chore: import upstream snapshot with attribution

Algorithm.Python/OptionModelsConsistencyRegressionAlgorithm.py

@@ -0,0 +1,68 @@
+# 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 asserting that when setting custom models for canonical securities, a one-time warning is sent
+### informing the user that the contracts models are different (not the custom ones).
+### </summary>
+class OptionModelsConsistencyRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self) -> None:
+        security = self.initialize_algorithm()
+        self.set_models(security)
+
+        # Using a custom security initializer derived from BrokerageModelSecurityInitializer
+        # to check that the models are correctly set in the security even when the
+        # security initializer is derived from said class in Python
+        self.set_security_initializer(CustomSecurityInitializer(self.brokerage_model, SecuritySeeder.NULL))
+
+        self.set_benchmark(lambda x: 0)
+
+    def initialize_algorithm(self) -> Security:
+        self.set_start_date(2015, 12, 24)
+        self.set_end_date(2015, 12, 24)
+
+        equity = self.add_equity("GOOG", leverage=4)
+        option = self.add_option(equity.symbol)
+        option.set_filter(lambda u: u.strikes(-2, +2).expiration(0, 180))
+
+        return option
+
+    def set_models(self, security: Security) -> None:
+        security.set_fill_model(CustomFillModel())
+        security.set_fee_model(CustomFeeModel())
+        security.set_buying_power_model(CustomBuyingPowerModel())
+        security.set_slippage_model(CustomSlippageModel())
+        security.set_volatility_model(CustomVolatilityModel())
+
+class CustomSecurityInitializer(BrokerageModelSecurityInitializer):
+    def __init__(self, brokerage_model: IBrokerageModel, security_seeder: ISecuritySeeder):
+        super().__init__(brokerage_model, security_seeder)
+
+class CustomFillModel(FillModel):
+    pass
+
+class CustomFeeModel(FeeModel):
+    pass
+
+class CustomBuyingPowerModel(BuyingPowerModel):
+    pass
+
+class CustomSlippageModel(ConstantSlippageModel):
+    def __init__(self):
+        super().__init__(0)
+
+class CustomVolatilityModel(BaseVolatilityModel):
+    pass