chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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 *
+
+from Alphas.RsiAlphaModel import RsiAlphaModel
+from Alphas.EmaCrossAlphaModel import EmaCrossAlphaModel
+from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel
+
+### <summary>
+### Show cases how to use the CompositeAlphaModel to define.
+### </summary>
+class CompositeAlphaModelFrameworkAlgorithm(QCAlgorithm):
+    '''Show cases how to use the CompositeAlphaModel to define.'''
+
+    def initialize(self):
+        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
+
+        # even though we're using a framework algorithm, we can still add our securities
+        # using the AddEquity/Forex/Crypto/ect methods and then pass them into a manual
+        # universe selection model using securities.keys()
+        self.add_equity("SPY")
+        self.add_equity("IBM")
+        self.add_equity("BAC")
+        self.add_equity("AIG")
+
+        # define a manual universe of all the securities we manually registered
+        self.set_universe_selection(ManualUniverseSelectionModel())
+
+        # define alpha model as a composite of the rsi and ema cross models
+        self.set_alpha(CompositeAlphaModel(RsiAlphaModel(), EmaCrossAlphaModel()))
+
+        # default models for the rest
+        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
+        self.set_execution(ImmediateExecutionModel())
+        self.set_risk_management(NullRiskManagementModel())