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
@@ -0,0 +1,139 @@
+/*
+ * 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.Globalization;
+using Newtonsoft.Json;
+using QuantConnect.Securities;
+using QuantConnect.Util;
+
+namespace QuantConnect.Packets
+{
+    /// <summary>
+    /// Algorithm backtest task information packet.
+    /// </summary>
+    public class BacktestNodePacket : AlgorithmNodePacket
+    {
+        // default random id, static so its one per process
+        private static readonly string DefaultId
+            = Guid.NewGuid().ToString("N", CultureInfo.InvariantCulture);
+
+        /// <summary>
+        /// Name of the backtest as randomly defined in the IDE.
+        /// </summary>
+        public string Name { get; set; } = string.Empty;
+
+        /// <summary>
+        /// BacktestId / Algorithm Id for this task
+        /// </summary>
+        public string BacktestId { get; set; } = DefaultId;
+
+        /// <summary>
+        /// Optimization Id for this task
+        /// </summary>
+        public string OptimizationId { get; set; }
+
+        /// <summary>
+        /// Backtest start-date as defined in the Initialize() method.
+        /// </summary>
+        public DateTime? PeriodStart { get; set; }
+
+        /// <summary>
+        /// Backtest end date as defined in the Initialize() method.
+        /// </summary>
+        public DateTime? PeriodFinish { get; set; }
+
+        /// <summary>
+        /// Backtest maximum end date
+        /// </summary>
+        public DateTime? OutOfSampleMaxEndDate { get; set; }
+
+        /// <summary>
+        /// The backtest out of sample day count
+        /// </summary>
+        public int OutOfSampleDays { get; set; }
+
+        /// <summary>
+        /// Estimated number of trading days in this backtest task based on the start-end dates.
+        /// </summary>
+        public int TradeableDates { get; set; }
+
+        /// <summary>
+        /// True, if this is a debugging backtest
+        /// </summary>
+        public bool Debugging { get; set; }
+
+        /// <summary>
+        /// Optional initial cash amount if set
+        /// </summary>
+        public CashAmount? CashAmount { get; set; }
+
+        /// <summary>
+        /// Algorithm running mode.
+        /// </summary>
+        [JsonIgnore]
+        public override AlgorithmMode AlgorithmMode
+        {
+            get
+            {
+                return OptimizationId.IsNullOrEmpty() ? AlgorithmMode.Backtesting : AlgorithmMode.Optimization;
+            }
+        }
+
+        /// <summary>
+        /// Default constructor for JSON
+        /// </summary>
+        public BacktestNodePacket()
+            : base(PacketType.BacktestNode)
+        {
+            Controls = new Controls
+            {
+                MinuteLimit = 500,
+                SecondLimit = 100,
+                TickLimit = 30
+            };
+        }
+
+        /// <summary>
+        /// Initialize the backtest task packet.
+        /// </summary>
+        public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, decimal startingCapital, string name)
+            : this (userId, projectId, sessionId, algorithmData, name, new CashAmount(startingCapital, Currencies.USD))
+        {
+        }
+
+        /// <summary>
+        /// Initialize the backtest task packet.
+        /// </summary>
+        public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, string name, CashAmount? startingCapital = null)
+            : base(PacketType.BacktestNode)
+        {
+            UserId = userId;
+            Algorithm = algorithmData;
+            SessionId = sessionId;
+            ProjectId = projectId;
+            Name = name;
+            CashAmount = startingCapital;
+            Language = Language.CSharp;
+            Controls = new Controls
+            {
+                MinuteLimit = 500,
+                SecondLimit = 100,
+                TickLimit = 30
+            };
+        }
+    }
+}