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 +1,83 @@
+/*
+ * 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.IO;
+using System.Threading;
+using QuantConnect.Logging;
+using QuantConnect.Interfaces;
+using System.Collections.Concurrent;
+
+namespace QuantConnect.Data.Auxiliary
+{
+    /// <summary>
+    /// Provides a default implementation of <see cref="IMapFileProvider"/> that reads from
+    /// the local disk
+    /// </summary>
+    public class LocalDiskMapFileProvider : IMapFileProvider
+    {
+        private static int _wroteTraceStatement;
+        private readonly ConcurrentDictionary<AuxiliaryDataKey, MapFileResolver> _cache;
+        private IDataProvider _dataProvider;
+
+        /// <summary>
+        /// Creates a new instance of the <see cref="LocalDiskFactorFileProvider"/>
+        /// </summary>
+        public LocalDiskMapFileProvider()
+        {
+            _cache = new ConcurrentDictionary<AuxiliaryDataKey, MapFileResolver>();
+        }
+
+        /// <summary>
+        /// Initializes our MapFileProvider by supplying our dataProvider
+        /// </summary>
+        /// <param name="dataProvider">DataProvider to use</param>
+        public void Initialize(IDataProvider dataProvider)
+        {
+            _dataProvider = dataProvider;
+        }
+
+        /// <summary>
+        /// Gets a <see cref="MapFileResolver"/> representing all the map
+        /// files for the specified market
+        /// </summary>
+        /// <param name="auxiliaryDataKey">Key used to fetch a map file resolver. Specifying market and security type</param>
+        /// <returns>A <see cref="MapFileRow"/> containing all map files for the specified market</returns>
+        public MapFileResolver Get(AuxiliaryDataKey auxiliaryDataKey)
+        {
+            return _cache.GetOrAdd(auxiliaryDataKey, GetMapFileResolver);
+        }
+
+        private MapFileResolver GetMapFileResolver(AuxiliaryDataKey key)
+        {
+            var securityType = key.SecurityType;
+            var market = key.Market;
+
+            var mapFileDirectory = Globals.GetDataFolderPath(MapFile.GetRelativeMapFilePath(market, securityType));
+            if (!Directory.Exists(mapFileDirectory))
+            {
+                // only write this message once per application instance
+                if (Interlocked.CompareExchange(ref _wroteTraceStatement, 1, 0) == 0)
+                {
+                    Log.Error($"LocalDiskMapFileProvider.GetMapFileResolver({market}): " +
+                        $"The specified directory does not exist: {mapFileDirectory}"
+                    );
+                }
+                return MapFileResolver.Empty;
+            }
+            return new MapFileResolver(MapFile.GetMapFiles(mapFileDirectory, market, securityType, _dataProvider));
+        }
+    }
+}