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 QuantConnect.Data.Consolidators;
+using QuantConnect.Data.Market;
+using System;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Example algorithm of how to use ClassicRangeConsolidator with Tick resolution
+    /// </summary>
+    public class ClassicRangeConsolidatorWithTickAlgorithm : RangeConsolidatorWithTickAlgorithm
+    {
+        protected override RangeConsolidator CreateRangeConsolidator()
+        {
+            return new ClassicRangeConsolidator(Range);
+        }
+
+        protected override void OnDataConsolidated(Object sender, RangeBar rangeBar)
+        {
+            base.OnDataConsolidated(sender, rangeBar);
+
+            if (rangeBar.Volume == 0)
+            {
+                throw new RegressionTestException($"All RangeBar's should have non-zero volume, but this doesn't");
+            }
+        }
+    }
+}