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 to test universe additions and removals with open positions
+### </summary>
+### <meta name="tag" content="regression test" />
+class WeeklyUniverseSelectionRegressionAlgorithm(QCAlgorithm):
+
+    def initialize(self) -> None:
+        self.set_cash(100000)
+        self.set_start_date(2013,10,1)
+        self.set_end_date(2013,10,31)
+
+        self.universe_settings.resolution = Resolution.HOUR
+
+        # select IBM once a week, empty universe the other days
+        self.add_universe("my-custom-universe", lambda dt: ["IBM"] if dt.day % 7 == 0 else [])
+
+    def on_data(self, slice: Slice) -> None:
+        if not self._changes:
+            return
+
+        # liquidate removed securities
+        for security in self._changes.removed_securities:
+            if security.invested:
+                self.log("{} Liquidate {}".format(self.time, security.symbol))
+                self.liquidate(security.symbol)
+
+        # we'll simply go long each security we added to the universe
+        for security in self._changes.added_securities:
+            if not security.invested:
+                self.log("{} Buy {}".format(self.time, security.symbol))
+                self.set_holdings(security.symbol, 1)
+
+        self._changes = None
+
+    def on_securities_changed(self, changes: SecurityChanges) -> None:
+        self._changes = changes