chore: import upstream snapshot with attribution

Algorithm.Python/SecurityDynamicPropertyPythonClassAlgorithm.py

@@ -0,0 +1,60 @@
+# 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 collections import deque
+
+import numpy as np
+
+### <summary>
+### Algorithm asserting that security dynamic properties keep Python references to the Python class they are instances of,
+### specifically when this class is a subclass of a C# class.
+### </summary>
+class SecurityDynamicPropertyPythonClassAlgorithm(QCAlgorithm):
+    def initialize(self) -> None:
+        self.set_start_date(2013, 10, 7)
+        self.set_end_date(2013, 10, 7)
+
+        self._spy = self.add_equity("SPY", Resolution.MINUTE)
+
+        custom_sma = CustomSimpleMovingAverage('custom', 60)
+        self._spy.custom_sma = custom_sma
+        custom_sma.security = self._spy
+
+        self.register_indicator(self._spy.symbol, self._spy.custom_sma, Resolution.MINUTE)
+
+    def on_warmup_finished(self) -> None:
+        if type(self._spy.custom_sma) != CustomSimpleMovingAverage:
+            raise AssertionError("spy.custom_sma is not an instance of CustomSimpleMovingAverage")
+
+        if not self._spy.custom_sma.security:
+            raise AssertionError("spy.custom_sma.security is None")
+        else:
+            self.debug(f"spy.custom_sma.security.symbol: {self._spy.custom_sma.security.symbol}")
+
+    def on_data(self, slice: Slice) -> None:
+        if self._spy.custom_sma.is_ready:
+            self.debug(f"CustomSMA: {self._spy.custom_sma.current.value}")
+
+class CustomSimpleMovingAverage(PythonIndicator):
+    def __init__(self, name: str, period: int) -> None:
+        super().__init__()
+        self.name = name
+        self.value = 0
+        self._queue = deque(maxlen=period)
+
+    def update(self, input: IndicatorDataPoint) -> bool:
+        self._queue.appendleft(input.value)
+        count = len(self._queue)
+        self.value = np.sum(self._queue) / count
+        return count == self._queue.maxlen