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 +1,127 @@
+# 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>
+### Example algorithm showing that Slice, Securities and Portfolio behave as a Python Dictionary
+### </summary>
+class PythonDictionaryFeatureRegressionAlgorithm(QCAlgorithm):
+    '''Example algorithm showing that Slice, Securities and Portfolio behave as a Python Dictionary'''
+
+    def initialize(self):
+
+        self.set_start_date(2013,10, 7)  #Set Start Date
+        self.set_end_date(2013,10,11)    #Set End Date
+        self.set_cash(100000)           #Set Strategy Cash
+
+        self.spy_symbol = self.add_equity("SPY").symbol
+        self.ibm_symbol = self.add_equity("IBM").symbol
+        self.aig_symbol = self.add_equity("AIG").symbol
+        self.aapl_symbol = Symbol.create("AAPL", SecurityType.EQUITY, Market.USA)
+
+        date_rules = self.date_rules.on(2013, 10, 7)
+        self.schedule.on(date_rules, self.time_rules.at(13, 0), self.test_securities_dictionary)
+        self.schedule.on(date_rules, self.time_rules.at(14, 0), self.test_portfolio_dictionary)
+        self.schedule.on(date_rules, self.time_rules.at(15, 0), self.test_slice_dictionary)
+
+    def test_slice_dictionary(self):
+        slice = self.current_slice
+
+        symbols = ', '.join([f'{x}' for x in slice.keys()])
+        slice_data = ', '.join([f'{x}' for x in slice.values()])
+        slice_bars = ', '.join([f'{x}' for x in slice.bars.values()])
+
+        if "SPY" not in slice:
+            raise AssertionError('SPY (string) is not in Slice')
+
+        if self.spy_symbol not in slice:
+            raise AssertionError('SPY (Symbol) is not in Slice')
+
+        spy = slice.get(self.spy_symbol)
+        if spy is None:
+            raise AssertionError('SPY is not in Slice')
+
+        for symbol, bar in slice.bars.items():
+            self.plot(symbol, 'Price', bar.close)
+
+
+    def test_securities_dictionary(self):
+        symbols = ', '.join([f'{x}' for x in self.securities.keys()])
+        leverages = ', '.join([str(x.get_last_data()) for x in self.securities.values()])
+
+        if "IBM" not in self.securities:
+            raise AssertionError('IBM (string) is not in Securities')
+
+        if self.ibm_symbol not in self.securities:
+            raise AssertionError('IBM (Symbol) is not in Securities')
+
+        ibm = self.securities.get(self.ibm_symbol)
+        if ibm is None:
+            raise AssertionError('ibm is None')
+
+        aapl = self.securities.get(self.aapl_symbol)
+        if aapl is not None:
+            raise AssertionError('aapl is not None')
+
+        for symbol, security in self.securities.items():
+            self.plot(symbol, 'Price', security.price)
+
+    def test_portfolio_dictionary(self):
+        symbols = ', '.join([f'{x}' for x in self.portfolio.keys()])
+        leverages = ', '.join([f'{x.symbol}: {x.leverage}' for x in self.portfolio.values()])
+
+        if "AIG" not in self.securities:
+            raise AssertionError('AIG (string) is not in Portfolio')
+
+        if self.aig_symbol not in self.securities:
+            raise AssertionError('AIG (Symbol) is not in Portfolio')
+
+        aig = self.portfolio.get(self.aig_symbol)
+        if aig is None:
+            raise AssertionError('aig is None')
+
+        aapl = self.portfolio.get(self.aapl_symbol)
+        if aapl is not None:
+            raise AssertionError('aapl is not None')
+
+        for symbol, holdings in self.portfolio.items():
+            msg = f'{symbol}: {holdings.leverage}'
+
+    def on_end_of_algorithm(self):
+
+        portfolio_copy = self.portfolio.copy()
+        try:
+            self.portfolio.clear()  # Throws exception
+        except Exception as e:
+            self.debug(e)
+
+        bar = self.securities.pop("SPY")
+        length = len(self.securities)
+        if length != 2:
+            raise AssertionError(f'After popping SPY, Securities should have 2 elements, {length} found')
+
+        securities_copy = self.securities.copy()
+        self.securities.clear()    # Does not throw
+
+
+    def on_data(self, data):
+        '''on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+
+        Arguments:
+            data: Slice object keyed by symbol containing the stock data
+        '''
+        if not self.portfolio.invested:
+            self.set_holdings("SPY", 1/3)
+            self.set_holdings("IBM", 1/3)
+            self.set_holdings("AIG", 1/3)