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 +1,132 @@
+/*
+ * 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.Linq;
+using Newtonsoft.Json;
+using QuantConnect.Util;
+using QuantConnect.Orders;
+using Newtonsoft.Json.Linq;
+using QuantConnect.Packets;
+using QuantConnect.Securities;
+using System.Collections.Generic;
+
+namespace QuantConnect.Api
+{
+    /// <summary>
+    /// Custom JsonConverter for LiveResults data for live algorithms
+    /// </summary>
+    public class LiveAlgorithmResultsJsonConverter : JsonConverter
+    {
+        /// <summary>
+        /// Gets a value indicating whether this <see cref="T:Newtonsoft.Json.JsonConverter"/> can write JSON.
+        /// </summary>
+        /// <value>
+        /// <c>true</c> if this <see cref="T:Newtonsoft.Json.JsonConverter"/> can write JSON; otherwise, <c>false</c>.
+        /// </value>
+        public override bool CanWrite
+        {
+            get { return false; }
+        }
+
+        /// <summary>
+        /// Writes the JSON representation of the object.
+        /// </summary>
+        /// <param name="writer">The <see cref="T:Newtonsoft.Json.JsonWriter"/> to write to.</param><param name="value">The value.</param><param name="serializer">The calling serializer.</param>
+        public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
+        {
+            throw new NotImplementedException("The LiveAlgorithmResultsJsonConverter does not implement a WriteJson method.");
+        }
+
+        /// <summary>
+        /// Determines whether this instance can convert the specified object type.
+        /// </summary>
+        /// <param name="objectType">Type of the object.</param>
+        /// <returns>
+        /// <c>true</c> if this instance can convert the specified object type; otherwise, <c>false</c>.
+        /// </returns>
+        public override bool CanConvert(Type objectType)
+        {
+            return typeof(LiveAlgorithmResults).IsAssignableFrom(objectType);
+        }
+
+
+        /// <summary>
+        /// Reads the JSON representation of the object.
+        /// </summary>
+        /// <param name="reader">The <see cref="T:Newtonsoft.Json.JsonReader"/> to read from.</param><param name="objectType">Type of the object.</param><param name="existingValue">The existing value of object being read.</param><param name="serializer">The calling serializer.</param>
+        /// <returns>
+        /// The object value.
+        /// </returns>
+        public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
+        {
+            var jObject = JObject.Load(reader);
+
+            // We don't deserialize the json object directly since it contains properties such as `files` and `charts`
+            // that need to be deserialized in a different way
+            var liveAlgoResults = new LiveAlgorithmResults
+            {
+                Message = jObject["message"].Value<string>(),
+                Status = jObject["status"].Value<string>(),
+                DeployId = jObject["deployId"].Value<string>(),
+                CloneId = jObject["cloneId"].Value<int>(),
+                Launched = jObject["launched"].Value<DateTime>(),
+                Stopped = jObject["stopped"].Value<DateTime?>(),
+                Brokerage = jObject["brokerage"].Value<string>(),
+                SecurityTypes = jObject["securityTypes"].Value<string>(),
+                ProjectName = jObject["projectName"].Value<string>(),
+                Datacenter = jObject["datacenter"].Value<string>(),
+                Public = jObject["public"].Value<bool>(),
+                Success = jObject["success"].Value<bool>()
+            };
+
+            if (!liveAlgoResults.Success)
+            {
+                // Either there was an error in the running algorithm or the algorithm hasn't started
+                liveAlgoResults.Errors = jObject.Last.Children().Select(error => error.ToString()).ToList();
+                return liveAlgoResults;
+            }
+
+            // Deserialize charting data
+            var chartDictionary = new Dictionary<string, Chart>();
+            var charts = jObject["charts"] ?? jObject["Charts"];
+            if (charts != null)
+            {
+                var stringCharts = jObject["charts"]?.ToString() ?? jObject["Charts"].ToString();
+                if(!string.IsNullOrEmpty(stringCharts))
+                {
+                    chartDictionary = JsonConvert.DeserializeObject<Dictionary<string, Chart>>(stringCharts);
+                }
+            }
+
+            // Deserialize files data
+            var projectFiles = new List<ProjectFile>();
+            var files = jObject["files"] ?? jObject["Files"];
+            if (files != null)
+            {
+                var stringFiles = jObject["files"]?.ToString() ?? jObject["Files"].ToString();
+                if (!string.IsNullOrEmpty(stringFiles))
+                {
+                    projectFiles = JsonConvert.DeserializeObject<List<ProjectFile>>(stringFiles);
+                }
+            }
+
+            liveAlgoResults.Charts = chartDictionary;
+            liveAlgoResults.Files = projectFiles;
+
+            return liveAlgoResults;
+        }
+    }
+}