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 +1,120 @@
+/*
+ * 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 System.Collections.Generic;
+using System.Linq;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm asserting that securities added via coarse selection get automatically seeded by default
+    /// </summary>
+    public class CoarseSelectionsAutomaticSeedRegressionAlgorithm : AutomaticSeedBaseRegressionAlgorithm
+    {
+        private readonly Queue<List<Symbol>> _coarseSelections = new(new[] { "AAPL", "GOOG", "AIG", "BAC", "FB", "IBM" }
+            .Select(x => QuantConnect.Symbol.Create(x, SecurityType.Equity, Market.USA))
+            .BatchBy(2));
+
+        private HashSet<Symbol> _addedSecurities = new();
+
+        protected override bool ShouldHaveTradeData => true;
+        // Daily resolution, only trade data is available
+        protected override bool ShouldHaveQuoteData => false;
+        protected override bool ShouldHaveOpenInterestData => false;
+
+        public override void Initialize()
+        {
+            SetStartDate(2015, 01, 01);
+            SetEndDate(2015, 03, 01);
+            SetCash(100000);
+
+            Settings.SeedInitialPrices = true;
+            UniverseSettings.Resolution = Resolution.Daily;
+
+            AddUniverse((coarse) =>
+            {
+                var selection = _coarseSelections.Dequeue();
+                _coarseSelections.Enqueue(selection);
+                return selection;
+            });
+        }
+
+        public override void OnSecuritiesChanged(SecurityChanges changes)
+        {
+            base.OnSecuritiesChanged(changes);
+
+            foreach (var addedSecurity in changes.AddedSecurities.Where(x => !x.Symbol.IsCanonical()))
+            {
+                _addedSecurities.Add(addedSecurity.Symbol);
+            }
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            if (!_coarseSelections.SelectMany(x => x).Order().SequenceEqual(_addedSecurities.Order()))
+            {
+                throw new RegressionTestException("Not all securities were added");
+            }
+        }
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 358;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 390;
+
+        /// <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", "0"},
+            {"Average Win", "0%"},
+            {"Average Loss", "0%"},
+            {"Compounding Annual Return", "0%"},
+            {"Drawdown", "0%"},
+            {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
+            {"Net Profit", "0%"},
+            {"Sharpe Ratio", "0"},
+            {"Sortino Ratio", "0"},
+            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Loss Rate", "0%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "0"},
+            {"Beta", "0"},
+            {"Annual Standard Deviation", "0"},
+            {"Annual Variance", "0"},
+            {"Information Ratio", "-1.066"},
+            {"Tracking Error", "0.116"},
+            {"Treynor Ratio", "0"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$0"},
+            {"Lowest Capacity Asset", ""},
+            {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
+        };
+    }
+}