chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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;
+using Python.Runtime;
+
+namespace QuantConnect.Data.Consolidators
+{
+    /// <summary>
+    /// A data consolidator that can make bigger bars from any base data
+    ///
+    /// This type acts as the base for other consolidators that produce bars on a given time step or for a count of data.
+    /// </summary>
+    /// <typeparam name="T">The input type into the consolidator's Update method</typeparam>
+    public abstract class TradeBarConsolidatorBase<T> : PeriodCountConsolidatorBase<T, TradeBar>
+        where T : IBaseData
+    {
+        /// <summary>
+        /// Creates a consolidator to produce a new 'TradeBar' representing the period
+        /// </summary>
+        /// <param name="period">The minimum span of time before emitting a consolidated bar</param>
+        /// <param name="startTime">Optionally the bar start time anchor to use</param>
+        protected TradeBarConsolidatorBase(TimeSpan period, TimeSpan? startTime = null)
+            : base(period, startTime)
+        {
+        }
+
+        /// <summary>
+        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data
+        /// </summary>
+        /// <param name="maxCount">The number of pieces to accept before emiting a consolidated bar</param>
+        protected TradeBarConsolidatorBase(int maxCount)
+            : base(maxCount)
+        {
+        }
+
+        /// <summary>
+        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first
+        /// </summary>
+        /// <param name="maxCount">The number of pieces to accept before emiting a consolidated bar</param>
+        /// <param name="period">The minimum span of time before emitting a consolidated bar</param>
+        protected TradeBarConsolidatorBase(int maxCount, TimeSpan period)
+            : base(maxCount, period)
+        {
+        }
+
+        /// <summary>
+        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first
+        /// </summary>
+        /// <param name="func">Func that defines the start time of a consolidated data</param>
+        protected TradeBarConsolidatorBase(Func<DateTime, CalendarInfo> func)
+            : base(func)
+        {
+        }
+
+        /// <summary>
+        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first
+        /// </summary>
+        /// <param name="pyfuncobj">Python function object that defines the start time of a consolidated data</param>
+        protected TradeBarConsolidatorBase(PyObject pyfuncobj)
+            : base(pyfuncobj)
+        {
+        }
+
+        /// <summary>
+        /// Gets a copy of the current 'workingBar'.
+        /// </summary>
+        public TradeBar WorkingBar => (TradeBar) WorkingData;
+    }
+}