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 QuantConnect.Brokerages;
+using QuantConnect.Data.Market;
+using QuantConnect.Orders;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Demonstration of payments for cash dividends in backtesting. When data normalization mode is set
+    /// to "Raw" the dividends are paid as cash directly into your portfolio.
+    /// </summary>
+    /// <meta name="tag" content="using data" />
+    /// <meta name="tag" content="data event handlers" />
+    /// <meta name="tag" content="dividend event" />
+    public class DividendAlgorithm : 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(1998, 01, 01);  //Set Start Date
+            SetEndDate(2006, 01, 01);    //Set End Date
+            SetCash(100000);             //Set Strategy Cash
+            // Find more symbols here: http://quantconnect.com/data
+            AddSecurity(SecurityType.Equity, "MSFT", Resolution.Daily);
+            Securities["MSFT"].SetDataNormalizationMode(DataNormalizationMode.Raw);
+
+            // this will use the Tradier Brokerage open order split behavior
+            //     forward split will modify open order to maintain order value
+            //     reverse split open orders will be cancelled
+            SetBrokerageModel(BrokerageName.TradierBrokerage);
+        }
+
+        /// <summary>
+        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+        /// </summary>
+        /// <param name="data">TradeBars IDictionary object with your stock data</param>
+        public void OnData(TradeBars data)
+        {
+            if (Transactions.OrdersCount == 0)
+            {
+                SetHoldings("MSFT", .5);
+                // place some orders that won't fill, when the split comes in they'll get modified to reflect the split
+                Debug("Purchased Stock: " + Securities["MSFT"].Price);
+                StopMarketOrder("MSFT", -CalculateOrderQuantity("MSFT", .25), data["MSFT"].Low/2);
+                LimitOrder("MSFT", -CalculateOrderQuantity("MSFT", .25), data["MSFT"].High*2);
+            }
+        }
+
+        /// <summary>
+        /// Raises the data event.
+        /// </summary>
+        /// <param name="data">Data.</param>
+        public void OnData(Dividends data) // update this to Dividends dictionary
+        {
+            var dividend = data["MSFT"];
+            Debug($"{dividend.Time.ToStringInvariant("o")} >> DIVIDEND >> {dividend.Symbol} - " +
+                $"{dividend.Distribution.ToStringInvariant("C")} - {Portfolio.Cash} - " +
+                $"{Portfolio["MSFT"].Price.ToStringInvariant("C")}"
+            );
+        }
+
+        /// <summary>
+        /// Raises the data event.
+        /// </summary>
+        /// <param name="data">Data.</param>
+        public void OnData(Splits data)
+        {
+            Debug("MSFT: " + Securities["MSFT"].Price);
+            var split = data["MSFT"];
+            Debug($"{split.Time.ToIso8601Invariant()} >> SPLIT >> {split.Symbol} - " +
+                $"{split.SplitFactor.ToStringInvariant()} - " +
+                $"{Portfolio.Cash.ToStringInvariant()} - " +
+                $"{Portfolio["MSFT"].Quantity.ToStringInvariant()}"
+            );
+        }
+
+        public override void OnOrderEvent(OrderEvent orderEvent)
+        {
+            // orders get adjusted based on split events to maintain order value
+            var order = Transactions.GetOrderById(orderEvent.OrderId);
+            Debug($"{Time.ToStringInvariant()} >> ORDER >> {order}");
+        }
+    }
+}