# 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>### Asserts that algorithms can be universe-only, that is, universe selection is performed even if the ETF security is not explicitly added.### Reproduces https://github.com/QuantConnect/Lean/issues/7473### </summary>class UniverseOnlyRegressionAlgorithm(QCAlgorithm):def initialize(self):self.set_start_date(2020, 12, 1)self.set_end_date(2020, 12, 12)self.set_cash(100000)self.universe_settings.resolution = Resolution.DAILY# Add universe without a security addedself.add_universe(self.universe.etf("GDVD", self.universe_settings, self.filter_universe))self.selection_done = Falsedef filter_universe(self, constituents: List[ETFConstituentData]) -> List[Symbol]:self.selection_done = Truereturn [x.symbol for x in constituents]def on_end_of_algorithm(self):if not self.selection_done:raise AssertionError("Universe selection was not performed")
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