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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+/*
+ * 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.Collections.Generic;
+
+using NUnit.Framework;
+
+using System;
+using Newtonsoft.Json;
+using QuantConnect.Packets;
+using QuantConnect.Algorithm;
+using QuantConnect.Brokerages;
+using Newtonsoft.Json.Serialization;
+
+namespace QuantConnect.Tests.Common
+{
+    [TestFixture]
+    public class AlgorithmConfigurationTests
+    {
+        [TestCaseSource(nameof(AlgorithmConfigurationTestCases))]
+        public void CreatesConfiguration(string currency, BrokerageName brokerageName, AccountType accountType,
+            Dictionary<string, string> parameters)
+        {
+            var algorithm = new QCAlgorithm();
+            algorithm.SetAccountCurrency(currency);
+            algorithm.SetBrokerageModel(brokerageName, accountType);
+            algorithm.SetParameters(parameters);
+
+
+            var algorithmConfiguration = AlgorithmConfiguration.Create(algorithm, null);
+
+            Assert.AreEqual(currency, algorithmConfiguration.AccountCurrency);
+            Assert.AreEqual(brokerageName, algorithmConfiguration.Brokerage);
+            Assert.AreEqual(accountType, algorithmConfiguration.AccountType);
+            CollectionAssert.AreEquivalent(parameters, algorithmConfiguration.Parameters);
+        }
+
+        [TestCase(true)]
+        [TestCase(false)]
+        public void JsonRoundtrip(bool backwardsCompatible)
+        {
+            var algorithm = new QCAlgorithm();
+            algorithm.SetName("Backtest name");
+            algorithm.AddTag("tag1");
+            algorithm.AddTag("tag2");
+            algorithm.SetAccountCurrency(Currencies.GBP);
+            algorithm.SetBrokerageModel(BrokerageName.Coinbase, AccountType.Cash);
+            algorithm.SetParameters(new Dictionary<string, string> { { "a", "A" }, { "b", "B" } });
+
+            var backtestNode = new BacktestNodePacket
+            {
+                OutOfSampleDays = 30,
+                OutOfSampleMaxEndDate = new DateTime(2023, 01, 01)
+            };
+            var algorithmConfiguration = AlgorithmConfiguration.Create(algorithm, backtestNode);
+
+            var settings = new JsonSerializerSettings()
+            {
+                ContractResolver = new DefaultContractResolver
+                {
+                    NamingStrategy = new CamelCaseNamingStrategy
+                    {
+                        ProcessDictionaryKeys = false,
+                        OverrideSpecifiedNames = true
+                    }
+                }
+            };
+            var serialized = JsonConvert.SerializeObject(algorithmConfiguration, settings);
+            if (backwardsCompatible)
+            {
+                serialized = $"{{\"Name\":\"Backtest name\",\"Tags\":[\"tag1\",\"tag2\"],\"AccountCurrency\":\"GBP\",\"Brokerage\":32," +
+                $"\"AccountType\":1,\"Parameters\":{{\"a\":\"A\",\"b\":\"B\"}},\"OutOfSampleMaxEndDate\":\"2023-01-01T00:00:00\"," +
+                $"\"OutOfSampleDays\":30,\"StartDate\":\"1998-01-01T00:00:00Z\",\"EndDate\":\"{algorithm.EndDate.ToString(DateFormat.ISOShort)}\",\"TradingDaysPerYear\":252}}";
+            }
+            else
+            {
+                Assert.AreEqual($"{{\"name\":\"Backtest name\",\"tags\":[\"tag1\",\"tag2\"],\"accountCurrency\":\"GBP\",\"brokerage\":32," +
+                $"\"accountType\":1,\"parameters\":{{\"a\":\"A\",\"b\":\"B\"}},\"outOfSampleMaxEndDate\":\"2023-01-01T00:00:00Z\"," +
+                $"\"outOfSampleDays\":30,\"startDate\":\"1998-01-01T00:00:00Z\",\"endDate\":\"{algorithm.EndDate.ToString(DateFormat.ISOShort)}\",\"tradingDaysPerYear\":252}}", serialized);
+            }
+
+            var deserialize = JsonConvert.DeserializeObject<AlgorithmConfiguration>(serialized);
+
+            Assert.AreEqual(algorithmConfiguration.Name, deserialize.Name);
+            Assert.AreEqual(algorithmConfiguration.Parameters, deserialize.Parameters);
+            Assert.AreEqual(algorithmConfiguration.AccountCurrency, deserialize.AccountCurrency);
+            Assert.AreEqual(algorithmConfiguration.AccountType, deserialize.AccountType);
+            Assert.AreEqual(algorithmConfiguration.Brokerage, deserialize.Brokerage);
+            var expected = new DateTime(algorithm.EndDate.Year, algorithm.EndDate.Month, algorithm.EndDate.Day, algorithm.EndDate.Hour, algorithm.EndDate.Minute, algorithm.EndDate.Second);
+            Assert.AreEqual(expected, deserialize.EndDate);
+            Assert.AreEqual(algorithmConfiguration.OutOfSampleDays, deserialize.OutOfSampleDays);
+            Assert.AreEqual(algorithmConfiguration.TradingDaysPerYear, deserialize.TradingDaysPerYear);
+            Assert.AreEqual(algorithmConfiguration.OutOfSampleMaxEndDate, deserialize.OutOfSampleMaxEndDate);
+            Assert.AreEqual(algorithmConfiguration.StartDate, deserialize.StartDate);
+            Assert.AreEqual(algorithmConfiguration.Tags, deserialize.Tags);
+        }
+
+        private static TestCaseData[] AlgorithmConfigurationTestCases => new[]
+        {
+            new TestCaseData("BTC", BrokerageName.Binance, AccountType.Cash,
+                new Dictionary<string, string> { { "param1", "param1 value" }, { "param2", "param2 value" } }),
+            new TestCaseData("USDT", BrokerageName.Coinbase, AccountType.Cash,
+                new Dictionary<string, string> { { "a", "A" }, { "b", "B" } }),
+            new TestCaseData("EUR", BrokerageName.Bitfinex, AccountType.Margin,
+                new Dictionary<string, string> { { "first", "1" }, { "second", "2" }, { "third", "3" } }),
+            new TestCaseData("AUD", BrokerageName.Axos, AccountType.Margin,
+                new Dictionary<string, string> { { "ema-slow", "20" }, { "ema-fast", "10" } })
+        };
+    }
+}