chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// This algorithm shows how you can handle universe selection in anyway you like,
+    /// at any time you like. This algorithm has a list of 10 stocks that it rotates
+    /// through every hour.
+    /// </summary>
+    /// <meta name="tag" content="using data" />
+    /// <meta name="tag" content="universes" />
+    /// <meta name="tag" content="custom universes" />
+    public class UserDefinedUniverseAlgorithm : QCAlgorithm
+    {
+        private static readonly IReadOnlyList<string> Symbols = new List<string>
+        {
+            "SPY", "GOOG", "IBM", "AAPL", "MSFT", "CSCO", "ADBE", "WMT",
+        };
+
+        public override void Initialize()
+        {
+            UniverseSettings.Resolution = Resolution.Hour;
+
+            SetStartDate(2015, 01, 01);
+            SetEndDate(2015, 12, 01);
+
+            AddUniverse("my-universe-name", Resolution.Hour, time =>
+            {
+                var hour = time.Hour;
+                var index = hour%Symbols.Count;
+                return new List<string> {Symbols[index]};
+            });
+        }
+
+        public override void OnData(Slice slice)
+        {
+        }
+
+        public override void OnSecuritiesChanged(SecurityChanges changes)
+        {
+            foreach (var removed in changes.RemovedSecurities)
+            {
+                if (removed.Invested)
+                {
+                    Liquidate(removed.Symbol);
+                }
+            }
+
+            foreach (var added in changes.AddedSecurities)
+            {
+                SetHoldings(added.Symbol, 1/(decimal)changes.AddedSecurities.Count);
+            }
+        }
+    }
+}