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>
+### This algorithm shows some of the various helper methods available when defining universes
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="universes" />
+### <meta name="tag" content="coarse universes" />
+class UniverseSelectionDefinitionsAlgorithm(QCAlgorithm):
+
+    def initialize(self):
+        # subscriptions added via universe selection will have this resolution
+        self.universe_settings.resolution = Resolution.DAILY
+
+        self.set_start_date(2014,3,24)    # Set Start Date
+        self.set_end_date(2014,3,28)     # Set End Date
+        self.set_cash(100000)            # Set Strategy Cash
+
+        # add universe for the top 3 stocks by dollar volume
+        self.add_universe(self.universe.top(3))
+
+        self.changes = None
+        self.on_securities_changed_was_called = False
+
+    def on_data(self, data):
+        if self.changes is None: return
+
+        # liquidate securities that fell out of our universe
+        for security in self.changes.removed_securities:
+            if security.invested:
+                self.liquidate(security.symbol)
+
+        # invest in securities just added to our universe
+        for security in self.changes.added_securities:
+            if not security.invested:
+                self.market_order(security.symbol, 10)
+
+        self.changes = None
+
+    # this event fires whenever we have changes to our universe
+    def on_securities_changed(self, changes):
+        self.changes = changes
+        self.on_securities_changed_was_called = True
+
+    def on_end_of_algorithm(self):
+        if not self.on_securities_changed_was_called:
+            raise AssertionError("OnSecuritiesChanged() method was never called!")