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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+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "![QuantConnect Logo](https://cdn.quantconnect.com/web/i/qc_notebook_logo_rev0.png)\n",
+    "## Welcome to The QuantConnect Research Page\n",
+    "#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\n",
+    "#### Contribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicCSharpQuantBookTemplate.ipynb"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## QuantBook Basics\n",
+    "\n",
+    "### Start QuantBook\n",
+    "- Load \"../QuantConnect.csx\" with all the basic imports\n",
+    "- Create a QuantBook instance"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "// We need to load assemblies at the start in their own cell\n",
+    "#load \"../Initialize.csx\""
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#load \"../QuantConnect.csx\"\n",
+    "\n",
+    "using QuantConnect;\n",
+    "using QuantConnect.Data;\n",
+    "using QuantConnect.Research;\n",
+    "using QuantConnect.Algorithm;\n",
+    "\n",
+    "var qb = new QuantBook();\n",
+    "\n",
+    "// Selecting asset data\n",
+    "var spy = qb.AddEquity(\"SPY\");\n",
+    "var eur = qb.AddForex(\"EURUSD\");\n",
+    "var btc = qb.AddCrypto(\"BTCUSD\");\n"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### Historical Data Requests\n",
+    "\n",
+    "We can use the QuantConnect API to make Historical Data Requests. The data will be presented as multi-index pandas.DataFrame where the first index is the Symbol.\n",
+    "\n",
+    "For more information, please follow the [link](https://www.quantconnect.com/docs#Historical-Data-Historical-Data-Requests)."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "// Gets historical data from the subscribed assets, the last 360 datapoints with daily resolution\n",
+    "var h1 = qb.History(qb.Securities.Keys, 360, Resolution.Daily);\n",
+    "Console.WriteLine(string.Join(\",\", h1.SelectMany(slice => slice.Keys).Distinct()))"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": ".NET (C#)",
+   "language": "C#",
+   "name": ".net-csharp"
+  },
+  "language_info": {
+   "file_extension": ".cs",
+   "mimetype": "text/x-csharp",
+   "name": "C#",
+   "pygments_lexer": "csharp",
+   "version": "9.0"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 4
+}