chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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 *
+from OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm import OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm
+
+### <summary>
+### Regression algorithm exercising an equity covered European style option, using an option price model
+### that supports European style options and asserting that the option price model is used.
+### </summary>
+class OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm(OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm):
+    def initialize(self):
+        OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.initialize(self)
+
+        # We want to match the start time of the base algorithm. SPX index options data time zone is chicago, algorithm time zone is new york (default).
+        # Base algorithm warmup is 7 bar of daily resolution starts at 23 PM new york time of T-1. So to match the same start time
+        # we go back a 9 day + 23 hours, we need to account for a single weekend. This is calculated by 'Time.GET_START_TIME_FOR_TRADE_BARS'
+        self.set_warmup(TimeSpan.from_hours(24 * 9 + 23))