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 System.Collections.Generic;
+using System.Linq;
+using QuantConnect.Data;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Tests.Python
+{
+    public static class PythonTestingUtils
+    {
+        public static dynamic GetSlices(Symbol symbol)
+        {
+            var slices = Enumerable
+                .Range(0, 100)
+                .Select(
+                    i =>
+                    {
+                        var time = new DateTime(2013, 10, 7).AddMilliseconds(14400000 + i * 10000);
+                        return new Slice(
+                            time,
+                            new List<BaseData> {
+                                new Tick
+                                {
+                                    Time = time,
+                                    Symbol = symbol,
+                                    Value = 167 + i / 10,
+                                    Quantity = 1 + i * 10,
+                                    Exchange = "T"
+                                }
+                            }, time
+                        );
+                    }
+                );
+            return slices;
+        }
+    }
+}