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 NUnit.Framework;
+using QuantConnect.Statistics;
+using System.Collections.Generic;
+
+namespace QuantConnect.Tests.Common
+{
+    [TestFixture]
+    public class PythonSliceGetByTypeTests
+    {
+        [Test]
+        public void RunPythonSliceGetByTypeRegressionAlgorithm()
+        {
+            var parameter = new RegressionTests.AlgorithmStatisticsTestParameters("SliceGetByTypeRegressionAlgorithm",
+                new Dictionary<string, string> {
+                    {PerformanceMetrics.TotalOrders, "1"},
+                    {"Average Win", "0%"},
+                    {"Average Loss", "0%"},
+                    {"Compounding Annual Return", "284.284%"},
+                    {"Drawdown", "2.200%"},
+                    {"Expectancy", "0"},
+                    {"Net Profit", "1.736%"},
+                    {"Sharpe Ratio", "8.86"},
+                    {"Probabilistic Sharpe Ratio", "67.459%"},
+                    {"Loss Rate", "0%"},
+                    {"Win Rate", "0%"},
+                    {"Profit-Loss Ratio", "0"},
+                    {"Alpha", "-0.004"},
+                    {"Beta", "0.997"},
+                    {"Annual Standard Deviation", "0.222"},
+                    {"Annual Variance", "0.049"},
+                    {"Information Ratio", "-14.547"},
+                    {"Tracking Error", "0.001"},
+                    {"Treynor Ratio", "1.972"},
+                    {"Total Fees", "$3.45"},
+                    {"OrderListHash", "275925e122dc6f40501d1e3f35339e26"}
+                },
+                Language.Python,
+                AlgorithmStatus.Completed);
+
+            AlgorithmRunner.RunLocalBacktest(parameter.Algorithm,
+                parameter.Statistics,
+                parameter.Language,
+                parameter.ExpectedFinalStatus);
+        }
+    }
+}