chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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>
+### Regression test algorithm for scheduled universe selection GH 3890
+### </summary>
+class FundamentalCustomSelectionTimeRegressionAlgorithm(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._month_start_selection = 0
+        self._month_end_selection = 0
+        self._specific_date_selection = 0
+        self._symbol = Symbol.create("SPY", SecurityType.EQUITY, Market.USA)
+
+        self.set_start_date(2014, 3, 25)
+        self.set_end_date(2014, 5, 10)
+        self.universe_settings.resolution = Resolution.DAILY
+
+        # Test use case A
+        self.add_universe(self.date_rules.month_start(), self.selection_function__month_start)
+
+        # Test use case B
+        other_settings = UniverseSettings(self.universe_settings)
+        other_settings.schedule.on(self.date_rules.month_end())
+
+        self.add_universe(FundamentalUniverse.usa(self.selection_function__month_end, other_settings))
+
+        # Test use case C
+        self.universe_settings.schedule.on(self.date_rules.on(datetime(2014, 5, 9)))
+        self.add_universe(FundamentalUniverse.usa(self.selection_function__specific_date))
+
+    def selection_function__specific_date(self, coarse):
+        self._specific_date_selection += 1
+        if self.time != datetime(2014, 5, 9):
+            raise ValueError("SelectionFunction_SpecificDate unexpected selection: " + str(self.time))
+        return [ self._symbol ]
+
+    def selection_function__month_start(self, coarse):
+        self._month_start_selection += 1
+        if self._month_start_selection == 1:
+            if self.time != self.start_date:
+                raise ValueError("Month Start Unexpected initial selection: " + str(self.time))
+        elif self.time != datetime(2014, 4, 1) and self.time != datetime(2014, 5, 1):
+            raise ValueError("Month Start unexpected selection: " + str(self.time))
+        return [ self._symbol ]
+
+    def selection_function__month_end(self, coarse):
+        self._month_end_selection += 1
+        if self._month_end_selection == 1:
+            if self.time != self.start_date:
+                raise ValueError("Month End unexpected initial selection: " + str(self.time))
+        elif self.time != datetime(2014, 3, 31) and self.time != datetime(2014, 4, 30):
+            raise ValueError("Month End unexpected selection: " + str(self.time))
+        return [ self._symbol ]
+
+    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:
+            self.set_holdings(self._symbol, 1)
+
+    def on_end_of_algorithm(self):
+        if self._month_end_selection != 3:
+            raise ValueError("Month End unexpected selection count: " + str(self._month_end_selection))
+        if self._month_start_selection != 3:
+            raise ValueError("Month Start unexpected selection count: " + str(self._month_start_selection))
+        if self._specific_date_selection != 1:
+            raise ValueError("Specific date unexpected selection count: " + str(self._month_start_selection))