# 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 * ### ### Basic template framework algorithm uses framework components to define the algorithm. ### ### ### ### class IndiaDataRegressionAlgorithm(QCAlgorithm): '''Basic template framework algorithm uses framework components to define the algorithm.''' 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_account_currency("INR") self.set_start_date(2004, 5, 20) self.set_end_date(2016, 7, 26) self._mapping_symbol = self.add_equity("3MINDIA", Resolution.DAILY, Market.INDIA).symbol self._split_and_dividend_symbol = self.add_equity("CCCL", Resolution.DAILY, Market.INDIA).symbol self._received_warning_event = False self._received_occurred_event = False self._initial_mapping = False self._execution_mapping = False self.debug("numpy test >>> print numpy.pi: " + str(np.pi)) def on_dividends(self, dividends: Dividends): if dividends.contains_key(self._split_and_dividend_symbol): dividend = dividends[self._split_and_dividend_symbol] if ((self.time.year == 2010 and self.time.month == 6 and self.time.day == 15) and (dividend.price != 0.5 or dividend.reference_price != 88.8 or dividend.distribution != 0.5)): raise AssertionError("Did not receive expected dividend values") def on_splits(self, splits: Splits): if splits.contains_key(self._split_and_dividend_symbol): split = splits[self._split_and_dividend_symbol] if split.type == SplitType.WARNING: self._received_warning_event = True elif split.type == SplitType.SPLIT_OCCURRED: self._received_occurred_event = True if split.price != 421.0 or split.reference_price != 421.0 or split.split_factor != 0.2: raise AssertionError("Did not receive expected price values") def on_symbol_changed_events(self, symbols_changed: SymbolChangedEvents): if symbols_changed.contains_key(self._mapping_symbol): mapping_event = [x.value for x in symbols_changed if x.key.security_type == 1][0] if self.time.year == 1999 and self.time.month == 1 and self.time.day == 1: self._initial_mapping = True elif self.time.year == 2004 and self.time.month == 6 and self.time.day == 15: if mapping_event.new_symbol == "3MINDIA" and mapping_event.old_symbol == "BIRLA3M": self._execution_mapping = True def on_end_of_algorithm(self): if self._initial_mapping: raise AssertionError("The ticker generated the initial rename event") if not self._execution_mapping: raise AssertionError("The ticker did not rename throughout the course of its life even though it should have") if not self._received_occurred_event: raise AssertionError("Did not receive expected split event") if not self._received_warning_event: raise AssertionError("Did not receive expected split warning event")