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 QuantConnect.Data.Market;
+
+namespace QuantConnect.Data.Consolidators
+{
+    /// <summary>
+    /// Represents the simplest DataConsolidator implementation, one that is defined
+    /// by a straight pass through of the data. No projection or aggregation is performed.
+    /// </summary>
+    /// <typeparam name="T">The type of data</typeparam>
+    public class IdentityDataConsolidator<T> : DataConsolidator<T>
+        where T : IBaseData
+    {
+        private static readonly bool IsTick = typeof(T) == typeof(Tick);
+
+        private T _last;
+
+        /// <summary>
+        /// Stores the timestamp of the last processed data item.
+        /// </summary>
+        private DateTime _lastTime;
+
+        /// <summary>
+        /// Gets a clone of the data being currently consolidated
+        /// </summary>
+        public override IBaseData WorkingData
+        {
+            get { return _last == null ? null : _last.Clone(); }
+        }
+
+        /// <summary>
+        /// Gets the type produced by this consolidator
+        /// </summary>
+        public override Type OutputType
+        {
+            get { return typeof(T); }
+        }
+
+        /// <summary>
+        /// Updates this consolidator with the specified data
+        /// </summary>
+        /// <param name="data">The new data for the consolidator</param>
+        public override void Update(T data)
+        {
+            if (IsTick || _last == null || data.EndTime != _lastTime)
+            {
+                OnDataConsolidated(data);
+                _last = data;
+                _lastTime = data.EndTime;
+            }
+        }
+
+        /// <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 override void Scan(DateTime currentLocalTime)
+        {
+        }
+
+        /// <summary>
+        /// Resets the consolidator
+        /// </summary>
+        public override void Reset()
+        {
+            base.Reset();
+            _last = default(T);
+        }
+    }
+}