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 QuantConnect.Python;
+using QuantConnect.Algorithm;
+using QuantConnect.Securities;
+using System.Collections.Generic;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Tests.Common.Securities;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    /// <summary>
+    /// This type allows tests to easily create an algorithm that is mostly initialized in one line
+    /// </summary>
+    public class AlgorithmStub : QCAlgorithm
+    {
+        public List<SecurityChanges> SecurityChangesRecord { get; set; } = new List<SecurityChanges>();
+        public DataManager DataManager { get; set; }
+        public IDataFeed DataFeed { get; set; }
+
+        /// <summary>
+        /// Lanzy PandasConverter only if used
+        /// </summary>
+        public override PandasConverter PandasConverter
+        {
+            get
+            {
+                if(base.PandasConverter == null)
+                {
+                    SetPandasConverter();
+                }
+                return base.PandasConverter;
+            }
+        }
+
+        public AlgorithmStub(bool createDataManager = true)
+        {
+            if (createDataManager)
+            {
+                var dataManagerStub = new DataManagerStub(this);
+                DataManager = dataManagerStub;
+                DataFeed = dataManagerStub.DataFeed;
+                SubscriptionManager.SetDataManager(DataManager);
+            }
+            var orderProcessor = new FakeOrderProcessor();
+            orderProcessor.TransactionManager = Transactions;
+            Transactions.SetOrderProcessor(orderProcessor);
+        }
+
+        public AlgorithmStub(IDataFeed dataFeed)
+        {
+            DataFeed = dataFeed;
+            DataManager = new DataManagerStub(dataFeed, this);
+            SubscriptionManager.SetDataManager(DataManager);
+            Transactions.SetOrderProcessor(new FakeOrderProcessor());
+        }
+
+        public void AddSecurities(Resolution resolution = Resolution.Second, List<string> equities = null, List<string> forex = null, List<string> crypto = null)
+        {
+            foreach (var ticker in equities ?? new List<string>())
+            {
+                AddSecurity(SecurityType.Equity, ticker, resolution);
+                var symbol = SymbolCache.GetSymbol(ticker);
+                Securities[symbol].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork));
+            }
+            foreach (var ticker in forex ?? new List<string>())
+            {
+                AddSecurity(SecurityType.Forex, ticker, resolution);
+            }
+            foreach (var ticker in crypto ?? new List<string>())
+            {
+                AddSecurity(SecurityType.Crypto, ticker, resolution);
+                var symbol = SymbolCache.GetSymbol(ticker);
+                Securities[symbol].Exchange = new SecurityExchange(SecurityExchangeHours.AlwaysOpen(TimeZones.Utc));
+            }
+        }
+
+        public void AddCryptoEntry(string ticker, string market)
+        {
+            var symbolProperties = SymbolPropertiesDatabase.GetSymbolProperties(market, null, SecurityType.Crypto, Currencies.USD);
+            SymbolPropertiesDatabase.SetEntry(market, ticker, SecurityType.Crypto, symbolProperties);
+        }
+
+        public override void OnSecuritiesChanged(SecurityChanges changes)
+        {
+            SecurityChangesRecord.Add(changes);
+        }
+    }
+}