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.Collections.Concurrent;
+using System.Linq;
+using QuantConnect.Interfaces;
+
+namespace QuantConnect.Data.Auxiliary
+{
+    /// <summary>
+    /// Implementation of IPrimaryExchangeProvider from map files. 
+    /// </summary>
+    public class MapFilePrimaryExchangeProvider : IPrimaryExchangeProvider
+    {
+        private readonly IMapFileProvider _mapFileProvider;
+        private readonly ConcurrentDictionary<SecurityIdentifier, Exchange> _primaryExchangeBySid;
+
+        /// <summary>
+        /// Constructor for Primary Exchange Provider from MapFiles
+        /// </summary>
+        /// <param name="mapFileProvider">MapFile to use</param>
+        public MapFilePrimaryExchangeProvider(IMapFileProvider mapFileProvider)
+        {
+            _mapFileProvider = mapFileProvider;
+            _primaryExchangeBySid = new ConcurrentDictionary<SecurityIdentifier, Exchange>();
+        }
+
+        /// <summary>
+        /// Gets the primary exchange for a given security identifier
+        /// </summary>
+        /// <param name="securityIdentifier">The security identifier to get the primary exchange for</param>
+        /// <returns>Returns the primary exchange or null if not found</returns>
+        public Exchange GetPrimaryExchange(SecurityIdentifier securityIdentifier)
+        {
+            Exchange primaryExchange;
+            if (!_primaryExchangeBySid.TryGetValue(securityIdentifier, out primaryExchange))
+            {
+                var mapFile = _mapFileProvider.Get(AuxiliaryDataKey.Create(securityIdentifier))
+                    .ResolveMapFile(securityIdentifier.Symbol, securityIdentifier.Date);
+                if (mapFile != null && mapFile.Any())
+                {
+                    primaryExchange = mapFile.Last().PrimaryExchange;
+                }
+                _primaryExchangeBySid[securityIdentifier] = primaryExchange;
+            }
+
+            return primaryExchange;
+        }
+    }
+}