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;
+using System.Collections.Generic;
+using System.Linq;
+using QuantConnect.Data;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Randomly selects the specified number of symbols from the lists below
+    /// </summary>
+    /// <meta name="tag" content="regression test" />
+    public class StressSymbolsAlgorithm : QCAlgorithm
+    {
+        public const int TickSymbolsToRun = 0;
+        public const int SecondSymbolsToRun = 0;
+        public const int MinuteSymbolsToRun = 0;
+        public const int HourSymbolsToRun = 0;
+        public const int DailySymbolsToRun = 1000;
+
+        /// <summary>
+        /// Add Hundreds of Stock and Forex Symbol
+        /// </summary>
+        public override void Initialize()
+        {
+            SetStartDate(2001, 10, 07);
+            SetEndDate(2010, 10, 11);
+            SetCash(250000);
+
+            var allSymbols = StressSymbols.StockSymbols.ToList();//.Concat(ForexSymbols).ToList();
+            if (TickSymbolsToRun + SecondSymbolsToRun + HourSymbolsToRun + DailySymbolsToRun > allSymbols.Count)
+            {
+                throw new RegressionTestException("Too many symbols, all symbols: " + allSymbols.Count);
+            }
+
+
+            var hash = new HashSet<string> {"DNY", "MLNK"};
+            var ticks = GetRandomSymbols(allSymbols, hash, TickSymbolsToRun).ToList();
+            var seconds = GetRandomSymbols(allSymbols, hash, SecondSymbolsToRun).ToList();
+            var minutes = GetRandomSymbols(allSymbols, hash, MinuteSymbolsToRun).ToList();
+            var hours = GetRandomSymbols(allSymbols, hash, HourSymbolsToRun).ToList();
+            var daily = GetRandomSymbols(allSymbols, hash, DailySymbolsToRun).ToList();
+
+            AddSecurity(ticks, Resolution.Tick);
+            AddSecurity(seconds, Resolution.Second);
+            AddSecurity(minutes, Resolution.Minute);
+            AddSecurity(hours, Resolution.Hour);
+            AddSecurity(daily, Resolution.Daily);
+
+            //SetUniverse(coarse => coarse.Take(1));
+        }
+
+        private void AddSecurity(IEnumerable<string> symbols, Resolution resolution)
+        {
+            foreach (var symbol in symbols)
+            {
+                var securityType = StressSymbols.ForexSymbols.Contains(symbol) ? SecurityType.Forex : SecurityType.Equity;
+                AddSecurity(securityType, symbol, resolution);
+            }
+        }
+
+        private IEnumerable<string> GetRandomSymbols(List<string> allSymbols, HashSet<string> hash, int numberOfSymbols)
+        {
+            return Enumerable.Range(0, numberOfSymbols).Select(x => GetRandomItem(allSymbols, hash));
+        }
+
+        private readonly Random _random = new Random();
+        private string GetRandomItem(IReadOnlyList<string> list, HashSet<string> hash)
+        {
+            var count = 0;
+            string item;
+            do
+            {
+                item = list[_random.Next(list.Count)];
+                count++;
+            }
+            while (!hash.Add(item) && count < list.Count*2);
+            return item;
+        }
+
+        /// <summary>
+        /// data event handler
+        /// </summary>
+        public override void OnData(Slice slice)
+        {
+
+        }
+    }
+}