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 +1,56 @@
+# 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 to demostrate the event handlers of Brokerage activities
+### </summary>
+### <meta name="tag" content="using quantconnect" />
+class BrokerageActivityEventHandlingAlgorithm(QCAlgorithm):
+
+    ### <summary>
+    ### Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
+    ### </summary>
+    def initialize(self):
+        self.set_start_date(2013, 10, 7)
+        self.set_end_date(2013, 10, 11)
+        self.set_cash(100000)
+
+        self.add_equity("SPY", Resolution.MINUTE)
+
+    ### <summary>
+    ### on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+    ### </summary>
+    ### <param name="data">Slice object keyed by symbol containing the stock data</param>
+    def on_data(self, data):
+        if not self.portfolio.invested:
+            self.set_holdings("SPY", 1)
+
+    ### <summary>
+    ### Brokerage message event handler. This method is called for all types of brokerage messages.
+    ### </summary>
+    def on_brokerage_message(self, message_event):
+        self.debug(f"Brokerage meesage received - {message_event.to_string()}")
+
+    ### <summary>
+    ### Brokerage disconnected event handler. This method is called when the brokerage connection is lost.
+    ### </summary>
+    def on_brokerage_disconnect(self):
+        self.debug(f"Brokerage disconnected!")
+
+    ### <summary>
+    ### Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.
+    ### </summary>
+    def on_brokerage_reconnect(self):
+        self.debug(f"Brokerage reconnected!")