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 datetime import timedelta
+from AlgorithmImports import *
+
+### <summary>
+### Regression algorithm asserting that historical data can be requested with tick resolution without requiring
+### a tick resolution subscription
+### </summary>
+class TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2013, 10, 8)
+        self.set_end_date(2013, 10, 8)
+
+        # Subscribing SPY and IBM with daily and hour resolution instead of tick resolution
+        spy = self.add_equity("SPY", Resolution.DAILY).symbol
+        ibm = self.add_equity("IBM", Resolution.HOUR).symbol
+
+        # Requesting history for SPY and IBM (separately) with tick resolution
+        spy_history = self.history[Tick](spy, timedelta(days=1), Resolution.TICK)
+        if not any(spy_history):
+            raise AssertionError("SPY tick history is empty")
+
+        ibm_history = self.history[Tick](ibm, timedelta(days=1), Resolution.TICK)
+        if not any(ibm_history):
+            raise AssertionError("IBM tick history is empty")
+
+        # Requesting history for SPY and IBM (together) with tick resolution
+        spy_ibm_history = self.history[Tick]([spy, ibm], timedelta(days=1), Resolution.TICK)
+        if not any(spy_ibm_history):
+            raise AssertionError("Compound SPY and IBM tick history is empty")
+
+        self.quit()