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 testing the SetHolding trading API precision
+### </summary>
+class SetHoldingsRegressionAlgorithm(QCAlgorithm):
+    '''Basic template algorithm simply initializes the date range and cash'''
+
+    asynchronous_orders = False
+
+    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.'''
+
+        self.set_start_date(2013, 10, 7)
+        self.set_end_date(2013, 10, 8)
+        self.add_equity("SPY", Resolution.MINUTE)
+
+    def on_data(self, data):
+        '''OnData 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", 0.1, asynchronous=self.asynchronous_orders)
+            self.set_holdings("SPY", float(0.20), asynchronous=self.asynchronous_orders)
+            self.set_holdings("SPY", np.float64(0.30), asynchronous=self.asynchronous_orders)
+            self.set_holdings("SPY", 1, asynchronous=self.asynchronous_orders)
+
+    def on_end_of_algorithm(self):
+        for ticket in self.transactions.get_order_tickets():
+            if ticket.submit_request.asynchronous != self.asynchronous_orders:
+                raise AssertionError("Expected all orders to have the same asynchronous flag as the algorithm.")