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.Algorithm.Framework.Alphas;
+using QuantConnect.Algorithm.Framework.Portfolio;
+using QuantConnect.Algorithm.Framework.Selection;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Framework algorithm that uses the <see cref="EmaCrossUniverseSelectionModel"/> to
+    /// select the universe based on a moving average cross.
+    /// </summary>
+    public class EmaCrossUniverseSelectionFrameworkAlgorithm : QCAlgorithm
+    {
+        public override void Initialize()
+        {
+            SetStartDate(2013, 01, 01);
+            SetEndDate(2015, 01, 01);
+            SetCash(100000);
+
+            var fastPeriod = 100;
+            var slowPeriod = 300;
+            var count = 10;
+
+            UniverseSettings.Leverage = 2.0m;
+            UniverseSettings.Resolution = Resolution.Daily;
+
+            SetUniverseSelection(new EmaCrossUniverseSelectionModel(fastPeriod, slowPeriod, count));
+            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, Resolution.Daily.ToTimeSpan()));
+            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
+        }
+    }
+}