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 +1,49 @@
+# 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>
+### This regression algorithm verifies automatic option contract assignment behavior.
+### </summary>
+class OptionAssignmentRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2015, 12, 23)
+        self.set_end_date(2015, 12, 28)
+        self.set_cash(100000)
+        self.stock = self.add_equity("GOOG", Resolution.MINUTE)
+
+        contracts = list(self.option_chain(self.stock.symbol))
+
+        self.put_option_symbol = sorted(
+            [c for c in contracts if c.id.option_right == OptionRight.PUT and c.id.strike_price == 800],
+            key=lambda c: c.id.date
+        )[0]
+
+        self.call_option_symbol = sorted(
+            [c for c in contracts if c.id.option_right == OptionRight.CALL and c.id.strike_price == 600],
+            key=lambda c: c.id.date
+        )[0]
+
+        self.put_option = self.add_option_contract(self.put_option_symbol)
+        self.call_option = self.add_option_contract(self.call_option_symbol)
+
+    def on_data(self, data):
+        if not self.portfolio.invested and self.stock.price != 0 and self.put_option.price != 0 and self.call_option.price != 0:
+            #this gets executed on start and after each auto-assignment, finally ending with expiration assignment
+            if self.time < self.put_option_symbol.id.date:
+                self.market_order(self.put_option_symbol, -1)
+
+            if self.time < self.call_option_symbol.id.date:
+                self.market_order(self.call_option_symbol, -1)