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.
+*/
+
+using System;
+using Python.Runtime;
+using QuantConnect.Interfaces;
+using System.Collections.Generic;
+using QuantConnect.Util;
+
+namespace QuantConnect.Algorithm.Framework.Alphas.Analysis
+{
+    /// <summary>
+    /// Encapsulates the storage of insights.
+    /// </summary>
+    public class InsightManager : InsightCollection
+    {
+        private readonly IAlgorithm _algorithm;
+        private IInsightScoreFunction _insightScoreFunction;
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        /// <param name="algorithm">The associated algorithm instance</param>
+        public InsightManager(IAlgorithm algorithm)
+        {
+            _algorithm = algorithm;
+        }
+
+        /// <summary>
+        /// Process a new time step handling insights scoring
+        /// </summary>
+        /// <param name="utcNow">The current utc time</param>
+        public void Step(DateTime utcNow)
+        {
+            _insightScoreFunction?.Score(this, utcNow);
+        }
+
+        /// <summary>
+        /// Sets the insight score function to use
+        /// </summary>
+        /// <param name="insightScoreFunction">Model that scores insights</param>
+        public void SetInsightScoreFunction(IInsightScoreFunction insightScoreFunction)
+        {
+            _insightScoreFunction = insightScoreFunction;
+        }
+
+        /// <summary>
+        /// Sets the insight score function to use
+        /// </summary>
+        /// <param name="insightScoreFunction">Model that scores insights</param>
+        public void SetInsightScoreFunction(PyObject insightScoreFunction)
+        {
+            _insightScoreFunction = PythonUtil.CreateInstanceOrWrapper<IInsightScoreFunction>(
+                insightScoreFunction,
+                py => new InsightScoreFunctionPythonWrapper(py)
+            );
+        }
+
+        /// <summary>
+        /// Expire the insights of the given symbols
+        /// </summary>
+        /// <param name="symbols">Symbol we want to expire insights for</param>
+        public void Expire(IEnumerable<Symbol> symbols)
+        {
+            if (symbols == null)
+            {
+                return;
+            }
+
+            foreach (var symbol in symbols)
+            {
+                if (TryGetValue(symbol, out var insights))
+                {
+                    Expire(insights);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Cancel the insights of the given symbols
+        /// </summary>
+        /// <param name="symbols">Symbol we want to cancel insights for</param>
+        public void Cancel(IEnumerable<Symbol> symbols)
+        {
+            Expire(symbols);
+        }
+
+        /// <summary>
+        /// Expire the given insights
+        /// </summary>
+        /// <param name="insights">Insights to expire</param>
+        public void Expire(IEnumerable<Insight> insights)
+        {
+            if (insights == null)
+            {
+                return;
+            }
+
+            var currentUtcTime = _algorithm.UtcTime;
+            foreach (var insight in insights)
+            {
+                insight.Expire(currentUtcTime);
+            }
+        }
+
+        /// <summary>
+        /// Cancel the given insights
+        /// </summary>
+        /// <param name="insights">Insights to cancel</param>
+        public void Cancel(IEnumerable<Insight> insights)
+        {
+            Expire(insights);
+        }
+    }
+}