# 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 the behavior of Universe.SELECTED collection### </summary>class UniverseSelectedRegressionAlgorithm(QCAlgorithm):def initialize(self):self.set_start_date(2014, 3, 25)self.set_end_date(2014, 3, 27)self.universe_settings.resolution = Resolution.DAILYself._universe = self.add_universe(self.selection_function)self.selection_count = 0def selection_function(self, fundamentals):sorted_by_dollar_volume = sorted(fundamentals, key=lambda x: x.dollar_volume, reverse=True)sorted_by_dollar_volume = sorted_by_dollar_volume[self.selection_count:]self.selection_count = self.selection_count + 1# return the symbol objects of the top entries from our sorted collectionreturn [ x.symbol for x in sorted_by_dollar_volume[:self.selection_count] ]def on_data(self, data):if Symbol.create("TSLA", SecurityType.EQUITY, Market.USA) in self._universe.selected:raise ValueError(f"TSLA shouldn't of been selected")self.buy(next(iter(self._universe.selected)), 1)def on_end_of_algorithm(self):if self.selection_count != 3:raise ValueError(f"Unexpected selection count {self.selection_count}")if self._universe.selected.count != 3 or self._universe.selected.count == self._universe.members.count:raise ValueError(f"Unexpected universe selected count {self._universe.selected.count}")
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