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 +1,172 @@
+/*
+ * 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.Configuration;
+using QuantConnect.Lean.Engine;
+using QuantConnect.Packets;
+using QuantConnect.Util;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+
+namespace QuantConnect.Tests
+{
+    /// <summary>
+    /// Local/desktop implementation of messaging system for Lean Engine.
+    /// </summary>
+    public class RegressionTestMessageHandler : QuantConnect.Messaging.Messaging
+    {
+        private static readonly bool _updateRegressionStatistics = Config.GetBool("regression-update-statistics", false);
+        private AlgorithmNodePacket _job;
+        private AlgorithmManager _algorithmManager;
+
+        /// <summary>
+        /// Initialize the messaging system
+        /// </summary>
+        public void SetAlgorithmManager(AlgorithmManager algorithmManager)
+        {
+            _algorithmManager = algorithmManager;
+        }
+
+        /// <summary>
+        /// Set the messaging channel
+        /// </summary>
+        public override void SetAuthentication(AlgorithmNodePacket job)
+        {
+            base.SetAuthentication(job);
+            _job = job;
+        }
+
+        /// <summary>
+        /// Send a generic base packet without processing
+        /// </summary>
+        public override void Send(Packet packet)
+        {
+            base.Send(packet);
+            switch (packet.Type)
+            {
+                case PacketType.BacktestResult:
+                    var result = (BacktestResultPacket)packet;
+
+                    if (result.Progress == 1)
+                    {
+                        if (_updateRegressionStatistics && _job.Language == Language.CSharp)
+                        {
+                            UpdateRegressionStatisticsInSourceFile(result.Results.Statistics, _algorithmManager, "../../../Algorithm.CSharp", $"{_job.AlgorithmId}.cs");
+                        }
+                    }
+                    break;
+
+                default:
+                    break;
+            }
+        }
+
+        public static void UpdateRegressionStatisticsInSourceFile(IDictionary<string, string> statistics, AlgorithmManager algorithmManager, string folder, string fileToUpdate)
+        {
+            var algorithmSource = Directory.EnumerateFiles(folder, fileToUpdate, SearchOption.AllDirectories).Single();
+            var file = File.ReadAllLines(algorithmSource).ToList().GetEnumerator();
+            var lines = new List<string>();
+            while (file.MoveNext())
+            {
+                var line = file.Current;
+                if (line == null)
+                {
+                    continue;
+                }
+
+                if (line.Contains("Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>")
+                    || line.Contains("Dictionary<string, string> ExpectedStatistics => new()"))
+                {
+                    if (!statistics.Any() || line.EndsWith("();"))
+                    {
+                        lines.Add(line);
+                        continue;
+                    }
+
+                    lines.Add(line);
+                    lines.Add("        {");
+
+                    foreach (var pair in statistics)
+                    {
+                        lines.Add($"            {{\"{pair.Key}\", \"{pair.Value}\"}},");
+                    }
+
+                    // remove trailing comma
+                    var lastLine = lines[lines.Count - 1];
+                    lines[lines.Count - 1] = lastLine.Substring(0, lastLine.Length - 1);
+
+                    // now we skip existing expected statistics in file
+                    while (file.MoveNext())
+                    {
+                        line = file.Current;
+                        if (line != null && line.Contains("};"))
+                        {
+                            lines.Add(line);
+                            break;
+                        }
+                    }
+                }
+                else if (line.Contains($"long DataPoints =>"))
+                {
+                    if (line.EndsWith("-1;"))
+                    {
+                        lines.Add(line);
+                    }
+                    else
+                    {
+                        lines.Add(GetDataPointLine(line, algorithmManager?.DataPoints.ToString()));
+                    }
+                }
+                else if (line.Contains($"int AlgorithmHistoryDataPoints =>"))
+                {
+                    if (line.EndsWith("-1;"))
+                    {
+                        lines.Add(line);
+                    }
+                    else
+                    {
+                        lines.Add(GetDataPointLine(line, algorithmManager?.AlgorithmHistoryDataPoints.ToString()));
+                    }
+                }
+                else if (line.Contains($"AlgorithmStatus AlgorithmStatus =>"))
+                {
+                    lines.Add(GetAlgorithmStatusLine(line, algorithmManager?.State.ToString()));
+                }
+                else
+                {
+                    lines.Add(line);
+                }
+            }
+
+            file.DisposeSafely();
+            File.WriteAllLines(algorithmSource, lines);
+        }
+
+        private static string GetDataPointLine(string currentLine, string count)
+        {
+            var dataParts = currentLine.Split(" ");
+            dataParts[^1] = count + ";";
+            return string.Join(" ", dataParts);
+        }
+
+        private static string GetAlgorithmStatusLine(string currentLine, string algorithmStatus)
+        {
+            var dataParts = currentLine.Split(" ");
+            dataParts[^1] = "AlgorithmStatus." + algorithmStatus + ";";
+            return string.Join(" ", dataParts);
+        }
+    }
+}