chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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 System.Collections.Generic;
+using QuantConnect.Orders;
+using System.Linq;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// This example demonstrates how to add index asset types and change the tradable condition
+    /// </summary>
+    /// <meta name="tag" content="using data" />
+    /// <meta name="tag" content="benchmarks" />
+    /// <meta name="tag" content="indexes" />
+    public class BasicTemplateTradableIndexAlgorithm : BasicTemplateIndexAlgorithm
+    {
+        private OrderTicket _ticket;
+
+        /// <summary>
+        /// Initialize your algorithm and add desired assets.
+        /// </summary>
+        public override void Initialize()
+        {
+            base.Initialize();
+            Securities[Spx].IsTradable = true;
+        }
+
+        /// <summary>
+        /// Index EMA Cross trading underlying.
+        /// </summary>
+        public override void OnData(Slice slice)
+        {
+            base.OnData(slice);
+            _ticket ??= MarketOrder(Spx, 1);
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            if (!_ticket.Status.IsFill())
+            {
+                throw new RegressionTestException("Index is tradable.");
+            }
+        }
+
+        /// <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()
+        {
+            {"Total Orders", "5"},
+            {"Average Win", "7.08%"},
+            {"Average Loss", "-0.01%"},
+            {"Compounding Annual Return", "602.278%"},
+            {"Drawdown", "3.400%"},
+            {"Expectancy", "677.669"},
+            {"Start Equity", "1000000"},
+            {"End Equity", "1064342.82"},
+            {"Net Profit", "6.434%"},
+            {"Sharpe Ratio", "-4.563"},
+            {"Sortino Ratio", "0"},
+            {"Probabilistic Sharpe Ratio", "0.604%"},
+            {"Loss Rate", "50%"},
+            {"Win Rate", "50%"},
+            {"Profit-Loss Ratio", "1356.34"},
+            {"Alpha", "-0.169"},
+            {"Beta", "0.073"},
+            {"Annual Standard Deviation", "0.028"},
+            {"Annual Variance", "0.001"},
+            {"Information Ratio", "-6.684"},
+            {"Tracking Error", "0.099"},
+            {"Treynor Ratio", "-1.771"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$3000.00"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
+            {"Portfolio Turnover", "24.03%"},
+            {"Drawdown Recovery", "9"},
+            {"OrderListHash", "691cf4990024b856a0a70255c9fd2545"}
+        };
+    }
+}