# 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 BaseFrameworkRegressionAlgorithm import BaseFrameworkRegressionAlgorithmfrom Alphas.RsiAlphaModel import RsiAlphaModel### <summary>### Regression algorithm to assert the behavior of <see cref="RsiAlphaModel"/>.### </summary>class RsiAlphaModelFrameworkRegressionAlgorithm(BaseFrameworkRegressionAlgorithm):def initialize(self):super().initialize()self.set_alpha(RsiAlphaModel())def on_end_of_algorithm(self):# We have removed all securities from the universe. The Alpha Model should remove the consolidatorconsolidator_count = sum([s.consolidators.count for s in self.subscription_manager.subscriptions])if consolidator_count > 0:raise AssertionError(f"The number of consolidators should be zero. Actual: {consolidator_count}")
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