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.Linq;
+
+namespace QuantConnect.Algorithm.CSharp.Benchmarks
+{
+    public class HistoryRequestBenchmark : QCAlgorithm
+    {
+        private Symbol _symbol;
+        public override void Initialize()
+        {
+            SetStartDate(2010, 01, 01);
+            SetEndDate(2022, 01, 01);
+            SetCash(10000);
+            _symbol = AddEquity("SPY").Symbol;
+        }
+
+        public override void OnEndOfDay(Symbol symbol)
+        {
+            var minuteHistory = History(symbol, 60, Resolution.Minute);
+            var lastHourHigh = minuteHistory.Select(minuteBar => minuteBar.High).DefaultIfEmpty(0).Max();
+            var dailyHistory = History(symbol, 1, Resolution.Daily).First();
+            var dailyHigh = dailyHistory.High;
+            var dailyLow = dailyHistory.Low;
+            var dailyOpen = dailyHistory.Open;
+        }
+    }
+}