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 CustomBrokerageModelRegressionAlgorithm import CustomBrokerageModel
+
+### <summary>
+### Regression algorithm to test we can specify a custom settlement model, and override some of its methods
+### </summary>
+class CustomSettlementModelRegressionAlgorithm(QCAlgorithm):
+    def initialize(self):
+        self.set_start_date(2013,10,7)
+        self.set_end_date(2013,10,11)
+        self.set_cash(10000)
+        self.spy = self.add_equity("SPY", Resolution.DAILY)
+        self.set_settlement_model(self.spy)
+
+    def set_settlement_model(self, security):
+        self.set_brokerage_model(CustomBrokerageModelWithCustomSettlementModel())
+
+    def on_data(self, slice):
+        if self.portfolio.cash_book[Currencies.USD].amount == 10000:
+            parameters = ApplyFundsSettlementModelParameters(self.portfolio, self.spy, self.time, CashAmount(101, Currencies.USD), None)
+            self.spy.settlement_model.apply_funds(parameters)
+
+    def on_end_of_algorithm(self):
+        if self.portfolio.cash_book[Currencies.USD].amount != 10101:
+            raise AssertionError(f"It was expected to have 10101 USD in Portfolio, but was {self.portfolio.cash_book[Currencies.USD].amount}")
+        parameters = ScanSettlementModelParameters(self.portfolio, self.spy, datetime(2013, 10, 6))
+        self.spy.settlement_model.scan(parameters)
+        if self.portfolio.cash_book[Currencies.USD].amount != 10000:
+            raise AssertionError(f"It was expected to have 10000 USD in Portfolio, but was {self.portfolio.cash_book[Currencies.USD].amount}")
+
+class CustomSettlementModel:
+    def apply_funds(self, parameters):
+        self.currency = parameters.cash_amount.currency
+        self.amount = parameters.cash_amount.amount
+        parameters.portfolio.cash_book[self.currency].add_amount(self.amount)
+
+    def scan(self, parameters):
+        if parameters.utc_time == datetime(2013, 10, 6):
+            parameters.portfolio.cash_book[self.currency].add_amount(-self.amount)
+
+    def get_unsettled_cash(self):
+        return None
+
+class CustomBrokerageModelWithCustomSettlementModel(CustomBrokerageModel):
+    def get_settlement_model(self, security):
+        return CustomSettlementModel()