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 *
+
+### <summary>
+### Asserts we can use a Python lambda function as a FuncRiskFreeRateInterestRateModel
+### </summary>
+class FuncRiskFreeRateInterestRateModelWithPythonLambda(QCAlgorithm):
+    def initialize(self):
+        self.set_start_date(2020, 5, 28)
+        self.set_end_date(2020, 6, 28)
+
+        self.add_equity("SPY", Resolution.DAILY)
+        self.model = FuncRiskFreeRateInterestRateModel(lambda dt: 1 if dt.date != datetime(2020, 5, 28) else 0)
+
+    def on_data(self, slice):
+        if self.time.date == datetime(2020, 5, 28) and self.model.get_interest_rate(self.time) != 0:
+            raise AssertionError(f"Risk free interest rate should be 0, but was {self.model.get_interest_rate(self.time)}")
+        elif self.time.date != datetime(2020, 5, 28) and self.model.get_interest_rate(self.time) != 1:
+            raise AssertionError(f"Risk free interest rate should be 1, but was {self.model.get_interest_rate(self.time)}")