# 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 which tests a fine fundamental filtered universe,
### related to GH issue 4127
### </summary>
class FineFundamentalFilteredUniverseRegressionAlgorithm(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(2014, 10, 8)
        self.set_end_date(2014, 10, 13)

        self.universe_settings.resolution = Resolution.DAILY

        symbol = Symbol(SecurityIdentifier.generate_constituent_identifier("constituents-universe-qctest", SecurityType.EQUITY, Market.USA), "constituents-universe-qctest")
        self.add_universe(ConstituentsUniverse(symbol, self.universe_settings), self.fine_selection_function)

    def fine_selection_function(self, fine):
        return [ x.symbol for x in fine if x.company_profile != None and x.company_profile.headquarter_city != None and x.company_profile.headquarter_city.lower() == "cupertino" ]

    def on_data(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        Arguments:
            data: Slice object keyed by symbol containing the stock data
        '''
        if not self.portfolio.invested:
            if data.keys()[0].value != "AAPL":
                raise ValueError(f"Unexpected symbol was added to the universe: {data.keys()[0]}")
            self.set_holdings(data.keys()[0], 1)