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 *
+
+from OptionModelsConsistencyRegressionAlgorithm import OptionModelsConsistencyRegressionAlgorithm
+
+### <summary>
+### Regression algorithm asserting that when setting custom models for canonical future, a one-time warning is sent
+### informing the user that the contracts models are different (not the custom ones).
+### </summary>
+class ContinuousFutureModelsConsistencyRegressionAlgorithm(OptionModelsConsistencyRegressionAlgorithm):
+
+    def initialize_algorithm(self) -> Security:
+        self.set_start_date(2013, 7, 1)
+        self.set_end_date(2014, 1, 1)
+
+        continuous_contract = self.add_future(Futures.Indices.SP_500_E_MINI,
+                                             data_normalization_mode=DataNormalizationMode.BACKWARDS_PANAMA_CANAL,
+                                             data_mapping_mode=DataMappingMode.OPEN_INTEREST,
+                                             contract_depth_offset=1)
+
+        return continuous_contract