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 Newtonsoft.Json;
+using QuantConnect.Util;
+using QuantConnect.Packets;
+using QuantConnect.Interfaces;
+using QuantConnect.Brokerages;
+using System.Collections.Generic;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// This class includes algorithm configuration settings and parameters.
+    /// This is used to include configuration parameters in the result packet to be used for report generation.
+    /// </summary>
+    public class AlgorithmConfiguration
+    {
+        /// <summary>
+        /// The algorithm's name
+        /// </summary>
+        public string Name { get; set; }
+
+        /// <summary>
+        /// List of tags associated with the algorithm
+        /// </summary>
+        public ISet<string> Tags { get; set; }
+
+        /// <summary>
+        /// The algorithm's account currency
+        /// </summary>
+        [JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
+        public string AccountCurrency { get; set; }
+
+        /// <summary>
+        /// The algorithm's brokerage model
+        /// </summary>
+        /// <remarks> Required to set the correct brokerage model on report generation.</remarks>
+        public BrokerageName Brokerage { get; set; }
+
+        /// <summary>
+        /// The algorithm's account type
+        /// </summary>
+        /// <remarks> Required to set the correct brokerage model on report generation.</remarks>
+        public AccountType AccountType { get; set; }
+
+        /// <summary>
+        /// The parameters used by the algorithm
+        /// </summary>
+        public IReadOnlyDictionary<string, string> Parameters { get; set; }
+
+        /// <summary>
+        /// Backtest maximum end date
+        /// </summary>
+        [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.ISOShort, DateFormat.UI)]
+        public DateTime? OutOfSampleMaxEndDate { get; set; }
+
+        /// <summary>
+        /// The backtest out of sample day count
+        /// </summary>
+        public int OutOfSampleDays { get; set; }
+
+        /// <summary>
+        /// The backtest start date
+        /// </summary>
+        [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.ISOShort, DateFormat.UI)]
+        public DateTime StartDate { get; set; }
+
+        /// <summary>
+        /// The backtest end date
+        /// </summary>
+        [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.ISOShort, DateFormat.UI)]
+        public DateTime EndDate { get; set; }
+
+        /// <summary>
+        /// Number of trading days per year for Algorithm's portfolio statistics.
+        /// </summary>
+        public int TradingDaysPerYear { get; set; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AlgorithmConfiguration"/> class
+        /// </summary>
+        public AlgorithmConfiguration(string name, ISet<string> tags, string accountCurrency, BrokerageName brokerageName,
+            AccountType accountType, IReadOnlyDictionary<string, string> parameters, DateTime startDate, DateTime endDate,
+            DateTime? outOfSampleMaxEndDate, int outOfSampleDays = 0, int tradingDaysPerYear = 0)
+        {
+            Name = name;
+            Tags = tags;
+            OutOfSampleMaxEndDate = outOfSampleMaxEndDate;
+            TradingDaysPerYear = tradingDaysPerYear;
+            OutOfSampleDays = outOfSampleDays;
+            AccountCurrency = accountCurrency;
+            Brokerage = brokerageName;
+            AccountType = accountType;
+            Parameters = parameters;
+            StartDate = startDate;
+            EndDate = endDate;
+        }
+
+        /// <summary>
+        /// Initializes a new empty instance of the <see cref="AlgorithmConfiguration"/> class
+        /// </summary>
+        public AlgorithmConfiguration()
+        {
+            // use default value for backwards compatibility
+            TradingDaysPerYear = 252;
+        }
+
+        /// <summary>
+        /// Provides a convenience method for creating a <see cref="AlgorithmConfiguration"/> for a given algorithm.
+        /// </summary>
+        /// <param name="algorithm">Algorithm for which the configuration object is being created</param>
+        /// <param name="backtestNodePacket">The associated backtest node packet if any</param>
+        /// <returns>A new AlgorithmConfiguration object for the specified algorithm</returns>
+        public static AlgorithmConfiguration Create(IAlgorithm algorithm, BacktestNodePacket backtestNodePacket)
+        {
+            return new AlgorithmConfiguration(
+                algorithm.Name,
+                algorithm.Tags,
+                algorithm.AccountCurrency,
+                BrokerageModel.GetBrokerageName(algorithm.BrokerageModel),
+                algorithm.BrokerageModel.AccountType,
+                algorithm.GetParameters(),
+                algorithm.StartDate,
+                algorithm.EndDate,
+                backtestNodePacket?.OutOfSampleMaxEndDate,
+                backtestNodePacket?.OutOfSampleDays ?? 0,
+                // use value = 252 like default for backwards compatibility
+                algorithm?.Settings?.TradingDaysPerYear ?? 252);
+        }
+    }
+}