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>
+### Asserts that algorithms can be universe-only, that is, universe selection is performed even if the ETF security is not explicitly added.
+### Reproduces https://github.com/QuantConnect/Lean/issues/7473
+### </summary>
+class UniverseOnlyRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2020, 12, 1)
+        self.set_end_date(2020, 12, 12)
+        self.set_cash(100000)
+
+        self.universe_settings.resolution = Resolution.DAILY
+
+        # Add universe without a security added
+        self.add_universe(self.universe.etf("GDVD", self.universe_settings, self.filter_universe))
+
+        self.selection_done = False
+
+    def filter_universe(self, constituents: List[ETFConstituentData]) -> List[Symbol]:
+        self.selection_done = True
+        return [x.symbol for x in constituents]
+
+    def on_end_of_algorithm(self):
+        if not self.selection_done:
+            raise AssertionError("Universe selection was not performed")