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 System.Runtime.CompilerServices;
+
+using static QuantConnect.StringExtensions;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Provides user-facing message construction methods and static messages for the <see cref="Algorithm.Framework.Alphas"/> namespace
+    /// </summary>
+    public static partial class Messages
+    {
+        /// <summary>
+        /// Provides user-facing messages for the <see cref="Algorithm.Framework.Alphas.Insight"/> class and its consumers or related classes
+        /// </summary>
+        public static class Insight
+        {
+            /// <summary>
+            /// Returns a string message saying: Insight barCount must be grater than zero
+            /// </summary>
+            public static string InvalidBarCount = "Insight barCount must be greater than zero.";
+
+            /// <summary>
+            /// Returns a string message saying: Insight period must be greater than or equal to 1 second
+            /// </summary>
+            public static string InvalidPeriod = "Insight period must be greater than or equal to 1 second.";
+
+            /// <summary>
+            /// Returns a string message saying: Insight closeTimeUtc must be greater than generatedTimeUtc
+            /// </summary>
+            public static string InvalidCloseTimeUtc = "Insight closeTimeUtc must be greater than generatedTimeUtc.";
+
+            /// <summary>
+            /// Returns a string message saying: Insight closeTimeLocal must not be in the past
+            /// </summary>
+            public static string InvalidCloseTimeLocal = "Insight closeTimeLocal must not be in the past.";
+
+            /// <summary>
+            /// Returns a string message saying the Insight's GeneratedTimeUtc property must be set before calling SetPeriodAndCloseTime
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string GeneratedTimeUtcNotSet(Algorithm.Framework.Alphas.Insight insight)
+            {
+                return Invariant($@"The insight's '{nameof(insight.GeneratedTimeUtc)}' property must be set before calling {
+                    nameof(insight.SetPeriodAndCloseTime)}.");
+            }
+
+            /// <summary>
+            /// Returns a string message saying it was impossible to set group id on the given insight because it has already
+            /// been assigned to a group
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string InsightAlreadyAssignedToAGroup(Algorithm.Framework.Alphas.Insight insight)
+            {
+                return Invariant($"Unable to set group id on insight {insight} because it has already been assigned to a group.");
+            }
+
+            /// <summary>
+            /// Parses the given insight into a string containing basic information about it
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string ToString(Algorithm.Framework.Alphas.Insight insight)
+            {
+                var str = Invariant($"{insight.Id:N}: {insight.Symbol} {insight.Type} {insight.Direction} within {insight.Period}");
+
+                if (insight.Magnitude.HasValue)
+                {
+                    str += Invariant($" by {insight.Magnitude.Value}%");
+                }
+                if (insight.Confidence.HasValue)
+                {
+                    str += Invariant($" with {Math.Round(100 * insight.Confidence.Value, 1)}% confidence");
+                }
+                if (insight.Weight.HasValue)
+                {
+                    str += Invariant($" and {Math.Round(100 * insight.Weight.Value, 1)}% weight");
+                }
+
+                if (!string.IsNullOrEmpty(insight.Tag))
+                {
+                    str += Invariant($": {insight.Tag}");
+                }
+
+                return str;
+            }
+
+            /// <summary>
+            /// Parses a short insight into a string containing basic information about it
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string ShortToString(Algorithm.Framework.Alphas.Insight insight)
+            {
+                var str = Invariant($"{insight.Symbol.Value} {insight.Type} {insight.Direction} {insight.Period}");
+
+                if (insight.Magnitude.HasValue)
+                {
+                    str += Invariant($" M:{insight.Magnitude.Value}%");
+                }
+                if (insight.Confidence.HasValue)
+                {
+                    str += Invariant($" C:{Math.Round(100 * insight.Confidence.Value, 1)}%");
+                }
+                if (insight.Weight.HasValue)
+                {
+                    str += Invariant($" W:{Math.Round(100 * insight.Weight.Value, 1)}%");
+                }
+                if (!string.IsNullOrEmpty(insight.Tag))
+                {
+                    str += Invariant($". {insight.Tag}");
+                }
+
+                return str;
+            }
+        }
+
+        /// <summary>
+        /// Provides user-facing messages for the <see cref="Algorithm.Framework.Alphas.InsightScore"/> class and its consumers or related classes
+        /// </summary>
+        public static class InsightScore
+        {
+            /// <summary>
+            /// Parses an InsightScore object into a string message containing basic information about it
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string ToString(Algorithm.Framework.Alphas.InsightScore insightScore)
+            {
+                return Invariant($@"Direction: {Math.Round(100 * insightScore.Direction, 2)} Magnitude: {
+                    Math.Round(100 * insightScore.Magnitude, 2)}");
+            }
+        }
+    }
+}