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 Alphas.ConstantAlphaModel import ConstantAlphaModel
+from Selection.EmaCrossUniverseSelectionModel import EmaCrossUniverseSelectionModel
+from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel
+
+### <summary>
+### Framework algorithm that uses the EmaCrossUniverseSelectionModel to
+### select the universe based on a moving average cross.
+### </summary>
+class EmaCrossUniverseSelectionFrameworkAlgorithm(QCAlgorithm):
+    '''Framework algorithm that uses the EmaCrossUniverseSelectionModel to select the universe based on a moving average cross.'''
+
+    def initialize(self):
+
+        self.set_start_date(2013,1,1)
+        self.set_end_date(2015,1,1)
+        self.set_cash(100000)
+
+        fast_period = 100
+        slow_period = 300
+        count = 10
+
+        self.universe_settings.leverage = 2.0
+        self.universe_settings.resolution = Resolution.DAILY
+
+        self.set_universe_selection(EmaCrossUniverseSelectionModel(fast_period, slow_period, count))
+        self.set_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(1), None, None))
+        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())