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>
+### Regression algorithm asserting 'OnWarmupFinished' is being called
+### </summary>
+class OnWarmupFinishedRegressionAlgorithm(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.set_start_date(2013,10, 8)  #Set Start Date
+        self.set_end_date(2013,10,11)    #Set End Date
+        self.set_cash(100000)           #Set Strategy Cash
+
+        self.add_equity("SPY", Resolution.MINUTE)
+        self.set_warmup(timedelta(days = 1))
+        self._on_warmup_finished = 0
+    
+    def on_warmup_finished(self):
+        self._on_warmup_finished += 1
+    
+    def on_end_of_algorithm(self):
+        if self._on_warmup_finished != 1:
+            raise AssertionError(f"Unexpected OnWarmupFinished call count {self._on_warmup_finished}")