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>
+### Regression algorithm to test we can liquidate our portfolio holdings using order properties
+### </summary>
+class CanLiquidateWithOrderPropertiesRegressionAlgorithm(QCAlgorithm):
+    def initialize(self):
+        self.set_start_date(2014, 6, 5)
+        self.set_end_date(2014, 6, 6)
+        self.set_cash(100000)
+        
+        self.open_exchange = datetime(2014, 6, 6, 10, 0, 0)
+        self.close_exchange = datetime(2014, 6, 6, 16, 0, 0)
+        self.add_equity("AAPL", resolution = Resolution.MINUTE)
+    
+    def on_data(self, slice):
+        if self.time > self.open_exchange and self.time < self.close_exchange:
+            if not self.portfolio.invested:
+                self.market_order("AAPL", 10)
+            else:
+                order_properties = OrderProperties()
+                order_properties.time_in_force = TimeInForce.DAY
+                tickets = self.liquidate(asynchronous = True, order_properties = order_properties)
+                for ticket in tickets:
+                    if ticket.submit_request.order_properties.time_in_force != TimeInForce.DAY:
+                        raise AssertionError(f"The TimeInForce for all orders should be daily, but it was {ticket.submit_request.order_properties.time_in_force}")