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 +1,42 @@
+# 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 illustrating how to request history data for different data mapping modes.
+### </summary>
+class HistoryWithDifferentDataMappingModeRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2013, 10, 6)
+        self.set_end_date(2014, 1, 1)
+        self._continuous_contract_symbol = self.add_future(Futures.Indices.SP_500_E_MINI, Resolution.DAILY).symbol
+
+    def on_end_of_algorithm(self):
+        history_results = [
+            self.history([self._continuous_contract_symbol], self.start_date, self.end_date, Resolution.DAILY, data_mapping_mode=data_mapping_mode)
+                .droplevel(0, axis=0)
+                .loc[self._continuous_contract_symbol]
+                .close
+            for data_mapping_mode in DataMappingMode
+        ]
+
+        if any(x.size != history_results[0].size for x in history_results):
+            raise AssertionError("History results bar count did not match")
+
+        # Check that close prices at each time are different for different data mapping modes
+        for j in range(history_results[0].size):
+            close_prices = set(history_results[i][j] for i in range(len(history_results)))
+            if len(close_prices) != len(DataMappingMode):
+                raise AssertionError("History results close prices should have been different for each data mapping mode at each time")