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
@@ -0,0 +1,33 @@
+# 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 *
+
+class UniverseSelectionModel:
+    '''Provides a base class for universe selection models.'''
+
+    def get_next_refresh_time_utc(self) -> datetime:
+        '''Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes.'''
+        if hasattr(self, "GetNextRefreshTimeUtc") and callable(self.GetNextRefreshTimeUtc):
+            return self.GetNextRefreshTimeUtc()
+        return datetime.max
+
+    def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]:
+        '''Creates the universes for this algorithm. Called once after <see cref="IAlgorithm.Initialize"/>
+        Args:
+            algorithm: The algorithm instance to create universes for</param>
+        Returns:
+            The universes to be used by the algorithm'''
+        if hasattr(self, "CreateUniverses") and callable(self.CreateUniverses):
+            return self.CreateUniverses(algorithm)
+        raise NotImplementedError("Types deriving from 'UniverseSelectionModel' must implement the 'def CreateUniverses(QCAlgorithm) method.")