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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+#r "Python.Runtime.dll"
+#r "QuantConnect.Algorithm.dll"
+#r "QuantConnect.Algorithm.Framework.dll"
+#r "QuantConnect.Common.dll"
+#r "QuantConnect.Indicators.dll"
+#r "QuantConnect.Research.dll"
+#r "NodaTime.dll"
+#r "Accord.dll"
+#r "Accord.Fuzzy.dll"
+#r "Accord.Math.Core.dll"
+#r "Accord.Math.dll"
+#r "MathNet.Numerics.dll"
+#r "Newtonsoft.Json.dll"
+#r "QuantConnect.AlgorithmFactory.dll"
+#r "QuantConnect.Logging.dll"
+#r "QuantConnect.Messaging.dll"
+#r "QuantConnect.Configuration.dll"
+#r "QuantConnect.Lean.Engine.dll"
+#r "QuantConnect.Algorithm.CSharp.dll"
+#r "QuantConnect.Api.dll"
+// Note: #r directives must be in the beggining of the file
+
+/*
+ * 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.
+*/
+/*
+ * This C# Script File (.csx) can be loaded in a notebook (ipynb file)
+ * in order to reference QuantConnect assemblies
+ * https://github.com/scriptcs/scriptcs/wiki/Writing-a-script#referencing-assemblies
+ *
+ * Usage:
+ * #load "QuantConnect.csx"
+*/
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Globalization;
+using QuantConnect;
+using QuantConnect.Algorithm;
+using QuantConnect.Algorithm.Framework;
+using QuantConnect.Algorithm.Framework.Selection;
+using QuantConnect.Algorithm.Framework.Alphas;
+using QuantConnect.Algorithm.Framework.Portfolio;
+using QuantConnect.Algorithm.Framework.Execution;
+using QuantConnect.Algorithm.Framework.Risk;
+using QuantConnect.Api;
+using QuantConnect.Parameters;
+using QuantConnect.Benchmarks;
+using QuantConnect.Brokerages;
+using QuantConnect.Util;
+using QuantConnect.Interfaces;
+using QuantConnect.Indicators;
+using QuantConnect.Research;
+using QuantConnect.Data;
+using QuantConnect.Data.Consolidators;
+using QuantConnect.Data.Custom;
+using QuantConnect.Data.Fundamental;
+using QuantConnect.Data.Market;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Notifications;
+using QuantConnect.Orders;
+using QuantConnect.Orders.Fees;
+using QuantConnect.Orders.Fills;
+using QuantConnect.Orders.Slippage;
+using QuantConnect.Scheduling;
+using QuantConnect.Securities;
+using QuantConnect.Securities.Equity;
+using QuantConnect.Securities.Forex;
+using QuantConnect.Securities.Interfaces;
+using QuantConnect.Configuration;
+using QuantConnect.Lean.Engine;
+
+Config.Reset();
+Initializer.Start();
+Api api = (Api)Initializer.GetSystemHandlers().Api;
+var algorithmHandlers = Initializer.GetAlgorithmHandlers(researchMode: true);