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 *
+
+import decimal
+
+class CustomPythonData(PythonData):
+    def get_source(self, config, date, is_live):
+        source = Globals.DataFolder + "/equity/usa/daily/ibm.zip"
+        return SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.Csv)
+
+    def reader(self, config, line, date, is_live):
+        if line == None:
+            return None
+
+        customPythonData = CustomPythonData()
+        customPythonData.Symbol = config.Symbol
+
+        scaleFactor = 1 / 10000
+        csv = line.split(",")
+        customPythonData.Time = datetime.strptime(csv[0], '%Y%m%d %H:%M')
+        customPythonData["Open"] = float(csv[1]) * scaleFactor
+        customPythonData["High"] = float(csv[2]) * scaleFactor
+        customPythonData["Low"] = float(csv[3]) * scaleFactor
+        customPythonData["Close"] = float(csv[4]) * scaleFactor
+        customPythonData["Volume"] = float(csv[5])
+        return customPythonData
+
+class Nifty(PythonData):
+    '''NIFTY Custom Data Class'''
+    def get_source(self, config, date, is_live_mode):
+        return SubscriptionDataSource("https://www.dropbox.com/s/rsmg44jr6wexn2h/CNXNIFTY.csv?dl=1", SubscriptionTransportMedium.REMOTE_FILE)
+
+
+    def reader(self, config, line, date, is_live_mode):
+        if not (line.strip() and line[0].isdigit()): return None
+
+        # New Nifty object
+        index = Nifty()
+        index.symbol = config.symbol
+
+        try:
+            # Example File Format:
+            # Date,       Open       High        Low       Close     Volume      Turnover
+            # 2011-09-13  7792.9    7799.9     7722.65    7748.7    116534670    6107.78
+            data = line.split(',')
+            index.time = datetime.strptime(data[0], "%Y-%m-%d")
+            index.value = decimal.Decimal(data[4])
+            index["Open"] = float(data[1])
+            index["High"] = float(data[2])
+            index["Low"] = float(data[3])
+            index["Close"] = float(data[4])
+
+
+        except ValueError:
+                # Do nothing
+                return None
+
+        return index