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# 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.
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from AlgorithmImports import *
from SetHoldingsMultipleTargetsRegressionAlgorithm import SetHoldingsMultipleTargetsRegressionAlgorithm

### <summary>
### Regression algorithm testing GH feature 3790, using SetHoldings with a collection of targets
### which will be ordered by margin impact before being executed, with the objective of avoiding any
### margin errors
### Asserts that liquidate_existing_holdings equal false does not close positions inadvertedly (GH 7008) 
### </summary>
class SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm(SetHoldingsMultipleTargetsRegressionAlgorithm):
    def on_data(self, data):
        if not self.portfolio.invested:
            self.set_holdings([PortfolioTarget(self._spy, 0.8), PortfolioTarget(self._ibm, 0.2)],
                             liquidate_existing_holdings=True)