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 +1,70 @@
+/*
+ * 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 Newtonsoft.Json;
+using NodaTime;
+using QuantConnect.Data;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    /// <summary>
+    /// Custom data type that causes rest api calls
+    /// </summary>
+    public class RestApiBaseData : TradeBar
+    {
+        public static int ReaderCount = 0;
+        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
+        {
+            ReaderCount++;
+            //[{"symbol":"SPY","time":1444271505,"alpha":1,"beta":2}]
+            var array = JsonConvert.DeserializeObject<JsonSerialization[]>(line);
+            if (array.Length > 0)
+            {
+                return array[0].ToBaseData(config.DataTimeZone, config.Increment, config.Symbol);
+            }
+            return null;
+        }
+
+        public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
+        {
+            var remoteFileSource = @"https://www.quantconnect.com/live-test?type=rest&symbols=" + config.Symbol.Value;
+            //remoteFileSource = @"http://beta.quantconnect.com/live-test?type=rest&symbols=" + config.Symbol.Value;
+            return new SubscriptionDataSource(remoteFileSource, SubscriptionTransportMedium.Rest, FileFormat.Csv);
+        }
+
+        private class JsonSerialization
+        {
+            public string symbol = String.Empty;
+            public double time = 0;
+            public double alpha = 0;
+            public double beta = 0;
+
+            public RestApiBaseData ToBaseData(DateTimeZone timeZone, TimeSpan period, Symbol sym)
+            {
+                var dateTime = QuantConnect.Time.UnixTimeStampToDateTime(time).ConvertFromUtc(timeZone).Subtract(period);
+                return new RestApiBaseData
+                {
+                    Symbol = sym,
+                    Time = dateTime,
+                    EndTime = dateTime.Add(period),
+                    Value = (decimal) alpha
+                };
+            }
+        }
+    }
+}