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 for testing that period-based history requests are not allowed with tick resolution
+### </summary>
+class PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm(QCAlgorithm):
+    def initialize(self):
+        self.set_start_date(2013, 10, 8)
+        self.set_end_date(2013, 10, 9)
+
+        spy = self.add_equity("SPY", Resolution.TICK).symbol
+
+        # Tick resolution is not allowed for period-based history requests
+        self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick](spy, 1),
+            "Tick history call with implicit tick resolution")
+        self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick](spy, 1, Resolution.TICK),
+            "Tick history call with explicit tick resolution")
+        self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick]([spy], 1),
+            "Tick history call with symbol array with implicit tick resolution")
+        self.assert_that_history_throws_for_tick_resolution(lambda: self.history[Tick]([spy], 1, Resolution.TICK),
+            "Tick history call with symbol array with explicit tick resolution")
+
+        history = self.history[Tick](spy, TimeSpan.from_hours(12))
+        # Check whether history has data without enumerating the whole list
+        if not any(x for x in history):
+            raise AssertionError("On history call with implicit tick resolution: history returned no results")
+
+        history = self.history[Tick](spy, TimeSpan.from_hours(12), Resolution.TICK)
+        if not any(x for x in history):
+            raise AssertionError("On history call with explicit tick resolution: history returned no results")
+
+        # We already tested what we wanted to test, we can quit now
+        self.quit()
+
+    def assert_that_history_throws_for_tick_resolution(self, history_call, history_call_description):
+        try:
+            history_call()
+            raise AssertionError(f"{history_call_description}: expected an exception to be thrown")
+        except InvalidOperationException:
+            # expected
+            pass