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 System.Linq;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm asserting that the future security cache open interest is set from the chain universe data open interest
+    /// </summary>
+    public class FutureUniverseOpenInterestRegressionAlgorithm : OptionUniverseOpenInterestRegressionAlgorithm
+    {
+        public override void Initialize()
+        {
+            SetStartDate(2013, 10, 8);
+            SetEndDate(2013, 10, 8);
+            SetCash(100000);
+
+            var future = AddFuture(Futures.Indices.SP500EMini, Resolution.Minute);
+            future.SetFilter(universe => universe.Contracts(contracts => contracts.Where(x => x.OpenInterest != 0)));
+        }
+
+        /// <summary>
+        /// Gets the chain universe data point stored in the given security cache if any
+        /// </summary>
+        protected override BaseChainUniverseData GetChainUniverseData(Security security)
+        {
+            return security.Cache.GetData<FutureUniverse>();
+        }
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 8494;
+    }
+}