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 QuantConnect.Brokerages;
+using QuantConnect.Data;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Example algorithm to demostrate the event handlers of Brokerage activities
+    /// </summary>
+    /// <meta name="tag" content="using quantconnect" />
+    public class BrokerageActivityEventHandlingAlgorithm : QCAlgorithm
+    {
+        /// <summary>
+        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
+        /// </summary>
+        public override void Initialize()
+        {
+            SetStartDate(2013, 10, 07);
+            SetEndDate(2013, 10, 11);
+            SetCash(100000);
+
+            AddEquity("SPY", Resolution.Minute);
+        }
+
+        /// <summary>
+        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        /// </summary>
+        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
+        public override void OnData(Slice slice)
+        {
+            if (!Portfolio.Invested)
+            {
+                SetHoldings("SPY", 1);
+            }
+        }
+
+        /// <summary>
+        /// Brokerage message event handler. This method is called for all types of brokerage messages.
+        /// </summary>
+        public override void OnBrokerageMessage(BrokerageMessageEvent messageEvent)
+        {
+            Debug($"Brokerage meesage received - {messageEvent.ToString()}");
+        }
+
+        /// <summary>
+        /// Brokerage disconnected event handler. This method is called when the brokerage connection is lost.
+        /// </summary>
+        public override void OnBrokerageDisconnect()
+        {
+            Debug($"Brokerage disconnected!");
+        }
+
+        /// <summary>
+        /// Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.
+        /// </summary>
+        public override void OnBrokerageReconnect()
+        {
+            Debug($"Brokerage reconnected!");
+        }
+    }
+}