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;
+using NUnit.Framework;
+using QuantConnect.Benchmarks;
+using QuantConnect.Data;
+using QuantConnect.Data.Market;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Tests.Common.Benchmarks
+{
+    [TestFixture, Parallelizable(ParallelScope.All)]
+    public class SecurityBenchmarkTests
+    {
+        [TestCase(1)]
+        [TestCase(10)]
+        public void EvaluatesInAccountCurrency(decimal conversionRate)
+        {
+            var security = new Security(
+                SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
+                new SubscriptionDataConfig(typeof(TradeBar),
+                    Symbols.SPY,
+                    Resolution.Minute,
+                    TimeZones.NewYork,
+                    TimeZones.NewYork,
+                    true, true, false),
+                new Cash(Currencies.USD, 0, conversionRate),
+                SymbolProperties.GetDefault(Currencies.USD),
+                ErrorCurrencyConverter.Instance,
+                RegisteredSecurityDataTypesProvider.Null,
+                new SecurityCache()
+            );
+            var price = 25;
+            security.SetMarketPrice(new Tick { Value = price });
+            var benchmark = new SecurityBenchmark(security);
+
+            Assert.AreEqual(price * conversionRate, benchmark.Evaluate(DateTime.Now));
+        }
+    }
+}