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 +1,158 @@
+/*
+ * 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.IO;
+using NUnit.Framework;
+using NUnit.Framework.Interfaces;
+using ProtoBuf.Meta;
+using QuantConnect.Configuration;
+using QuantConnect.Data;
+using QuantConnect.Data.Custom.IconicTypes;
+using QuantConnect.Data.Market;
+using QuantConnect.Lean.Engine;
+using QuantConnect.Logging;
+using QuantConnect.Python;
+using QuantConnect.Tests;
+using QuantConnect.Util;
+
+[assembly: MaintainLogHandler()]
+namespace QuantConnect.Tests
+{
+    [SetUpFixture]
+    public class AssemblyInitialize
+    {
+        private static bool _initialized;
+
+        [OneTimeSetUp]
+        public void InitializeTestEnvironment()
+        {
+            TryAddIconicDataSubTypes();
+            AdjustCurrentDirectory();
+            TestGlobals.Initialize();
+        }
+
+        public static void AdjustCurrentDirectory()
+        {
+            if (_initialized)
+            {
+                return;
+            }
+            _initialized = true;
+
+            // nunit 3 sets the current folder to a temp folder we need it to be the test bin output folder
+            var dir = TestContext.CurrentContext.TestDirectory;
+            Environment.CurrentDirectory = dir;
+            Directory.SetCurrentDirectory(dir);
+            Config.Reset();
+            Globals.Reset();
+
+            Log.DebuggingEnabled = Config.GetBool("debug-mode");
+            // Activate virtual environment if defined
+            PythonInitializer.ActivatePythonVirtualEnvironment(Config.Get("python-venv"));
+
+            // Initialize and add our Paths
+            PythonInitializer.Initialize();
+            PythonInitializer.AddPythonPaths(
+                new[]
+                {
+                "./Alphas",
+                "./Execution",
+                "./Portfolio",
+                "./Risk",
+                "./Selection",
+                "./RegressionAlgorithms",
+                "./Research/RegressionScripts",
+                "./Python/PandasTests",
+                "../../../Algorithm",
+                "../../../Algorithm/Selection",
+                "../../../Algorithm.Framework",
+                "../../../Algorithm.Framework/Selection",
+                "../../../Algorithm.Python"
+                });
+        }
+
+        private static void TryAddIconicDataSubTypes()
+        {
+            try
+            {
+                // Loading of custom data types into BaseData as subtypes will be primarily done at runtime.
+                RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(1111, typeof(IndexedLinkedData));
+                RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(1112, typeof(IndexedLinkedData2));
+                RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(1113, typeof(LinkedData));
+                RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(1114, typeof(UnlinkedData));
+                RuntimeTypeModel.Default[typeof(TradeBar)].AddSubType(1115, typeof(UnlinkedDataTradeBar));
+            }
+            catch
+            {
+            }
+        }
+    }
+
+    [AttributeUsage(AttributeTargets.Assembly)]
+    public class MaintainLogHandlerAttribute : Attribute, ITestAction
+    {
+        public static ILogHandler LogHandler { get; private set; }
+
+        public MaintainLogHandlerAttribute()
+        {
+            LogHandler = LoadLogHandler();
+        }
+
+        /// <summary>
+        /// Replace the log handler if it has been changed
+        /// </summary>
+        /// <param name="test"></param>
+        public void BeforeTest(ITest test)
+        {
+            if (Log.LogHandler != LogHandler)
+            {
+                Log.LogHandler = LogHandler;
+            }
+        }
+
+        public void AfterTest(ITest test)
+        {
+            //NOP
+        }
+
+        /// <summary>
+        /// Set to act on all tests
+        /// </summary>
+        public ActionTargets Targets => ActionTargets.Test;
+
+        /// <summary>
+        /// Load the log handler defined by test context parameters. Defaults to ConsoleLogHandler if no
+        /// "log-handler" parameter is found.
+        /// </summary>
+        /// <returns>An instance of a new LogHandler</returns>
+        private static ILogHandler LoadLogHandler()
+        {
+            if (TestContext.Parameters.Exists("log-handler"))
+            {
+                var logHandler = TestContext.Parameters["log-handler"];
+                Log.Trace($"QuantConnect.Tests.AssemblyInitialize(): Log handler test parameter loaded {logHandler}");
+
+                return Composer.Instance.GetExportedValueByTypeName<ILogHandler>(logHandler);
+            }
+
+            // If no parameter just use ConsoleLogHandler
+            return new ConsoleLogHandler();
+        }
+    }
+}
+
+