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 asserting the behavior of Universe.SELECTED collection
+### </summary>
+class UniverseSelectedRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        self.set_start_date(2014, 3, 25)
+        self.set_end_date(2014, 3, 27)
+
+        self.universe_settings.resolution = Resolution.DAILY
+
+        self._universe = self.add_universe(self.selection_function)
+        self.selection_count = 0
+
+    def selection_function(self, fundamentals):
+        sorted_by_dollar_volume = sorted(fundamentals, key=lambda x: x.dollar_volume, reverse=True)
+
+        sorted_by_dollar_volume = sorted_by_dollar_volume[self.selection_count:]
+        self.selection_count = self.selection_count + 1
+
+        # return the symbol objects of the top entries from our sorted collection
+        return [ x.symbol for x in sorted_by_dollar_volume[:self.selection_count] ]
+
+    def on_data(self, data):
+        if Symbol.create("TSLA", SecurityType.EQUITY, Market.USA) in self._universe.selected:
+            raise ValueError(f"TSLA shouldn't of been selected")
+
+        self.buy(next(iter(self._universe.selected)), 1)
+
+    def on_end_of_algorithm(self):
+        if self.selection_count != 3:
+            raise ValueError(f"Unexpected selection count {self.selection_count}")
+        if self._universe.selected.count != 3 or self._universe.selected.count == self._universe.members.count:
+            raise ValueError(f"Unexpected universe selected count {self._universe.selected.count}")