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 System.Linq;
+using Newtonsoft.Json;
+using System.Collections.Generic;
+using System.Text.RegularExpressions;
+
+// Collection of response objects for Quantconnect Data/ endpoints
+namespace QuantConnect.Api
+{
+    /// <summary>
+    /// Data/Read response wrapper, contains link to requested data
+    /// </summary>
+    public class DataLink : RestResponse
+    {
+        /// <summary>
+        /// Url to the data requested
+        /// </summary>
+        public string Link { get; set; }
+
+        /// <summary>
+        /// Remaining QCC balance on account after this transaction
+        /// </summary>
+        public double Balance { get; set; }
+
+        /// <summary>
+        /// QCC Cost for this data link
+        /// </summary>
+        public double Cost { get; set; }
+    }
+
+    /// <summary>
+    /// Data/List response wrapper for available data
+    /// </summary>
+    public class DataList : RestResponse
+    {
+        /// <summary>
+        /// List of all available data from this request
+        /// </summary>
+        [JsonProperty(PropertyName = "objects")]
+        public List<string> AvailableData { get; set; }
+    }
+
+    /// <summary>
+    /// Data/Prices response wrapper for prices by vendor
+    /// </summary>
+    public class DataPricesList : RestResponse
+    {
+        /// <summary>
+        /// Collection of prices objects
+        /// </summary>
+        public List<PriceEntry> Prices { get; set; }
+
+        /// <summary>
+        /// The Agreement URL for this Organization
+        /// </summary>
+        [JsonProperty(PropertyName = "agreement")]
+        public string AgreementUrl { get; set; }
+
+        /// <summary>
+        /// Get the price in QCC for a given data file
+        /// </summary>
+        /// <param name="path">Lean data path of the file</param>
+        /// <returns>QCC price for data, -1 if no entry found</returns>
+        public int GetPrice(string path)
+        {
+            if (path == null)
+            {
+                return -1;
+            }
+
+            var entry = Prices.FirstOrDefault(x => x.RegEx.IsMatch(path));
+            return entry?.Price ?? -1;
+        }
+    }
+
+    /// <summary>
+    /// Prices entry for Data/Prices response
+    /// </summary>
+    public class PriceEntry
+    {
+        private Regex _regex;
+
+        /// <summary>
+        /// Vendor for this price
+        /// </summary>
+        [JsonProperty(PropertyName = "vendorName")]
+        public string Vendor { get; set; }
+
+        /// <summary>
+        /// Regex for this data price entry
+        /// Trims regex open, close, and multiline flag
+        /// because it won't match otherwise
+        /// </summary>
+        public Regex RegEx
+        {
+            get
+            {
+                if (_regex == null && RawRegEx != null)
+                {
+                    _regex = new Regex(RawRegEx.TrimStart('/').TrimEnd('m').TrimEnd('/'), RegexOptions.Compiled);
+                }
+                return _regex;
+            }
+        }
+
+        /// <summary>
+        /// RegEx directly from response
+        /// </summary>
+        [JsonProperty(PropertyName = "regex")]
+        public string RawRegEx { get; set; }
+
+        /// <summary>
+        /// The price for this entry in QCC
+        /// </summary>
+        public int? Price { get; set; }
+
+        /// <summary>
+        /// The type associated to this price entry if any
+        /// </summary>
+        public string Type { get; set; }
+
+        /// <summary>
+        /// True if the user is subscribed
+        /// </summary>
+        public bool? Subscribed { get; set; }
+
+        /// <summary>
+        /// The associated product id
+        /// </summary>
+        public int ProductId { get; set; }
+
+        /// <summary>
+        /// The associated data paths
+        /// </summary>
+        public HashSet<string> Paths { get; set; }
+    }
+}