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 *
+
+class HistoryRequestBenchmark(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2010, 1, 1)
+        self.set_end_date(2018, 1, 1)
+        self.set_cash(10000)
+        self._symbol = self.add_equity("SPY").symbol
+
+    def on_end_of_day(self, symbol):
+        minute_history = self.history([self._symbol], 60, Resolution.MINUTE)
+        last_hour_high = 0
+        for index, row in minute_history.loc["SPY"].iterrows():
+            if last_hour_high < row["high"]:
+                last_hour_high = row["high"]
+
+        daily_history = self.history([self._symbol], 1, Resolution.DAILY).loc["SPY"].head()
+        daily_history_high = daily_history["high"]
+        daily_history_low = daily_history["low"]
+        daily_history_open = daily_history["open"]