED: raise AssertionError("Index is tradable.")