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
@@ -0,0 +1,55 @@
+/*
+ * 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>
+    /// Regression algorithm asserting the behavior of option warmup
+    /// </summary>
+    public class WarmupOptionResolutionRegressionAlgorithm : WarmupOptionRegressionAlgorithm
+    {
+        public override void Initialize()
+        {
+            base.Initialize();
+
+            SetWarmUp(1, Resolution.Daily);
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            var start = new DateTime(2015, 12, 23, 16, 0, 0);
+            var end = new DateTime(2015, 12, 24, 0, 0, 0);
+            var count = 0;
+            do
+            {
+                if (OptionWarmupTimes[count] != start)
+                {
+                    throw new RegressionTestException($"Unexpected time {OptionWarmupTimes[count]} expected {start}");
+                }
+                count++;
+                start = start.AddDays(1);
+            }
+            while (start < end);
+        }
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 84590;
+    }
+}