# 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 * ### ### Algorithm illustrating how to get a security's industry-standard identifier from its `Symbol` ### class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm): def initialize(self): self.set_start_date(2014, 6, 5) self.set_end_date(2014, 6, 5) equity = self.add_equity("AAPL").symbol cusip = equity.cusip composite_figi = equity.composite_figi sedol = equity.sedol isin = equity.isin cik = equity.cik self.check_symbol_representation(cusip, "CUSIP") self.check_symbol_representation(composite_figi, "Composite FIGI") self.check_symbol_representation(sedol, "SEDOL") self.check_symbol_representation(isin, "ISIN") self.check_symbol_representation(f"{cik}", "CIK") # Check Symbol API vs QCAlgorithm API self.check_ap_is_symbol_representations(cusip, self.cusip(equity), "CUSIP") self.check_ap_is_symbol_representations(composite_figi, self.composite_figi(equity), "Composite FIGI") self.check_ap_is_symbol_representations(sedol, self.sedol(equity), "SEDOL") self.check_ap_is_symbol_representations(isin, self.isin(equity), "ISIN") self.check_ap_is_symbol_representations(f"{cik}", f"{self.cik(equity)}", "CIK") self.log(f"\n_aapl CUSIP: {cusip}" f"\n_aapl Composite FIGI: {composite_figi}" f"\n_aapl SEDOL: {sedol}" f"\n_aapl ISIN: {isin}" f"\n_aapl CIK: {cik}") def check_symbol_representation(self, symbol: str, standard: str) -> None: if not symbol: raise AssertionError(f"{standard} symbol representation is null or empty") def check_ap_is_symbol_representations(self, symbol_api_symbol: str, algorithm_api_symbol: str, standard: str) -> None: if symbol_api_symbol != algorithm_api_symbol: raise AssertionError(f"Symbol API {standard} symbol representation ({symbol_api_symbol}) does not match " f"QCAlgorithm API {standard} symbol representation ({algorithm_api_symbol})")