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.
+ *
+*/
+
+namespace QuantConnect.Data.Auxiliary
+{
+    /// <summary>
+    /// Unique definition key for a collection of auxiliary data for a Market and SecurityType
+    /// </summary>
+    public class AuxiliaryDataKey
+    {
+        /// <summary>
+        /// USA equities market corporate actions key definition
+        /// </summary>
+        public static AuxiliaryDataKey EquityUsa { get; } = new (QuantConnect.Market.USA, SecurityType.Equity);
+
+        /// <summary>
+        /// The market associated with these corporate actions
+        /// </summary>
+        public string Market { get; }
+
+        /// <summary>
+        /// The associated security type
+        /// </summary>
+        public SecurityType SecurityType { get; }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        public AuxiliaryDataKey(string market, SecurityType securityType)
+        {
+            Market = market;
+            SecurityType = securityType;
+        }
+
+        /// <summary>
+        /// Serves as a hash function for a particular type.
+        /// </summary>
+        public override int GetHashCode()
+        {
+            unchecked
+            {
+                var hashCode = Market.GetHashCode();
+                return (hashCode*397) ^ SecurityType.GetHashCode();
+            }
+        }
+
+        /// <summary>
+        /// Determines whether the specified <see cref="T:System.Object"/> is equal to the current <see cref="T:System.Object"/>.
+        /// </summary>
+        /// <returns>
+        /// true if the specified object  is equal to the current object; otherwise, false.
+        /// </returns>
+        /// <param name="obj">The object to compare with the current object. </param><filterpriority>2</filterpriority>
+        public override bool Equals(object? obj)
+        {
+            if (ReferenceEquals(null, obj)) return false;
+            if (obj.GetType() != GetType()) return false;
+
+            var other = (AuxiliaryDataKey)obj;
+
+            return other.Market == Market
+                && other.SecurityType == SecurityType;
+        }
+
+        /// <summary>
+        /// Returns a string containing the market and security type
+        /// </summary>
+        public override string ToString()
+        {
+            return $"{Market}:{SecurityType}";
+        }
+
+        /// <summary>
+        /// Helper method to create a new instance from a Symbol
+        /// </summary>
+        public static AuxiliaryDataKey Create(Symbol symbol) => Create(symbol.HasUnderlying ? symbol.Underlying.ID : symbol.ID);
+
+        /// <summary>
+        /// Helper method to create a new instance from a SecurityIdentifier
+        /// </summary>
+        public static AuxiliaryDataKey Create(SecurityIdentifier securityIdentifier)
+        {
+            securityIdentifier = securityIdentifier.HasUnderlying ? securityIdentifier.Underlying : securityIdentifier;
+            return new AuxiliaryDataKey(securityIdentifier.Market, securityIdentifier.SecurityType);
+        }
+    }
+}