# 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 RangeConsolidatorAlgorithm import RangeConsolidatorAlgorithm

### <summary>

### Example algorithm of how to use ClassicRangeConsolidator

### </summary>

class ClassicRangeConsolidatorAlgorithm(RangeConsolidatorAlgorithm):

def create_range_consolidator(self) -> ClassicRangeConsolidator:

return ClassicRangeConsolidator(self.get_range())

def on_data_consolidated(self, sender: object, range_bar: RangeBar):

super().on_data_consolidated(sender, range_bar)

if range_bar.volume == 0:

raise AssertionError("All RangeBar's should have non-zero volume, but this doesn't")