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>
+### Algorithm illustrating how to get a security's industry-standard identifier from its `Symbol`
+### </summary>
+class IndustryStandardSecurityIdentifiersRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2014, 6, 5)
+        self.set_end_date(2014, 6, 5)
+
+        equity = self.add_equity("AAPL").symbol
+
+        cusip = equity.cusip
+        composite_figi = equity.composite_figi
+        sedol = equity.sedol
+        isin = equity.isin
+        cik = equity.cik
+
+        self.check_symbol_representation(cusip, "CUSIP")
+        self.check_symbol_representation(composite_figi, "Composite FIGI")
+        self.check_symbol_representation(sedol, "SEDOL")
+        self.check_symbol_representation(isin, "ISIN")
+        self.check_symbol_representation(f"{cik}", "CIK")
+
+        # Check Symbol API vs QCAlgorithm API
+        self.check_ap_is_symbol_representations(cusip, self.cusip(equity), "CUSIP")
+        self.check_ap_is_symbol_representations(composite_figi, self.composite_figi(equity), "Composite FIGI")
+        self.check_ap_is_symbol_representations(sedol, self.sedol(equity), "SEDOL")
+        self.check_ap_is_symbol_representations(isin, self.isin(equity), "ISIN")
+        self.check_ap_is_symbol_representations(f"{cik}", f"{self.cik(equity)}", "CIK")
+
+        self.log(f"\n_aapl CUSIP: {cusip}"
+                 f"\n_aapl Composite FIGI: {composite_figi}"
+                 f"\n_aapl SEDOL: {sedol}"
+                 f"\n_aapl ISIN: {isin}"
+                 f"\n_aapl CIK: {cik}")
+
+    def check_symbol_representation(self, symbol: str, standard: str) -> None:
+        if not symbol:
+            raise AssertionError(f"{standard} symbol representation is null or empty")
+
+    def check_ap_is_symbol_representations(self, symbol_api_symbol: str, algorithm_api_symbol: str, standard: str) -> None:
+        if symbol_api_symbol != algorithm_api_symbol:
+            raise AssertionError(f"Symbol API {standard} symbol representation ({symbol_api_symbol}) does not match "
+                            f"QCAlgorithm API {standard} symbol representation ({algorithm_api_symbol})")