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 QuantConnect.Interfaces;
+using QuantConnect.Securities;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Provides utility methods for or related to algorithms
+    /// </summary>
+    public static class AlgorithmUtils
+    {
+        /// <summary>
+        /// Seeds the provided securities with their last known prices from the algorithm
+        /// </summary>
+        /// <param name="securities">The securities to seed</param>
+        /// <param name="algorithm">The algorithm instance</param>
+        public static void SeedSecurities(IReadOnlyCollection<Security> securities, IAlgorithm algorithm)
+        {
+            var securitiesToSeed = securities.Where(x => x.Price == 0);
+            var data = algorithm.GetLastKnownPrices(securitiesToSeed.Select(x => x.Symbol));
+
+            foreach (var security in securitiesToSeed)
+            {
+                if (data.TryGetValue(security.Symbol, out var seedData))
+                {
+                    foreach (var datum in seedData)
+                    {
+                        security.SetMarketPrice(datum);
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Seeds an initial conversion rate for the cashbook currencies that don't have one yet, so they are
+        /// non-zero right away instead of waiting for the first conversion pair bar to arrive
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance</param>
+        /// <param name="currenciesToUpdateWhiteList">
+        /// If passed, only the currencies in the CashBook contained in this list will be updated.
+        /// By default, if not passed (null), all currencies in the cashbook without a properly set up currency conversion will be updated.
+        /// </param>
+        public static void SeedCurrencyConversionRates(IAlgorithm algorithm, IReadOnlyCollection<string> currenciesToUpdateWhiteList = null)
+        {
+            Func<Cash, bool> cashToUpdateFilter = currenciesToUpdateWhiteList == null
+                ? (x) => x.CurrencyConversion != null && x.ConversionRate == 0
+                : (x) => currenciesToUpdateWhiteList.Contains(x.Symbol);
+            var cashToUpdate = algorithm.Portfolio.CashBook.Values.Where(cashToUpdateFilter).ToList();
+
+            if (cashToUpdate.Count == 0)
+            {
+                return;
+            }
+
+            var securitiesToUpdate = cashToUpdate
+                .SelectMany(x => x.CurrencyConversion.ConversionRateSecurities)
+                .Distinct()
+                .ToList();
+
+            SeedSecurities(securitiesToUpdate, algorithm);
+
+            foreach (var cash in cashToUpdate)
+            {
+                cash.Update();
+            }
+        }
+    }
+}