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 +1,45 @@
+# 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 time import sleep
+
+### <summary>
+### This regression algorithm is expected to fail and verifies that a training event
+### created in Initialize will get run AND it will cause the algorithm to fail if it
+### exceeds the "algorithm-manager-time-loop-maximum" config value, which the regression
+### test sets to 0.5 minutes.
+### </summary>
+class TrainingInitializeRegressionAlgorithm(QCAlgorithm):
+    '''Example algorithm showing how to use QCAlgorithm.train method'''
+
+    def initialize(self):
+
+        self.set_start_date(2013, 10, 7)
+        self.set_end_date(2013, 10, 11)
+
+        self.add_equity("SPY", Resolution.DAILY)
+
+        # this should cause the algorithm to fail
+        # the regression test sets the time limit to 30 seconds and there's one extra
+        # minute in the bucket, so a two minute sleep should result in RuntimeError
+        self.train(lambda: sleep(150))
+
+        # DateRules.tomorrow combined with TimeRules.midnight enforces that this event schedule will
+        # have exactly one time, which will fire between the first data point and the next day at
+        # midnight. So after the first data point, it will run this event and sleep long enough to
+        # exceed the static max algorithm time loop time and begin to consume from the leaky bucket
+        # the regression test sets the "algorithm-manager-time-loop-maximum" value to 30 seconds
+        self.train(self.date_rules.tomorrow, self.time_rules.midnight, lambda: sleep(60))
+                    # this will consume the single 'minute' available in the leaky bucket
+                    # and the regression test will confirm that the leaky bucket is empty