# 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 BaseFrameworkRegressionAlgorithm import BaseFrameworkRegressionAlgorithm from Alphas.HistoricalReturnsAlphaModel import HistoricalReturnsAlphaModel ### ### Regression algorithm to assert the behavior of . ### class HistoricalReturnsAlphaModelFrameworkRegressionAlgorithm(BaseFrameworkRegressionAlgorithm): def initialize(self): super().initialize() self.set_alpha(HistoricalReturnsAlphaModel()) def on_end_of_algorithm(self): expected = 78 if self.insights.total_count != expected: raise AssertionError(f"The total number of insights should be {expected}. Actual: {self.insights.total_count}")