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 +1,104 @@
+/*
+ * 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 Python.Runtime;
+
+namespace QuantConnect.Tests.Common.Data.Custom
+{
+    [TestFixture]
+    public class PythonCustomDataTests
+    {
+        [Test]
+        public void IsSparseDataDefaultValue()
+        {
+            dynamic instance;
+            using (Py.GIL())
+            {
+                PyObject test = PyModule.FromString("testModule",
+                    @"
+from AlgorithmImports import *
+
+class Test(PythonData):
+    def Pepe(self):
+        return 1").GetAttr("Test");
+                instance = test.CreateType().GetBaseDataInstance();
+                instance.Symbol = Symbol.CreateBase(typeof(decimal), Symbols.SPY, QuantConnect.Market.USA);
+            }
+
+            Assert.IsTrue(instance.IsSparseData());
+        }
+
+        [TestCase("True", true)]
+        [TestCase("False", false)]
+        public void OverridesIsSparseData(string value, bool booleanValue)
+        {
+            dynamic instance;
+            using (Py.GIL())
+            {
+                PyObject test = PyModule.FromString("testModule",
+                    @"
+from AlgorithmImports import *
+
+class Test(PythonData):
+    def IsSparseData(self):
+        return " + $"{value}").GetAttr("Test");
+                instance = test.CreateType().GetBaseDataInstance();
+            }
+
+            Assert.AreEqual(booleanValue, instance.IsSparseData());
+        }
+
+        [Test]
+        public void OverridesDefaultResolution()
+        {
+            dynamic instance;
+            using (Py.GIL())
+            {
+                PyObject test = PyModule.FromString("testModule",
+                    @"
+from AlgorithmImports import *
+
+class Test(PythonData):
+    def DefaultResolution(self):
+        return Resolution.Tick").GetAttr("Test");
+                instance = test.CreateType().GetBaseDataInstance();
+            }
+
+            Assert.AreEqual(Resolution.Tick, instance.DefaultResolution());
+        }
+
+        [Test]
+        public void OverridesSupportedResolutions()
+        {
+            dynamic instance;
+            using (Py.GIL())
+            {
+                PyObject test = PyModule.FromString("testModule",
+                    @"
+from AlgorithmImports import *
+
+class Test(PythonData):
+    def SupportedResolutions(self):
+        return [ Resolution.Tick, Resolution.Daily ]").GetAttr("Test");
+                instance = test.CreateType().GetBaseDataInstance();
+            }
+
+            var res = instance.SupportedResolutions();
+            Assert.AreEqual(new List<Resolution> { Resolution.Tick, Resolution.Daily }, res);
+        }
+    }
+}