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.
+
+from AlgorithmImports import *
+
+### <summary>
+### This example demonstrates how to use the FutureUniverseSelectionModel to select futures contracts for a given underlying asset.
+### The model is set to update daily, and the algorithm ensures that the selected contracts meet specific criteria.
+### This also includes a check to ensure that only future contracts are added to the algorithm's universe.
+### </summary>
+class AddFutureUniverseSelectionModelRegressionAlgorithm(QCAlgorithm):
+    def initialize(self):
+        self.set_start_date(2013, 10, 8)
+        self.set_end_date(2013, 10, 10)
+        
+        self.set_universe_selection(FutureUniverseSelectionModel(
+            timedelta(days=1),
+            lambda time: [ Symbol.create(Futures.Indices.SP_500_E_MINI, SecurityType.FUTURE, Market.CME) ]
+        ))
+    
+    def on_securities_changed(self, changes):
+        if len(changes.added_securities) > 0:
+            for security in changes.added_securities:
+                if security.symbol.security_type != SecurityType.FUTURE:
+                    raise RegressionTestException(f"Expected future security, but found '{security.symbol.security_type}'")
+                if security.symbol.id.symbol != "ES":
+                    raise RegressionTestException(f"Expected future symbol 'ES', but found '{security.symbol.id.symbol}'")
+
+    def on_end_of_algorithm(self):
+        if len(self.active_securities) == 0:
+            raise RegressionTestException("No active securities found. Expected at least one active security")