# 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 testing history requests for <see cref="OptionUniverse"/> type work as expected
### and return the same data as the option chain provider.
### </summary>
class OptionUniverseHistoryRegressionAlgorithm(QCAlgorithm):

 def initialize(self):
 self.set_start_date(2015, 12, 25)
 self.set_end_date(2015, 12, 25)

 option = self.add_option("GOOG").symbol

 historical_options_data_df = self.history(option, 3, flatten=True)

 # Level 0 of the multi-index is the date, we expect 3 dates, 3 option chains
 if historical_options_data_df.index.levshape[0] != 3:
 raise AssertionError(f"Expected 3 option chains from history request, but got {historical_options_data_df.index.levshape[1]}")

 for date in historical_options_data_df.index.levels[0]:
 expected_chain = list(self.option_chain_provider.get_option_contract_list(option, date))
 expected_chain_count = len(expected_chain)

 actual_chain = historical_options_data_df.loc[date]
 actual_chain_count = len(actual_chain)

 if expected_chain_count != actual_chain_count:
 raise AssertionError(f"Expected {expected_chain_count} options in chain on {date}, but got {actual_chain_count}")

 for i, symbol in enumerate(actual_chain.index):
 expected_symbol = expected_chain[i]
 if symbol != expected_symbol:
 raise AssertionError(f"Expected symbol {expected_symbol} at index {i} on {date}, but got {symbol}")