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.IO;
+using System.Linq;
+using System.Collections.Generic;
+
+namespace QuantConnect.Data.Auxiliary
+{
+    /// <summary>
+    /// Helper class for handling mapfile zip files
+    /// </summary>
+    public static class MapFileZipHelper
+    {
+        /// <summary>
+        /// Gets the mapfile zip filename for the specified date
+        /// </summary>
+        public static string GetMapFileZipFileName(string market, DateTime date, SecurityType securityType)
+        {
+            return Path.Combine(Globals.DataFolder, MapFile.GetRelativeMapFilePath(market, securityType), $"map_files_{date:yyyyMMdd}.zip");
+        }
+
+        /// <summary>
+        /// Reads the zip bytes as text and parses as MapFileRows to create MapFiles
+        /// </summary>
+        public static IEnumerable<MapFile> ReadMapFileZip(Stream file, string market, SecurityType securityType)
+        {
+            if (file == null || file.Length == 0)
+            {
+                return Enumerable.Empty<MapFile>();
+            }
+
+            var result = from kvp in Compression.Unzip(file)
+                   let filename = kvp.Key
+                   where filename.EndsWith(".csv", StringComparison.InvariantCultureIgnoreCase)
+                   let lines = kvp.Value.Where(line => !string.IsNullOrEmpty(line))
+                   let mapFile = SafeRead(filename, lines, market, securityType)
+                   select mapFile;
+            return result;
+        }
+
+        /// <summary>
+        /// Parses the contents as a MapFile, if error returns a new empty map file
+        /// </summary>
+        private static MapFile SafeRead(string filename, IEnumerable<string> contents, string market, SecurityType securityType)
+        {
+            var permtick = Path.GetFileNameWithoutExtension(filename);
+            try
+            {
+                return new MapFile(permtick, contents.Select(s => MapFileRow.Parse(s, market, securityType)));
+            }
+            catch
+            {
+                return new MapFile(permtick, Enumerable.Empty<MapFileRow>());
+            }
+        }
+    }
+}