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
@@ -0,0 +1,44 @@
+# 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 *
+
+### <summary>
+### Regression algorithm asserting a default symbol is created using equity market when scheduling if none found
+### </summary>
+class DefaultSchedulingSymbolRegressionAlgorithm(QCAlgorithm):
+    def initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+        self.set_start_date(2013, 10, 7)
+        self.set_end_date(2013, 10, 11)
+
+        # implicitly figured usa equity
+        self.schedule.on(self.date_rules.tomorrow, self.time_rules.after_market_open("AAPL"), self._implicit_check)
+
+        # picked up from cache
+        self.add_index("SPX")
+        self.schedule.on(self.date_rules.tomorrow, self.time_rules.before_market_close("SPX", extended_market_close = True), self._explicit_check)
+
+    def _implicit_check(self):
+        self._implicitChecked = True
+        if self.time.time() != time(9, 30, 0):
+            raise RegressionTestException(f"Unexpected time of day {self.time.time()}")
+
+    def _explicit_check(self):
+        self._explicitChecked = True
+        if self.time.time() != time(16, 15, 0):
+            raise RegressionTestException(f"Unexpected time of day {self.time.time()}")
+
+    def on_end_of_algorithm(self):
+        if not self._explicitChecked or not self._implicitChecked:
+            raise RegressionTestException("Failed to run expected checks!")