# 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 *### <summary>### Regression algorithm asserting a default symbol is created using equity market when scheduling if none found### </summary>class DefaultSchedulingSymbolRegressionAlgorithm(QCAlgorithm):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.'''self.set_start_date(2013, 10, 7)self.set_end_date(2013, 10, 11)# implicitly figured usa equityself.schedule.on(self.date_rules.tomorrow, self.time_rules.after_market_open("AAPL"), self._implicit_check)# picked up from cacheself.add_index("SPX")self.schedule.on(self.date_rules.tomorrow, self.time_rules.before_market_close("SPX", extended_market_close = True), self._explicit_check)def _implicit_check(self):self._implicitChecked = Trueif self.time.time() != time(9, 30, 0):raise RegressionTestException(f"Unexpected time of day {self.time.time()}")def _explicit_check(self):self._explicitChecked = Trueif self.time.time() != time(16, 15, 0):raise RegressionTestException(f"Unexpected time of day {self.time.time()}")def on_end_of_algorithm(self):if not self._explicitChecked or not self._implicitChecked:raise RegressionTestException("Failed to run expected checks!")
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