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.
+
+from AlgorithmImports import *
+from QuantConnect.Tests import *
+from QuantConnect.Tests.Python import *
+from PandasMapper import PandasColumn
+
+# TODO: Rename to PandasResearchTests and keep this class for QB related tests; rename py module to PandasTests
+class PandasIndexingTests():
+    def __init__(self):
+        self.qb = QuantBook()
+        self.qb.SetStartDate(2020, 1, 1)
+        self.qb.SetEndDate(2020, 1, 4)
+        self.symbol = self.qb.AddEquity("SPY", Resolution.Daily).Symbol
+
+    def test_indexing_dataframe_with_list(self):
+        symbols = [self.symbol]
+        self.history = self.qb.History(symbols, 30)
+        self.history = self.history['close'].unstack(level=0).dropna()
+        test = self.history[[self.symbol]]
+        return True
+
+# Test class that sets up two dataframes to test on
+class PandasDataFrameTests():
+    def __init__(self):
+        self.spy = Symbols.SPY
+        self.aapl = Symbols.AAPL
+
+        # Set our symbol cache
+        SymbolCache.Set("SPY", self.spy)
+        SymbolCache.Set("AAPL", self.aapl)
+
+        pdConverter = PandasConverter()
+
+        # Create our dataframes
+        self.spydf = pdConverter.GetDataFrame(PythonTestingUtils.GetSlices(self.spy))
+
+    def test_contains_user_mapped_ticker(self):
+        # Create a new DF that has a plain ticker, test that our mapper doesn't break
+        # searching for it.
+        df = pd.DataFrame({'spy': [2, 5, 8, 10]})
+        return 'spy' in df
+
+    def test_expected_exception(self):
+        # Try indexing a ticker that doesn't exist in this frame, but is still in our cache
+        try:
+            self.spydf['aapl']
+        except KeyError as e:
+            return str(e)
+
+    def test_contains_user_defined_columns_with_spaces(self, column_name):
+        # Adds a column, then try accessing it.
+        # If the colums has white spaces, it should not fail
+        df = self.spydf.copy()
+        df[column_name] = 1
+        try:
+            x = df[column_name]
+            return True
+        except:
+            return False
+
+    def test_column_equals_only_matching_string(self):
+        # A column label should only equal a matching string, never None/ints/floats
+        column = PandasColumn("shares")
+        return (not (column == None)) and (not (column == 0)) and (not (column == 123)) and (column == "shares")