chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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 NUnit.Framework;
+using Python.Runtime;
+using QuantConnect.Algorithm.Framework.Portfolio;
+using System.Collections.Generic;
+
+namespace QuantConnect.Tests.Algorithm.Framework.Portfolio
+{
+    [TestFixture]
+    public class LongOnlyInsightWeightingPortfolioConstructionModelTests : InsightWeightingPortfolioConstructionModelTests
+    {
+        public override PortfolioBias PortfolioBias => PortfolioBias.Long;
+
+        public override IPortfolioConstructionModel GetPortfolioConstructionModel(Language language, dynamic paramenter = null)
+        {
+            if (language == Language.CSharp)
+            {
+                return new InsightWeightingPortfolioConstructionModel(paramenter, PortfolioBias.Long);
+            }
+
+            using (Py.GIL())
+            {
+                const string name = nameof(InsightWeightingPortfolioConstructionModel);
+                var instance = Py.Import(name).GetAttr(name).Invoke(((object)paramenter).ToPython(), ((int)PortfolioBias.Long).ToPython());
+                return new PortfolioConstructionModelPythonWrapper(instance);
+            }
+        }
+
+        public override List<IPortfolioTarget> GetTargetsForSPY()
+        {
+            return new List<IPortfolioTarget> { PortfolioTarget.Percent(Algorithm, Symbols.SPY, 0m) };
+        }
+    }
+}