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.Collections.Generic;
+using System.Linq;
+
+namespace QuantConnect.Optimizer.Analysis
+{
+    /// <summary>
+    /// Counts how many zero-order backtests carry each backtest-level analysis tag; returns null when no zero-order backtests exist.
+    /// </summary>
+    internal static class OptimizationFailedBacktests
+    {
+        // Cap on inspected backtests; a rough tally is enough.
+        private const int MaxBacktestsToInspect = 10;
+
+        public static FailedBacktestSummary Build(IReadOnlyList<OptimizationBacktestMetrics> backtests)
+        {
+            if (backtests == null) return null;
+
+            var zeroOrder = backtests.Where(b => b.TotalOrders == 0).ToList();
+            if (zeroOrder.Count == 0) return null;
+
+            var sample = zeroOrder.Take(MaxBacktestsToInspect).ToList();
+            var nameCount = new Dictionary<string, int>(StringComparer.Ordinal);
+
+            foreach (var backtest in sample)
+            {
+                // De-dupe per backtest so counts are "backtests carrying the tag", not raw occurrences.
+                var seen = new HashSet<string>(StringComparer.Ordinal);
+                if (backtest.AnalysisNames != null)
+                {
+                    foreach (var name in backtest.AnalysisNames)
+                    {
+                        if (string.IsNullOrEmpty(name)) continue;
+                        if (!seen.Add(name)) continue;
+                        nameCount[name] = nameCount.GetValueOrDefault(name, 0) + 1;
+                    }
+                }
+            }
+
+            return new FailedBacktestSummary
+            {
+                ZeroOrderCount = zeroOrder.Count,
+                InspectedCount = sample.Count,
+                AnalysisNameCounts = nameCount
+            };
+        }
+    }
+}