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 +1,136 @@
+/*
+ * 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.Linq;
+using NUnit.Framework;
+using QuantConnect.Tests.Engine.DataFeeds;
+using QuantConnect.Algorithm.Framework.Alphas;
+using QuantConnect.Algorithm.Framework.Alphas.Analysis;
+
+namespace QuantConnect.Tests.Algorithm.Framework.Alphas
+{
+    [TestFixture]
+    public class InsightManagerTests
+    {
+        private static readonly DateTime _utcNow = new (2019, 1, 1);
+
+        [TestCase(false)]
+        [TestCase(true)]
+        public void ExpireSameTime(bool useCancelApi)
+        {
+            var algorithm = new AlgorithmStub();
+            algorithm.SetDateTime(_utcNow);
+            var insightManager = new InsightManager(algorithm);
+            insightManager.AddRange(GetInsights());
+
+            Assert.IsTrue(insightManager.All(insight => insight.IsActive(_utcNow)));
+
+            if (useCancelApi)
+            {
+                insightManager.Cancel(new[] { Symbols.IBM, Symbols.SPY });
+            }
+            else
+            {
+                insightManager.Expire(new[] { Symbols.IBM, Symbols.SPY });
+            }
+
+            Assert.IsTrue(insightManager[Symbols.IBM].All(insight => insight.IsExpired(algorithm.UtcTime) && insight.Period == TimeSpan.FromSeconds(-1)));
+            Assert.IsTrue(insightManager[Symbols.SPY].All(insight => insight.IsExpired(algorithm.UtcTime) && insight.Period == TimeSpan.FromSeconds(-1)));
+            Assert.IsTrue(insightManager[Symbols.AAPL].All(insight => insight.IsActive(algorithm.UtcTime)));
+        }
+
+        [TestCase(false)]
+        [TestCase(true)]
+        public void ExpireBySymbol(bool useCancelApi)
+        {
+            var algorithm = new AlgorithmStub();
+            algorithm.SetDateTime(_utcNow);
+            var insightManager = new InsightManager(algorithm);
+            insightManager.AddRange(GetInsights());
+
+            Assert.IsTrue(insightManager.All(insight => insight.IsActive(_utcNow)));
+
+            algorithm.SetDateTime(algorithm.UtcTime.AddMinutes(1));
+            if (useCancelApi)
+            {
+                insightManager.Cancel(new[] { Symbols.IBM, Symbols.SPY });
+            }
+            else
+            {
+                insightManager.Expire(new[] { Symbols.IBM, Symbols.SPY });
+            }
+
+            var expectedPeriod = Time.OneMinute.Subtract(Time.OneSecond);
+            Assert.IsTrue(insightManager[Symbols.IBM].All(insight => insight.IsExpired(algorithm.UtcTime) && insight.Period == expectedPeriod));
+            Assert.IsTrue(insightManager[Symbols.SPY].All(insight => insight.IsExpired(algorithm.UtcTime) && insight.Period == expectedPeriod));
+            Assert.IsTrue(insightManager[Symbols.AAPL].All(insight => insight.IsActive(algorithm.UtcTime)));
+        }
+
+        [TestCase(false)]
+        [TestCase(true)]
+        public void ExpireByInsight(bool useCancelApi)
+        {
+            var algorithm = new AlgorithmStub();
+            algorithm.SetDateTime(_utcNow);
+            var insights = GetInsights();
+            var insightManager = new InsightManager(algorithm);
+            insightManager.AddRange(insights);
+
+            Assert.IsTrue(insightManager.All(insight => insight.IsActive(_utcNow)));
+
+            algorithm.SetDateTime(algorithm.UtcTime.AddMinutes(1));
+            if (useCancelApi)
+            {
+                insightManager.Cancel(new[] { insights[2], insights[3] });
+            }
+            else
+            {
+                insightManager.Expire(new[] { insights[2], insights[3] });
+            }
+
+            var expectedPeriod = Time.OneMinute.Subtract(Time.OneSecond);
+            Assert.IsTrue(insightManager[Symbols.IBM].All(insight => insight.IsExpired(algorithm.UtcTime) && insight.Period == expectedPeriod));
+            Assert.AreEqual(1, insightManager[Symbols.SPY].Count(insight => insight.IsExpired(algorithm.UtcTime) && insight.Period == expectedPeriod));
+            Assert.AreEqual(1, insightManager[Symbols.SPY].Count(insight => insight.IsActive(algorithm.UtcTime)));
+            Assert.IsTrue(insightManager[Symbols.AAPL].All(insight => insight.IsActive(algorithm.UtcTime)));
+        }
+
+        private static Insight[] GetInsights()
+        {
+            return new[] {
+                new Insight(Symbols.AAPL, new TimeSpan(1, 0, 0, 0), InsightType.Price, InsightDirection.Up)
+                {
+                    GeneratedTimeUtc = _utcNow,
+                    CloseTimeUtc = _utcNow.AddDays(1),
+                },
+                new Insight(Symbols.SPY, new TimeSpan(2, 0, 0, 0), InsightType.Volatility, InsightDirection.Up)
+                {
+                    GeneratedTimeUtc = _utcNow,
+                    CloseTimeUtc = _utcNow.AddDays(2),
+                },
+                new Insight(Symbols.SPY, new TimeSpan(3, 0, 0, 0), InsightType.Volatility, InsightDirection.Up)
+                {
+                    GeneratedTimeUtc = _utcNow,
+                    CloseTimeUtc = _utcNow.AddDays(3),
+                },
+                new Insight(Symbols.IBM, new TimeSpan(4, 0, 0, 0), InsightType.Volatility, InsightDirection.Up)
+                {
+                    GeneratedTimeUtc = _utcNow,
+                    CloseTimeUtc = _utcNow.AddDays(4),
+                } };
+        }
+    }
+}