chore: import upstream snapshot with attribution

Algorithm.CSharp/IndexOptionChainApisConsistencyRegressionAlgorithm.cs

@@ -0,0 +1,45 @@
+/*
+ * 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 QuantConnect.Securities.Option;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm asserting that the option chain APIs return consistent values for index options
+    /// See <see cref="QCAlgorithm.OptionChain(Symbol)"/> and <see cref="QCAlgorithm.OptionChainProvider"/>
+    /// </summary>
+    public class IndexOptionChainApisConsistencyRegressionAlgorithm : OptionChainApisConsistencyRegressionAlgorithm
+    {
+        protected override DateTime TestDate => new DateTime(2021, 1, 4);
+
+        protected override Option GetOption()
+        {
+            return AddIndexOption("SPX");
+        }
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 2862;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 2;
+    }
+}