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.UniverseSelection;
+using System;
+using System.Collections.Generic;
+using Python.Runtime;
+
+namespace QuantConnect.Algorithm.Framework.Selection
+{
+    /// <summary>
+    /// Inception Date Universe that accepts a Dictionary of DateTime keyed by String that represent
+    /// the Inception date for each ticker
+    /// </summary>
+    public class InceptionDateUniverseSelectionModel : CustomUniverseSelectionModel
+    {
+        private readonly Queue<KeyValuePair<string, DateTime>> _queue;
+        private readonly List<string> _symbols;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="InceptionDateUniverseSelectionModel"/> class
+        /// </summary>
+        /// <param name="name">A unique name for this universe</param>
+        /// <param name="tickersByDate">Dictionary of DateTime keyed by String that represent the Inception date for each ticker</param>
+        public InceptionDateUniverseSelectionModel(string name, Dictionary<string, DateTime> tickersByDate) :
+            base(name, (Func<DateTime, IEnumerable<string>>)null)
+        {
+            _queue = new Queue<KeyValuePair<string, DateTime>>(tickersByDate);
+            _symbols = new List<string>();
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="InceptionDateUniverseSelectionModel"/> class
+        /// </summary>
+        /// <param name="name">A unique name for this universe</param>
+        /// <param name="tickersByDate">Dictionary of DateTime keyed by String that represent the Inception date for each ticker</param>
+        public InceptionDateUniverseSelectionModel(string name, PyObject tickersByDate) :
+            this(name, tickersByDate.ConvertToDictionary<string, DateTime>())
+        {
+        }
+
+        /// <summary>
+        /// Returns all tickers that are trading at current algorithm Time
+        /// </summary>
+        public override IEnumerable<string> Select(QCAlgorithm algorithm, DateTime date)
+        {
+            // Check if this method was overridden in Python
+            if (TryInvokePythonOverride(nameof(Select), out IEnumerable<string> result, algorithm, date))
+            {
+                return result;
+            }
+
+            // Move Symbols that are trading from the queue to a list 
+            var added = new List<string>();
+            while (_queue.TryPeek(out var keyValuePair) && keyValuePair.Value <= date)
+            {
+                added.Add(_queue.Dequeue().Key);
+            }
+
+            // If no pending for addition found, return Universe Unchanged
+            // Otherwise adds to list of current tickers and return it
+            if (added.Count == 0)
+            {
+                return Universe.Unchanged;
+            }
+
+            _symbols.AddRange(added);
+            return _symbols;
+        }
+    }
+}