# 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 * ### ### Regression algorithm for testing that period-based history requests are not allowed with tick resolution ### class PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm(QCAlgorithm): def initialize(self): self.set_start_date(2013, 10, 8) self.set_end_date(2013, 10, 9) spy = self.add_equity("SPY", Resolution.TICK).symbol # Tick resolution is not allowed for period-based history requests self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick](spy, 1), "Tick history call with implicit tick resolution") self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick](spy, 1, Resolution.TICK), "Tick history call with explicit tick resolution") self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick]([spy], 1), "Tick history call with symbol array with implicit tick resolution") self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick]([spy], 1, Resolution.TICK), "Tick history call with symbol array with explicit tick resolution") history = self.history[Tick](spy, TimeSpan.from_hours(12)) if len(list(history)) == 0: raise AssertionError("On history call with implicit tick resolution: history returned no results") history = self.history[Tick](spy, TimeSpan.from_hours(12), Resolution.TICK) if len(list(history)) == 0: raise AssertionError("On history call with explicit tick resolution: history returned no results") def assert_that_history_throws_for_tick_resolution(self, history_call, history_call_description): try: history_call() raise AssertionError(f"{history_call_description}: expected an exception to be thrown") except InvalidOperationException: # expected pass