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 CustomDataRegressionAlgorithm import Bitcoin
+
+### <summary>
+### Regression algorithm used to verify that get_data(type) correctly retrieves
+### the latest custom data stored in the security cache.
+### </summary>
+class CustomDataSecurityCacheGetDataRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self) -> None:
+        self.set_start_date(2020,1,5)
+        self.set_end_date(2020,1,10)
+
+        self.add_data(Bitcoin, "BTC", Resolution.DAILY)
+
+        seeder = FuncSecuritySeeder(self.get_last_known_prices)
+        self.set_security_initializer(lambda x: seeder.seed_security(x))
+
+    def on_data(self, data: Slice) -> None:
+        bitcoin = self.securities['BTC'].cache.get_data(Bitcoin)
+        if bitcoin is None:
+            raise RegressionTestException("Expected Bitcoin data in cache, but none was found")
+        if bitcoin.value == 0:
+            raise RegressionTestException("Expected Bitcoin value to be non-zero")
+        
+        bitcoin_from_slice = list(data.get(Bitcoin).values())[0]
+        if bitcoin_from_slice != bitcoin:
+            raise RegressionTestException("Expected cached Bitcoin to match the one from Slice")