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
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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 System.Collections.Generic;
+using QuantConnect.Data;
+using QuantConnect.Data.Fundamental;
+using QuantConnect.Interfaces;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm asserting that multiple universe selection functions are called
+    /// in the order the universes were added to the algorithm
+    /// </summary>
+    public class MultipleUniverseSelectionOrderRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        private int _selectionCallCount;
+
+        public override void Initialize()
+        {
+            SetStartDate(2014, 3, 24);
+            SetEndDate(2014, 3, 28);
+            UniverseSettings.Resolution = Resolution.Daily;
+
+            AddUniverse(SelectAssets1);
+            AddUniverse(SelectAssets2);
+            AddUniverse(SelectAssets3);
+        }
+
+        private IEnumerable<Symbol> SelectAssets1(IEnumerable<Fundamental> fundamentals)
+        {
+            ValidateSelectionOrder(1);
+            return Enumerable.Empty<Symbol>();
+        }
+
+        private IEnumerable<Symbol> SelectAssets2(IEnumerable<Fundamental> fundamentals)
+        {
+            ValidateSelectionOrder(2);
+            return Enumerable.Empty<Symbol>();
+        }
+
+        private IEnumerable<Symbol> SelectAssets3(IEnumerable<Fundamental> fundamentals)
+        {
+            ValidateSelectionOrder(3);
+            return Enumerable.Empty<Symbol>();
+        }
+
+        private void ValidateSelectionOrder(int universeIndex)
+        {
+            var expectedPositionInCycle = universeIndex - 1;
+            if (_selectionCallCount % 3 != expectedPositionInCycle)
+            {
+                throw new RegressionTestException($"Universes are not being selected in the order they were added. Expected universe {expectedPositionInCycle + 1} but got universe {universeIndex}.");
+            }
+            _selectionCallCount++;
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            if (_selectionCallCount < 3)
+            {
+                throw new RegressionTestException($"Expected all 3 universes to be selected at least once, but got {_selectionCallCount} calls.");
+            }
+        }
+
+        public bool CanRunLocally { get; } = true;
+
+        public List<Language> Languages { get; } = new() { Language.CSharp };
+
+        public long DataPoints => -1;
+
+        public int AlgorithmHistoryDataPoints => 0;
+
+        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        public 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", "-0.404"},
+            {"Tracking Error", "0.094"},
+            {"Treynor Ratio", "0"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$0"},
+            {"Lowest Capacity Asset", ""},
+            {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
+        };
+    }
+}