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;
+using System.Collections.Generic;
+
+namespace QuantConnect.Data.Auxiliary
+{
+    /// <summary>
+    /// Providers price scaling factors for a permanent tick
+    /// </summary>
+    public interface IFactorProvider : IEnumerable<IFactorRow>
+    {
+        /// <summary>
+        /// Gets the symbol this factor file represents
+        /// </summary>
+        public string Permtick { get; }
+
+        /// <summary>
+        /// The minimum tradeable date for the symbol
+        /// </summary>
+        /// <remarks>
+        /// Some factor files have INF split values, indicating that the stock has so many splits
+        /// that prices can't be calculated with correct numerical precision.
+        /// To allow backtesting these symbols, we need to move the starting date
+        /// forward when reading the data.
+        /// Known symbols: GBSN, JUNI, NEWL
+        /// </remarks>
+        public DateTime? FactorFileMinimumDate { get; set; }
+
+        /// <summary>
+        /// Gets the price factor for the specified search date
+        /// </summary>
+        decimal GetPriceFactor(DateTime searchDate, DataNormalizationMode dataNormalizationMode, DataMappingMode? dataMappingMode = null, uint contractOffset = 0);
+    }
+}