# 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,
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from AlgorithmImports import *

### <summary>
### This example demonstrates how to use the FutureUniverseSelectionModel to select futures contracts for a given underlying asset.
### The model is set to update daily, and the algorithm ensures that the selected contracts meet specific criteria.
### This also includes a check to ensure that only future contracts are added to the algorithm's universe.
### </summary>
class AddFutureUniverseSelectionModelRegressionAlgorithm(QCAlgorithm):
 def initialize(self):
 self.set_start_date(2013, 10, 8)
 self.set_end_date(2013, 10, 10)
 
 self.set_universe_selection(FutureUniverseSelectionModel(
 timedelta(days=1),
 lambda time: [ Symbol.create(Futures.Indices.SP_500_E_MINI, SecurityType.FUTURE, Market.CME) ]
 ))
 
 def on_securities_changed(self, changes):
 if len(changes.added_securities) > 0:
 for security in changes.added_securities:
 if security.symbol.security_type != SecurityType.FUTURE:
 raise RegressionTestException(f"Expected future security, but found '{security.symbol.security_type}'")
 if security.symbol.id.symbol != "ES":
 raise RegressionTestException(f"Expected future symbol 'ES', but found '{security.symbol.id.symbol}'")

 def on_end_of_algorithm(self):
 if len(self.active_securities) == 0:
 raise RegressionTestException("No active securities found. Expected at least one active security")