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 +1,73 @@
+using System.Collections.Generic;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression for running an Index algorithm with Hourly data
+    /// </summary>
+    public class BasicTemplateIndexHourlyAlgorithm : BasicTemplateIndexDailyAlgorithm
+    {
+        protected override Resolution Resolution => Resolution.Hour;
+        protected override int ExpectedBarCount => base.ExpectedBarCount * 8;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
+        /// </summary>
+        public override bool CanRunLocally { get; } = true;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate which languages this algorithm is written in.
+        /// </summary>
+        public override List<Language> Languages { get; } = new() { Language.CSharp };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 401;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 0;
+
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
+        /// </summary>
+        public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
+        {
+            {"Total Orders", "19"},
+            {"Average Win", "0%"},
+            {"Average Loss", "-0.11%"},
+            {"Compounding Annual Return", "-18.082%"},
+            {"Drawdown", "0.800%"},
+            {"Expectancy", "-1"},
+            {"Start Equity", "1000000"},
+            {"End Equity", "991995"},
+            {"Net Profit", "-0.800%"},
+            {"Sharpe Ratio", "-5.01"},
+            {"Sortino Ratio", "-2.603"},
+            {"Probabilistic Sharpe Ratio", "0.018%"},
+            {"Loss Rate", "100%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "-0.151"},
+            {"Beta", "0.149"},
+            {"Annual Standard Deviation", "0.027"},
+            {"Annual Variance", "0.001"},
+            {"Information Ratio", "-2.39"},
+            {"Tracking Error", "0.097"},
+            {"Treynor Ratio", "-0.917"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$1800000.00"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
+            {"Portfolio Turnover", "5.58%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "1c7d841e0280e91b2297410fe2dbbc89"}
+        };
+    }
+}