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 *
+
+### <summary>
+### In this algorithm we demonstrate how to use the UniverseSettings
+### to define the data normalization mode (raw)
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="universes" />
+### <meta name="tag" content="coarse universes" />
+### <meta name="tag" content="fine universes" />
+class RawPricesUniverseRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+
+        # what resolution should the data *added* to the universe be?
+        self.universe_settings.resolution = Resolution.DAILY
+
+        # Use raw prices
+        self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW
+
+        self.set_start_date(2014,3,24)    #Set Start Date
+        self.set_end_date(2014,4,7)      #Set End Date
+        self.set_cash(50000)            #Set Strategy Cash
+
+        # Set the security initializer with zero fees and price initial seed
+        securitySeeder = FuncSecuritySeeder(self.get_last_known_prices)
+        self.set_security_initializer(CompositeSecurityInitializer(
+            FuncSecurityInitializer(lambda x: x.set_fee_model(ConstantFeeModel(0))),
+            FuncSecurityInitializer(lambda security: securitySeeder.seed_security(security))))
+
+        self.add_universe("MyUniverse", Resolution.DAILY, self.selection_function)
+
+
+    def selection_function(self, date_time):
+        if date_time.day % 2 == 0:
+            return ["SPY", "IWM", "QQQ"]
+        else:
+            return ["AIG", "BAC", "IBM"]
+
+
+    # this event fires whenever we have changes to our universe
+    def on_securities_changed(self, changes):
+        # liquidate removed securities
+        for security in changes.removed_securities:
+            if security.invested:
+                self.liquidate(security.symbol)
+
+        # we want 20% allocation in each security in our universe
+        for security in changes.added_securities:
+            self.set_holdings(security.symbol, 0.2)