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 Selection.FundamentalUniverseSelectionModel import FundamentalUniverseSelectionModel
+
+### <summary>
+### Regression algorithm showing how to implement a custom universe selection model and asserting it's behavior
+### </summary>
+class CustomUniverseSelectionModelRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2014,3,24)
+        self.set_end_date(2014,4,7)
+
+        self.universe_settings.resolution = Resolution.DAILY
+        self.set_universe_selection(MyCustomUniverseSelectionModel())
+
+    def on_data(self, data):
+        '''on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+
+        Arguments:
+            data: Slice object keyed by symbol containing the stock data
+        '''
+        if not self.portfolio.invested:
+            for kvp in self.active_securities:
+                self.set_holdings(kvp.key, 0.1)
+
+class MyCustomUniverseSelectionModel(FundamentalUniverseSelectionModel):
+
+    def __init__(self, universe_settings = None):
+        super().__init__(universe_settings)
+        self._selected = False
+
+    def select(self, algorithm, fundamental):
+        if not self._selected:
+            self._selected = True
+            return [ Symbol.create('AAPL', SecurityType.EQUITY, Market.USA) ]
+        return Universe.UNCHANGED