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;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// This algorithm is a regression test for issue #2018 and PR #2038.
+    /// </summary>
+    public class OptionDataNullReferenceRegressionAlgorithm : QCAlgorithm
+    {
+        public override void Initialize()
+        {
+            SetStartDate(2016, 12, 1);
+            SetEndDate(2017, 1, 1);
+            SetCash(500000);
+
+            AddEquity("DUST");
+
+            var option = AddOption("DUST");
+
+            option.SetFilter(u => u.IncludeWeeklys()
+                                   .Strikes(-1, +1)
+                                   .Expiration(TimeSpan.FromDays(25), TimeSpan.FromDays(100)));
+        }
+    }
+}