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;
+
+namespace QuantConnect.Data.Consolidators
+{
+    /// <summary>
+    /// Represents a type that consumes BaseData instances and fires an event with consolidated
+    /// and/or aggregated data.
+    /// </summary>
+    /// <typeparam name="TInput">The type consumed by the consolidator</typeparam>
+    public abstract class DataConsolidator<TInput> : ConsolidatorBase
+        where TInput : IBaseData
+    {
+        /// <summary>
+        /// Updates this consolidator with the specified data
+        /// </summary>
+        /// <param name="data">The new data for the consolidator</param>
+        public override void Update(IBaseData data)
+        {
+            if (!(data is TInput))
+            {
+                throw new ArgumentNullException(nameof(data),
+                    $"Received type of {data.GetType().Name} but expected {typeof(TInput).Name}"
+                );
+            }
+            Update((TInput)data);
+        }
+
+        /// <summary>
+        /// Scans this consolidator to see if it should emit a bar due to time passing
+        /// </summary>
+        /// <param name="currentLocalTime">The current time in the local time zone (same as <see cref="BaseData.Time"/>)</param>
+        public abstract override void Scan(DateTime currentLocalTime);
+
+        /// <summary>
+        /// Gets a clone of the data being currently consolidated
+        /// </summary>
+        public abstract override IBaseData WorkingData { get; }
+
+        /// <summary>
+        /// Gets the type consumed by this consolidator
+        /// </summary>
+        public override Type InputType => typeof(TInput);
+
+        /// <summary>
+        /// Gets the type produced by this consolidator
+        /// </summary>
+        public abstract override Type OutputType { get; }
+
+        /// <summary>
+        /// Updates this consolidator with the specified data. This method is
+        /// responsible for raising the DataConsolidated event
+        /// </summary>
+        /// <param name="data">The new data for the consolidator</param>
+        public abstract void Update(TInput data);
+
+    }
+}