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.Data.UniverseSelection;
+using System;
+using System.Collections.Generic;
+using QuantConnect.Interfaces;
+using QuantConnect.Python;
+
+namespace QuantConnect.Algorithm.Framework.Selection
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IUniverseSelectionModel"/> that wraps a <see cref="PyObject"/> object
+    /// </summary>
+    public class UniverseSelectionModelPythonWrapper : UniverseSelectionModel
+    {
+        private readonly bool _modelHasGetNextRefreshTime;
+
+        /// <summary>
+        /// Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes.
+        /// </summary>
+        public override DateTime GetNextRefreshTimeUtc()
+        {
+            if (!_modelHasGetNextRefreshTime)
+            {
+                return DateTime.MaxValue;
+            }
+
+            return InvokeMethod<DateTime>(nameof(GetNextRefreshTimeUtc));
+        }
+
+        /// <summary>
+        /// Constructor for initialising the <see cref="IUniverseSelectionModel"/> class with wrapped <see cref="PyObject"/> object
+        /// </summary>
+        /// <param name="model">Model defining universes for the algorithm</param>
+        public UniverseSelectionModelPythonWrapper(PyObject model)
+        {
+            SetPythonInstance(model, false);
+            using (Py.GIL())
+            {
+                _modelHasGetNextRefreshTime = HasAttr(nameof(IUniverseSelectionModel.GetNextRefreshTimeUtc));
+
+                foreach (var attributeName in new[] { "CreateUniverses" })
+                {
+                    if (!HasAttr(attributeName))
+                    {
+                        throw new NotImplementedException($"UniverseSelectionModel.{attributeName} must be implemented. Please implement this missing method on {model.GetPythonType()}");
+                    }
+                }
+
+                var methodName = nameof(SetPythonInstance);
+                if (HasAttr(methodName))
+                {
+                    InvokeMethod(methodName, model);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Creates the universes for this algorithm. Called once after <see cref="IAlgorithm.Initialize"/>
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance to create universes for</param>
+        /// <returns>The universes to be used by the algorithm</returns>
+        public override IEnumerable<Universe> CreateUniverses(QCAlgorithm algorithm)
+        {
+            return InvokeMethodAndEnumerate<Universe>(nameof(CreateUniverses), algorithm);
+        }
+    }
+}