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.Collections.Generic;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    public class SecuritySessionDailyNoPreciseEndTimeRegressionAlgorithm : SecuritySessionRegressionAlgorithm
+    {
+        protected override Resolution Resolution => Resolution.Daily;
+        protected override bool DailyPreciseEndTime => false;
+
+        protected override void ConfigureSchedule()
+        {
+            Schedule.On(DateRules.EveryDay(), TimeRules.At(0, 0, 1), ValidateSessionBars);
+        }
+
+        protected override void ValidateSessionBars()
+        {
+            if (ProcessedDataCount == 0)
+            {
+                return;
+            }
+            var session = Security.Session;
+            PreviousSessionBar = new TradeBar(CurrentDate, Security.Symbol, Open, High, Low, Close, Volume);
+
+            // At this point the data was consolidated so we can check the previous session bar (index 1)
+            if (session[1].Open != Open
+                || session[1].High != High
+                || session[1].Low != Low
+                || session[1].Close != Close
+                || session[1].Volume != Volume)
+            {
+                throw new RegressionTestException("Mismatch in current session bar (OHLCV)");
+            }
+        }
+
+
+        /// <summary>
+        /// This is used by the regression test system to indicate which languages this algorithm is written in.
+        /// </summary>
+        public override List<Language> Languages { get; } = new() { Language.CSharp };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 48;
+    }
+}