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 +1,128 @@
+/*
+ * 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 System.Collections.Generic;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Securities;
+using QuantConnect.Util;
+
+namespace QuantConnect.Algorithm.Framework
+{
+    /// <summary>
+    /// Provides convenience methods for updating collections in responses to securities changed events
+    /// </summary>
+    public static class NotifiedSecurityChanges
+    {
+        /// <summary>
+        /// Adds and removes the security changes to/from the collection
+        /// </summary>
+        /// <param name="securities">The securities collection to be updated with the changes</param>
+        /// <param name="changes">The changes to be applied to the securities collection</param>
+        public static void UpdateCollection(ICollection<Security> securities, SecurityChanges changes)
+        {
+            Update(changes, securities.Add, removed => securities.Remove(removed));
+        }
+
+        /// <summary>
+        /// Adds and removes the security changes to/from the collection
+        /// </summary>
+        /// <param name="securities">The securities collection to be updated with the changes</param>
+        /// <param name="changes">The changes to be applied to the securities collection</param>
+        /// <param name="valueFactory">Delegate used to create instances of <typeparamref name="TValue"/> from a <see cref="Security"/> object</param>
+        public static void UpdateCollection<TValue>(ICollection<TValue> securities, SecurityChanges changes, Func<Security, TValue> valueFactory)
+        {
+            Update(changes, added => securities.Add(valueFactory(added)), removed => securities.Remove(valueFactory(removed)));
+        }
+
+        /// <summary>
+        /// Adds and removes the security changes to/from the collection
+        /// </summary>
+        /// <param name="dictionary">The securities collection to be updated with the changes</param>
+        /// <param name="changes">The changes to be applied to the securities collection</param>
+        /// <param name="valueFactory">Factory for creating dictonary values for a key</param>
+        public static void UpdateDictionary<TValue>(
+            IDictionary<Security, TValue> dictionary,
+            SecurityChanges changes,
+            Func<Security, TValue> valueFactory
+            )
+        {
+            UpdateDictionary(dictionary, changes, security => security, valueFactory);
+        }
+
+        /// <summary>
+        /// Adds and removes the security changes to/from the collection
+        /// </summary>
+        /// <param name="dictionary">The securities collection to be updated with the changes</param>
+        /// <param name="changes">The changes to be applied to the securities collection</param>
+        /// <param name="valueFactory">Factory for creating dictonary values for a key</param>
+        public static void UpdateDictionary<TValue>(
+            IDictionary<Symbol, TValue> dictionary,
+            SecurityChanges changes,
+            Func<Security, TValue> valueFactory
+            )
+        {
+            UpdateDictionary(dictionary, changes, security => security.Symbol, valueFactory);
+        }
+
+        /// <summary>
+        /// Most generic form of <see cref="UpdateCollection"/>
+        /// </summary>
+        /// <typeparam name="TKey">The dictionary's key type</typeparam>
+        /// <typeparam name="TValue">The dictionary's value type</typeparam>
+        /// <param name="dictionary">The dictionary to update</param>
+        /// <param name="changes">The <seealso cref="SecurityChanges"/> to apply to the dictionary</param>
+        /// <param name="keyFactory">Selector pulling <typeparamref name="TKey"/> from a <seealso cref="Security"/></param>
+        /// <param name="valueFactory">Selector pulling <typeparamref name="TValue"/> from a <seealso cref="Security"/></param>
+        public static void UpdateDictionary<TKey, TValue>(
+            IDictionary<TKey, TValue> dictionary,
+            SecurityChanges changes,
+            Func<Security, TKey> keyFactory,
+            Func<Security, TValue> valueFactory
+            )
+        {
+            Update(changes,
+                added => dictionary.Add(keyFactory(added), valueFactory(added)),
+                removed =>
+                {
+                    var key = keyFactory(removed);
+                    var entry = dictionary[key];
+                    dictionary.Remove(key);
+
+                    // give the entry a chance to clean up after itself
+                    var disposable = entry as IDisposable;
+                    disposable.DisposeSafely();
+                });
+        }
+
+        /// <summary>
+        /// Invokes the provided <paramref name="add"/> and <paramref name="remove"/> functions for each
+        /// </summary>
+        /// <param name="changes">The security changes to process</param>
+        /// <param name="add">Function called for each added security</param>
+        /// <param name="remove">Function called for each removed security</param>
+        public static void Update(SecurityChanges changes, Action<Security> add, Action<Security> remove)
+        {
+            foreach (var added in changes.AddedSecurities)
+            {
+                add(added);
+            }
+            foreach (var removed in changes.RemovedSecurities)
+            {
+                remove(removed);
+            }
+        }
+    }
+}