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>
+### Example algorithm using and asserting the behavior of auxiliary data handlers
+### </summary>
+class AuxiliaryDataHandlersRegressionAlgorithm(QCAlgorithm):
+
+    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.set_start_date(2007, 5, 16)
+        self.set_end_date(2015, 1, 1)
+
+        self.universe_settings.resolution = Resolution.DAILY
+
+        # will get delisted
+        self.add_equity("AAA.1")
+
+        # get's remapped
+        self.add_equity("SPWR")
+
+        # has a split & dividends
+        self.add_equity("AAPL")
+
+    def on_delistings(self, delistings: Delistings):
+        self._on_delistings_called = True
+
+    def on_symbol_changed_events(self, symbolsChanged: SymbolChangedEvents):
+        self._on_symbol_changed_events = True
+
+    def on_splits(self, splits: Splits):
+        self._on_splits = True
+
+    def on_dividends(self, dividends: Dividends):
+        self._on_dividends = True
+
+    def on_end_of_algorithm(self):
+        if not self._on_delistings_called:
+            raise ValueError("OnDelistings was not called!")
+        if not self._on_symbol_changed_events:
+            raise ValueError("OnSymbolChangedEvents was not called!")
+        if not self._on_splits:
+            raise ValueError("OnSplits was not called!")
+        if not self._on_dividends:
+            raise ValueError("OnDividends was not called!")