# 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 *
###
### Demonstration of requesting daily resolution data for US Equities.
### This is a simple regression test algorithm using a skeleton algorithm and requesting daily data.
###
###
class NamedArgumentsRegression(QCAlgorithm):
'''Regression algorithm that makes use of PythonNet kwargs'''
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.'''
#Use named args for setting up our algorithm
self.set_start_date(month=10,day=8,year=2013) #Set Start Date
self.set_end_date(month=10,day=17,year=2013) #Set End Date
self.set_cash(starting_cash=100000) #Set Strategy Cash
#Check our values
if self.start_date.year != 2013 or self.start_date.month != 10 or self.start_date.day != 8:
raise AssertionError(f"Start date was incorrect! Expected 10/8/2013 Recieved {self.start_date}")
if self.end_date.year != 2013 or self.end_date.month != 10 or self.end_date.day != 17:
raise AssertionError(f"End date was incorrect! Expected 10/17/2013 Recieved {self.end_date}")
if self.portfolio.cash != 100000:
raise AssertionError(f"Portfolio cash was incorrect! Expected 100000 Recieved {self.portfolio.cash}")
# Use named args for addition of this security to our algorithm
symbol = self.add_equity(resolution=Resolution.DAILY, ticker="SPY").symbol
# Check our subscriptions for the symbol and check its resolution
for config in self.subscription_manager.subscription_data_config_service.get_subscription_data_configs(symbol):
if config.resolution != Resolution.DAILY:
raise AssertionError(f"Resolution was not correct on security")
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:
self.set_holdings(symbol="SPY", percentage=1)
self.debug(message="Purchased Stock")