chore: import upstream snapshot with attribution

.github/ISSUE_TEMPLATE/bug_report.md

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+---
+name: Bug report
+about: Create a report to help us improve
+title: ''
+labels: ''
+assignees: ''
+
+---
+
+#### Expected Behavior
+<!--- Required. Describe the behavior you expect to see for your case. -->
+
+#### Actual Behavior
+<!--- Required. Describe the actual behavior for your case. -->
+
+#### Potential Solution
+<!--- Optional. Describe any potential solutions and/or thoughts as to what may be causing the difference between expected and actual behavior. -->
+
+#### Reproducing the Problem
+<!--- Required for Bugs. Describe how to reproduce the problem. This can be via a failing unit test or a simplified algorithm that reliably demonstrates this issue.  -->
+
+#### System Information
+<!--- Required for Bugs. Include any system specific information, such as OS. -->
+
+#### Checklist
+<!--- Confirm that you've provided all the required information. -->
+<!--- Required fields --->
+- [ ] I have completely filled out this template
+- [ ] I have confirmed that this issue exists on the current `master` branch
+- [ ] I have confirmed that this is not a duplicate issue by searching [issues](https://github.com/QuantConnect/Lean/issues)
+<!--- Required for Bugs, feature request can delete the line below. -->
+- [ ] I have provided detailed steps to reproduce the issue
+
+<!--- Template inspired by https://github.com/stevemao/github-issue-templates -->

.github/ISSUE_TEMPLATE/config.yml

@@ -0,0 +1 @@
+blank_issues_enabled: false

.github/ISSUE_TEMPLATE/feature_request.md

@@ -0,0 +1,26 @@
+---
+name: Feature request
+about: Suggest an idea for this project
+title: ''
+labels: ''
+assignees: ''
+
+---
+
+#### Expected Behavior
+<!--- Required. Describe the behavior you expect to see for your case. -->
+
+#### Actual Behavior
+<!--- Required. Describe the actual behavior for your case. -->
+
+#### Potential Solution
+<!--- Optional. Describe any potential solutions and/or thoughts as to what may be causing the difference between expected and actual behavior. -->
+
+#### Checklist
+<!--- Confirm that you've provided all the required information. -->
+<!--- Required fields --->
+- [ ] I have completely filled out this template
+- [ ] I have confirmed that this issue exists on the current `master` branch
+- [ ] I have confirmed that this is not a duplicate issue by searching [issues](https://github.com/QuantConnect/Lean/issues)
+
+<!--- Template inspired by https://github.com/stevemao/github-issue-templates -->

.github/funding.yml

@@ -0,0 +1,4 @@
+# These are supported funding model platforms
+
+github: quantconnect
+#custom: ['https://github.com/sponsors/QuantConnect']

.github/pull_request_template.md

@@ -0,0 +1,42 @@
+
+<!--- Provide a general summary of your changes in the Title above -->
+
+#### Description
+<!--- Describe your changes in detail -->
+
+#### Related Issue
+<!--- This project only accepts pull requests related to open issues -->
+<!--- If suggesting a new feature or change, please discuss it in an issue first -->
+<!--- If fixing a bug, there should be an issue describing it with steps to reproduce -->
+<!--- Please link to the issue here: -->
+
+#### Motivation and Context
+<!--- Why is this change required? What problem does it solve? -->
+
+#### Requires Documentation Change
+<!--- Please indicate if these changes will require updates to documentation, and if so, specify what changes are required -->
+
+#### How Has This Been Tested?
+<!--- Please describe in detail how you tested your changes. -->
+<!--- Include details of your testing environment, and the tests you ran to -->
+<!--- see how your change affects other areas of the code, etc. -->
+
+#### Types of changes
+<!--- What types of changes does your code introduce? Put an `x` in all the boxes that apply: -->
+- [ ] Bug fix (non-breaking change which fixes an issue)
+- [ ] Refactor (non-breaking change which improves implementation)
+- [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
+- [ ] New feature (non-breaking change which adds functionality)
+- [ ] Breaking change (fix or feature that would cause existing functionality to change)
+- [ ] Non-functional change (xml comments/documentation/etc)
+
+#### Checklist:
+<!--- The following is a checklist of items that MUST be completed before a PR is accepted -->
+<!--- If you're unsure about any of these, don't hesitate to ask. We're here to help! -->
+- [ ] My code follows the code style of this project.
+- [ ] I have read the **CONTRIBUTING** [document](https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md).
+- [ ] I have added tests to cover my changes. <!--- If not applicable, please explain why -->
+- [ ] All new and existing tests passed.
+- [ ] My branch follows the naming convention `bug-<issue#>-<description>` or `feature-<issue#>-<description>`
+
+<!--- Template inspired by https://www.talater.com/open-source-templates/#/page/99 -->

.github/workflows/api-tests.yml

@@ -0,0 +1,36 @@
+name: API Tests
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+        env:
+          QC_JOB_USER_ID: ${{ secrets.QC_JOB_USER_ID }}
+          QC_API_ACCESS_TOKEN: ${{ secrets.QC_API_ACCESS_TOKEN }}
+          QC_JOB_ORGANIZATION_ID: ${{ secrets.QC_JOB_ORGANIZATION_ID }}
+    # Only run on push events (not on pull_request) for security reasons in order to be able to use secrets
+    if: ${{ github.event_name == 'push' }}
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Run API Tests
+        run: |
+          # Build
+          dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
+
+          # Run Projects tests
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --blame-hang-timeout 7minutes --blame-crash --logger "console;verbosity=detailed" --filter "FullyQualifiedName=QuantConnect.Tests.API.ProjectTests|FullyQualifiedName=QuantConnect.Tests.API.ObjectStoreTests" -- TestRunParameters.Parameter\(name=\"log-handler\", value=\"ConsoleErrorLogHandler\"\)

.github/workflows/benchmarks.yml

@@ -0,0 +1,44 @@
+name: Benchmarks
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: [self-hosted, benchmark]
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+        volumes:
+          - /nas:/Data:ro
+    steps:
+      - uses: actions/checkout@v2
+
+      - name: Checkout Lean Master
+        uses: actions/checkout@v2
+        with:
+          repository: QuantConnect/Lean
+          path: LeanMaster
+          ref: 'master'
+      - name: Build Lean Master
+        run: dotnet build --verbosity q /p:Configuration=Release /p:WarningLevel=1 LeanMaster/QuantConnect.Lean.sln
+
+      - name: Run Benchmarks Master
+        run: cp run_benchmarks.py LeanMaster/run_benchmarks.py && cd LeanMaster && python run_benchmarks.py /Data && cd ../
+
+      - name: Build
+        run: dotnet build --verbosity q /p:Configuration=Release /p:WarningLevel=1 QuantConnect.Lean.sln
+
+      - name: Run Benchmarks
+        run: python run_benchmarks.py /Data
+
+      - name: Compare Benchmarks
+        run: python compare_benchmarks.py LeanMaster/benchmark_results.json benchmark_results.json

.github/workflows/gh-actions.yml

@@ -0,0 +1,61 @@
+name: Build & Test Lean
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+        env:
+          PYPI_API_TOKEN: ${{ secrets.PYPI_API_TOKEN }}
+          QC_GIT_TOKEN: ${{ secrets.QC_GIT_TOKEN }}
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+        with:
+          fetch-depth: 0  # Ensures we fetch all history
+
+      - name: Run build and tests
+        run: |
+          # Add exception
+          git config --global --add safe.directory $GITHUB_WORKSPACE
+
+          # Get Last Commit of the Current Tag
+          TAG_COMMIT=$(git rev-parse HEAD) && echo "CURRENT BRANCH LAST COMMIT $TAG_COMMIT"
+
+          # Get Last Commit of the master
+          MASTER_COMMIT=$(git rev-parse origin/master) && echo "MASTER BRANCH LAST COMMIT $MASTER_COMMIT"
+
+          # Build
+          dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
+
+          # Run Tests
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --blame-hang-timeout 300seconds --blame-crash --filter "TestCategory!=TravisExclude&TestCategory!=ResearchRegressionTests" -- TestRunParameters.Parameter\(name=\"log-handler\", value=\"ConsoleErrorLogHandler\"\)
+
+          # Generate & Publish python stubs
+          echo "GITHUB_REF ${{ github.ref }}"
+          case "${{ github.ref }}" in
+            refs/tags/*)
+              if [ "$TAG_COMMIT" = "$MASTER_COMMIT" ]; then
+                echo "Generating stubs"
+                chmod +x ci_build_stubs.sh
+                export ADDITIONAL_STUBS_REPOS=$(python find_datasource_repos.py) && ./ci_build_stubs.sh -t -g -p
+              else
+                echo "Skipping stub generation"
+              fi
+              ;;
+            *)
+              echo "Skipping stub generation"
+              ;;
+          esac

.github/workflows/rebase-org-branches.yml

@@ -0,0 +1,24 @@
+name: Rebase Organization Branches
+
+on:
+  push:
+    branches:
+      - 'master'
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+    steps:
+      - uses: actions/checkout@v2
+        with:
+          fetch-depth: 0
+
+      - name: Rebase Organization Branches
+        run: |
+          chmod +x rebase_organization_branches.sh
+          ./rebase_organization_branches.sh
+        env:
+          QC_GIT_TOKEN: ${{ secrets.QC_GIT_TOKEN }}

.github/workflows/regression-tests.yml

@@ -0,0 +1,32 @@
+name: Regression Tests
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Build
+        run: dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
+
+      - name: Run Tests
+        run: |
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll \
+            --filter TestCategory=RegressionTests \
+            -- TestRunParameters.Parameter\(name=\"log-handler\", value=\"ConsoleErrorLogHandler\"\) \
+            TestRunParameters.Parameter\(name=\"reduced-disk-size\", value=\"true\"\)

.github/workflows/report-generator.yml

@@ -0,0 +1,33 @@
+name: Report Generator Tests
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Build and Run Report Generator Tests
+        run: |
+          # Build
+          dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
+
+          # Run Backtest
+          (cd ./Launcher/bin/Release && dotnet QuantConnect.Lean.Launcher.dll)
+
+          # Run Report
+          (cd ./Report/bin/Release && dotnet ./QuantConnect.Report.dll --backtest-data-source-file ../../../Launcher/bin/Release/BasicTemplateFrameworkAlgorithm.json --close-automatically true)

.github/workflows/research-regression-tests.yml

@@ -0,0 +1,48 @@
+name: Research Regression Tests
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Install Dependencies and Setup Kernel
+        run: |
+          # Install dependencies
+          pip3 install papermill==2.4.0 clr-loader==0.2.9
+
+          # Install kernel
+          dotnet tool install -g --no-cache --version 1.0.661703 \
+            --add-source 'https://pkgs.dev.azure.com/dnceng/public/_packaging/dotnet-tools/nuget/v3/index.json' \
+            Microsoft.dotnet-interactive
+
+          # Add dotnet tools to Path and activate kernel
+          export PATH="$HOME/.dotnet/tools:$PATH"
+          dotnet interactive jupyter install
+
+      - name: Build and Run Research Tests
+        run: |
+          # Build
+          export PATH="$HOME/.dotnet/tools:$PATH"
+          dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
+
+          # Run Tests
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll \
+            --filter TestCategory=ResearchRegressionTests \
+            -- "TestRunParameters.Parameter(name=\"log-handler\", value=\"ConsoleErrorLogHandler\")" \
+            "TestRunParameters.Parameter(name=\"reduced-disk-size\", value=\"true\")"

.github/workflows/syntax-tests.yml

@@ -0,0 +1,27 @@
+name: Syntax Tests
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Run Syntax Test
+        run: |
+          pip install --no-cache-dir quantconnect-stubs types-requests==2.32.* types-pytz==2025.2.0.* mypy==2.1.0
+          python run_syntax_check.py

.github/workflows/virtual-environments.yml

@@ -0,0 +1,83 @@
+name: Python Virtual Environments
+
+on:
+  push:
+    branches: ['*']
+    tags: ['*']
+  pull_request:
+    branches: [master]
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  build:
+    runs-on: self-hosted
+    container:
+        image: quantconnect/lean:foundation
+        options: --cpus 12 --memory 12g
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Run Python Virtual Environments Tests
+        run: |
+          # Build
+          dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
+
+          # Python Virtual Environment System Packages
+          python -m venv /lean-testenv --system-site-packages && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.221 && deactivate
+
+          # Run Virtual Environment Test System Packages
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment"
+
+          # Python Virtual Environment
+          rm -rf /lean-testenv && python -m venv /lean-testenv && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.221 && deactivate
+
+          # Run Virtual Environment Test
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment"
+
+          # Run Python Package Tests
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run StableBaselines Python Package Test
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StableBaselinesTest" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run AxPlatform Python Package Test
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.AxPlatformTest" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run TensorlyTest Python Package Test
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorlyTest" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run NeuralTangents, Ignite Python Package Test
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.IgniteTest" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run TensorflowTest
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowTest" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run TensorflowProbability
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowProbabilityTest" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run Hvplot Python Package Test
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.RiskparityportfolioTest" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run Transformers
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Transformers" --blame-hang-timeout 120seconds --blame-crash
+
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.XTransformers" --blame-hang-timeout 120seconds --blame-crash
+
+          # Run Shap
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.KerasTest|PyvinecopulibTest" --blame-hang-timeout 120seconds --blame-crash
+
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StatsForecast|Mlforecast" --blame-hang-timeout 120seconds --blame-crash
+
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.MlxtendTest|Thinc" --blame-hang-timeout 120seconds --blame-crash
+
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ModuleVersionTestExplicit" --blame-hang-timeout 120seconds --blame-crash
+
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Neuralforecast" --blame-hang-timeout 120seconds --blame-crash
+
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Tsfel" --blame-hang-timeout 120seconds --blame-crash
+
+          dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ScikitOptimizeTest" --blame-hang-timeout 120seconds --blame-crash