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.
+
+from AlgorithmImports import *
+
+### <summary>
+### Test algorithm using 'QCAlgorithm.add_risk_management(IRiskManagementModel)'
+### </summary>
+class AddRiskManagementAlgorithm(QCAlgorithm):
+    '''Basic template framework algorithm uses framework components to define the algorithm.'''
+
+    def initialize(self):
+        ''' Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+        self.universe_settings.resolution = Resolution.MINUTE
+
+        self.set_start_date(2013,10,7)   #Set Start Date
+        self.set_end_date(2013,10,11)    #Set End Date
+        self.set_cash(100000)           #Set Strategy Cash
+
+        symbols = [ Symbol.create("SPY", SecurityType.EQUITY, Market.USA) ]
+
+        # set algorithm framework models
+        self.set_universe_selection(ManualUniverseSelectionModel(symbols))
+        self.set_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(minutes = 20), 0.025, None))
+        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
+        self.set_execution(ImmediateExecutionModel())
+
+        # Both setting methods should work
+        risk_model = CompositeRiskManagementModel(MaximumDrawdownPercentPortfolio(0.02))
+        risk_model.add_risk_management(MaximumUnrealizedProfitPercentPerSecurity(0.01))
+
+        self.set_risk_management(MaximumDrawdownPercentPortfolio(0.02))
+        self.add_risk_management(MaximumUnrealizedProfitPercentPerSecurity(0.01))
+