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 System;
+using QuantConnect.Data;
+using Python.Runtime;
+namespace QuantConnect.Algorithm.CSharp
+{
+    public class BasicPythonIntegrationTemplateAlgorithm : QCAlgorithm
+    {
+        // Create class field for numpy library
+        private dynamic _numpy;
+
+        public override void Initialize()
+        {
+            SetStartDate(2013, 10, 7);  // Set Start Date
+            SetEndDate(2013, 10, 11);  // Set End Date
+            SetCash(100000);             //Set Strategy Cash
+            AddEquity("SPY", Resolution.Minute);
+
+            // Assign numpy library
+            using (Py.GIL())
+            {
+                _numpy = Py.Import("numpy");
+            }
+
+        }
+
+        private decimal ComputeSin(decimal value)
+        {
+            // Calculate python sin(10)
+            using (Py.GIL())
+            {
+                return (decimal)_numpy.sin(value);
+            }
+        }
+
+        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        /// Slice object keyed by symbol containing the stock data
+        public override void OnData(Slice slice)
+        {
+            if (!Portfolio.Invested)
+            {
+            	SetHoldings("SPY", 1);
+            	var sin = ComputeSin(10);
+
+                // Calculate C# sin(10)
+            	var sinOfTen = Math.Sin(10);
+            	Debug($"According to Python, the value of sin(10) is: {sin}");
+            	Debug($"According to C#, the value of sin(10) is: {sinOfTen}");
+            }
+        }
+    }
+}