chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * 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.
+*/
+
+using Python.Runtime;
+using QuantConnect.Algorithm.Framework.Alphas;
+using QuantConnect.Algorithm.Framework.Execution;
+using QuantConnect.Algorithm.Framework.Portfolio;
+using QuantConnect.Algorithm.Framework.Risk;
+using QuantConnect.Algorithm.Framework.Selection;
+using QuantConnect.Util;
+
+namespace QuantConnect.Algorithm
+{
+    public partial class QCAlgorithm
+    {
+        /// <summary>
+        /// Sets the alpha model
+        /// </summary>
+        /// <param name="alpha">Model that generates alpha</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        public void SetAlpha(PyObject alpha)
+        {
+            Alpha = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>(
+                alpha,
+                py => new AlphaModelPythonWrapper(py)
+            );
+        }
+
+        /// <summary>
+        /// Adds a new alpha model
+        /// </summary>
+        /// <param name="alpha">Model that generates alpha to add</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        public void AddAlpha(PyObject alpha)
+        {
+            var model = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>(
+                alpha,
+                py => new AlphaModelPythonWrapper(py)
+            );
+            AddAlpha(model);
+        }
+
+        /// <summary>
+        /// Sets the execution model
+        /// </summary>
+        /// <param name="execution">Model defining how to execute trades to reach a portfolio target</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
+        public void SetExecution(PyObject execution)
+        {
+            Execution = PythonUtil.CreateInstanceOrWrapper<IExecutionModel>(
+                execution,
+                py => new ExecutionModelPythonWrapper(py)
+            );
+        }
+
+        /// <summary>
+        /// Sets the portfolio construction model
+        /// </summary>
+        /// <param name="portfolioConstruction">Model defining how to build a portfolio from alphas</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
+        public void SetPortfolioConstruction(PyObject portfolioConstruction)
+        {
+            PortfolioConstruction = PythonUtil.CreateInstanceOrWrapper<IPortfolioConstructionModel>(
+                portfolioConstruction,
+                py => new PortfolioConstructionModelPythonWrapper(py)
+            );
+        }
+
+        /// <summary>
+        /// Sets the universe selection model
+        /// </summary>
+        /// <param name="universeSelection">Model defining universes for the algorithm</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(Universes)]
+        public void SetUniverseSelection(PyObject universeSelection)
+        {
+            UniverseSelection = PythonUtil.CreateInstanceOrWrapper<IUniverseSelectionModel>(
+                universeSelection,
+                py => new UniverseSelectionModelPythonWrapper(py)
+            );
+        }
+
+        /// <summary>
+        /// Adds a new universe selection model
+        /// </summary>
+        /// <param name="universeSelection">Model defining universes for the algorithm to add</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(Universes)]
+        public void AddUniverseSelection(PyObject universeSelection)
+        {
+            var model = PythonUtil.CreateInstanceOrWrapper<IUniverseSelectionModel>(
+                universeSelection,
+                py => new UniverseSelectionModelPythonWrapper(py)
+            );
+            AddUniverseSelection(model);
+        }
+
+        /// <summary>
+        /// Sets the risk management model
+        /// </summary>
+        /// <param name="riskManagement">Model defining how risk is managed</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
+        public void SetRiskManagement(PyObject riskManagement)
+        {
+            RiskManagement = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>(
+                riskManagement,
+                py => new RiskManagementModelPythonWrapper(py)
+            );
+        }
+
+        /// <summary>
+        /// Adds a new risk management model
+        /// </summary>
+        /// <param name="riskManagement">Model defining how risk is managed to add</param>
+        [DocumentationAttribute(AlgorithmFramework)]
+        [DocumentationAttribute(TradingAndOrders)]
+        public void AddRiskManagement(PyObject riskManagement)
+        {
+            var model = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>(
+                riskManagement,
+                py => new RiskManagementModelPythonWrapper(py)
+            );
+            AddRiskManagement(model);
+        }
+    }
+}