# 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 *from CustomBrokerageModelRegressionAlgorithm import CustomBrokerageModel### <summary>### Regression algorithm to test we can specify a custom settlement model, and override some of its methods### </summary>class CustomSettlementModelRegressionAlgorithm(QCAlgorithm):def initialize(self):self.set_start_date(2013,10,7)self.set_end_date(2013,10,11)self.set_cash(10000)self.spy = self.add_equity("SPY", Resolution.DAILY)self.set_settlement_model(self.spy)def set_settlement_model(self, security):self.set_brokerage_model(CustomBrokerageModelWithCustomSettlementModel())def on_data(self, slice):if self.portfolio.cash_book[Currencies.USD].amount == 10000:parameters = ApplyFundsSettlementModelParameters(self.portfolio, self.spy, self.time, CashAmount(101, Currencies.USD), None)self.spy.settlement_model.apply_funds(parameters)def on_end_of_algorithm(self):if self.portfolio.cash_book[Currencies.USD].amount != 10101:raise AssertionError(f"It was expected to have 10101 USD in Portfolio, but was {self.portfolio.cash_book[Currencies.USD].amount}")parameters = ScanSettlementModelParameters(self.portfolio, self.spy, datetime(2013, 10, 6))self.spy.settlement_model.scan(parameters)if self.portfolio.cash_book[Currencies.USD].amount != 10000:raise AssertionError(f"It was expected to have 10000 USD in Portfolio, but was {self.portfolio.cash_book[Currencies.USD].amount}")class CustomSettlementModel:def apply_funds(self, parameters):self.currency = parameters.cash_amount.currencyself.amount = parameters.cash_amount.amountparameters.portfolio.cash_book[self.currency].add_amount(self.amount)def scan(self, parameters):if parameters.utc_time == datetime(2013, 10, 6):parameters.portfolio.cash_book[self.currency].add_amount(-self.amount)def get_unsettled_cash(self):return Noneclass CustomBrokerageModelWithCustomSettlementModel(CustomBrokerageModel):def get_settlement_model(self, security):return CustomSettlementModel()
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