chore: import upstream snapshot with attribution

Common/AlgorithmImports.py

@@ -0,0 +1,103 @@
+# 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.
+
+import os
+import sys
+
+# The runtimeconfig.json is stored alongside start.py, but start.py may be a
+# symlink and the directory start.py is stored in is not necessarily the
+# current working directory. We therefore construct the absolute path to the
+# start.py file, and find the runtimeconfig.json relative to that.
+path = os.path.dirname(os.path.realpath(__file__))
+sys.path.append(path)
+
+from clr import AddReference
+AddReference("System")
+
+#Load assemblies
+for file in os.listdir(path):
+    if file.endswith(".dll") and file.startswith("QuantConnect."):
+        AddReference(file.replace(".dll", ""))
+
+from System import *
+from System.Drawing import *
+
+from QuantConnect import *
+from QuantConnect.Api import *
+from QuantConnect.Util import *
+from QuantConnect.Data import *
+from QuantConnect.Orders import *
+from QuantConnect.Python import *
+from QuantConnect.Storage import *
+from QuantConnect.Research import *
+from QuantConnect.Commands import *
+from QuantConnect.Algorithm import *
+from QuantConnect.Statistics import *
+from QuantConnect.Parameters import *
+from QuantConnect.Benchmarks import *
+from QuantConnect.Brokerages import *
+from QuantConnect.Securities import *
+from QuantConnect.Indicators import *
+from QuantConnect.Interfaces import *
+from QuantConnect.Scheduling import *
+from QuantConnect.DataSource import *
+from QuantConnect.Orders.Fees import *
+from QuantConnect.Data.Custom import *
+from QuantConnect.Data.Market import *
+from QuantConnect.Lean.Engine import *
+from QuantConnect.Orders.Fills import *
+from QuantConnect.Configuration import *
+from QuantConnect.Notifications import *
+from QuantConnect.Data.Auxiliary import *
+from QuantConnect.Data.Shortable import *
+from QuantConnect.Orders.Slippage import *
+from QuantConnect.Securities.Forex import *
+from QuantConnect.Data.Fundamental import *
+from QuantConnect.Securities.Crypto import *
+from QuantConnect.Securities.Option import *
+from QuantConnect.Securities.Equity import *
+from QuantConnect.Securities.Future import *
+from QuantConnect.Data.Consolidators import *
+from QuantConnect.Orders.TimeInForces import *
+from QuantConnect.Algorithm.Framework import *
+from QuantConnect.Algorithm.Selection import *
+from QuantConnect.Securities.Positions import *
+from QuantConnect.Orders.OptionExercise import *
+from QuantConnect.Securities.Volatility import *
+from QuantConnect.Securities.Interfaces import *
+from QuantConnect.Data.UniverseSelection import *
+from QuantConnect.Securities.IndexOption import  *
+from QuantConnect.Data.Custom.IconicTypes import *
+from QuantConnect.Securities.CryptoFuture import *
+from QuantConnect.Algorithm.Framework.Risk import *
+from QuantConnect.Algorithm.Framework.Alphas import *
+from QuantConnect.Algorithm.Framework.Execution import *
+from QuantConnect.Algorithm.Framework.Portfolio import *
+from QuantConnect.Indicators.CandlestickPatterns import *
+from QuantConnect.Algorithm.Framework.Portfolio.SignalExports import *
+from QuantConnect.Algorithm.Framework.Selection import *
+
+try:
+    import numpy as np
+    import pandas as pd
+    import matplotlib.pyplot as plt
+except:
+    pass
+
+from datetime import date, time, datetime, timedelta
+from typing import *
+import math
+import json
+
+QCAlgorithmFramework = QCAlgorithm
+QCAlgorithmFrameworkBridge = QCAlgorithm