# 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 reproducing GH issue #5921. Asserting a security can be warmup correctly on initialize
### </summary>
class SecuritySeederRegressionAlgorithm(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, 8)
 self.set_end_date(2013,10,10)

 self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model,
 FuncSecuritySeeder(self.get_last_known_prices)))
 self.add_equity("SPY", Resolution.MINUTE)

 def on_data(self, data):
 '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

 Arguments:
 data: Slice object keyed by symbol containing the stock data
 '''
 if not self.portfolio.invested:
 self.set_holdings("SPY", 1)

 def on_securities_changed(self, changes):
 for added_security in changes.added_securities:
 if not added_security.has_data \
 or added_security.ask_price == 0 \
 or added_security.bid_price == 0 \
 or added_security.bid_size == 0 \
 or added_security.ask_size == 0 \
 or added_security.price == 0 \
 or added_security.volume == 0 \
 or added_security.high == 0 \
 or added_security.low == 0 \
 or added_security.open == 0 \
 or added_security.close == 0:
 raise ValueError(f"Security {added_security.symbol} was not warmed up!")