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 +1,103 @@
+# 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 custom_data import *
+
+class SecurityHistoryTest():
+    def __init__(self, start_date, security_type, symbol):
+        self.qb = QuantBook()
+        self.qb.SetStartDate(start_date)
+        self.symbol = self.qb.AddSecurity(security_type, symbol).Symbol
+        self.column = 'close'
+
+    def __str__(self):
+        return "{} on {}".format(self.symbol.ID, self.qb.StartDate)
+
+    def test_period_overload(self, period):
+        history = self.qb.History([self.symbol], period)
+        return history[self.column].unstack(level=0)
+
+    def test_daterange_overload(self, end):
+        start = end - timedelta(1)
+        history = self.qb.History([self.symbol], start, end)
+        return history[self.column].unstack(level=0)
+
+class OptionHistoryTest(SecurityHistoryTest):
+    def test_daterange_overload(self, end, start = None):
+        if start is None:
+            start = end - timedelta(1)
+        history = self.qb.GetOptionHistory(self.symbol, start, end)
+        return history.GetAllData()
+
+class FutureHistoryTest(SecurityHistoryTest):
+    def test_daterange_overload(self, end, start = None, maxFilter = 182):
+        if start is None:
+            start = end - timedelta(1)
+        self.qb.Securities[self.symbol].SetFilter(0, maxFilter) # default is 35 days
+        history = self.qb.GetFutureHistory(self.symbol, start, end)
+        return history.GetAllData()
+
+class FutureContractHistoryTest():
+    def __init__(self, start_date, security_type, symbol):
+        self.qb = QuantBook()
+        self.qb.SetStartDate(start_date)
+        self.symbol = symbol
+        self.column = 'close'
+
+    def test_daterange_overload(self, end):
+        start = end - timedelta(1)
+        history = self.qb.GetFutureHistory(self.symbol, start, end)
+        return history.GetAllData()
+
+class OptionContractHistoryTest(FutureContractHistoryTest):
+    def test_daterange_overload(self, end):
+        start = end - timedelta(1)
+        history = self.qb.GetOptionHistory(self.symbol, start, end)
+        return history.GetAllData()
+
+class CustomDataHistoryTest(SecurityHistoryTest):
+    def __init__(self, start_date, security_type, symbol):
+        self.qb = QuantBook()
+        self.qb.SetStartDate(start_date)
+
+        if security_type == 'Nifty':
+            type = Nifty
+            self.column = 'close'
+        elif security_type == 'CustomPythonData':
+            type = CustomPythonData
+            self.column = 'close'
+        else:
+            raise
+
+        self.symbol = self.qb.AddData(type, symbol, Resolution.Daily).Symbol
+
+class MultipleSecuritiesHistoryTest(SecurityHistoryTest):
+    def __init__(self, start_date, security_type, symbol):
+        self.qb = QuantBook()
+        self.qb.SetStartDate(start_date)
+        self.qb.AddEquity('SPY', Resolution.Daily)
+        self.qb.AddForex('EURUSD', Resolution.Daily)
+        self.qb.AddCrypto('BTCUSD', Resolution.Daily)
+
+    def test_period_overload(self, period):
+        history = self.qb.History(self.qb.Securities.Keys, period)
+        return history['close'].unstack(level=0)
+
+class FundamentalHistoryTest():
+    def __init__(self):
+        self.qb = QuantBook()
+
+    def getFundamentals(self, ticker, selector, start, end):
+        return self.qb.GetFundamental(ticker, selector, start, end)