chore: import upstream snapshot with attribution

Common/Data/DataHistory.cs

@@ -0,0 +1,87 @@
+/*
+ * 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.Text;
+using System.Linq;
+using Python.Runtime;
+using QuantConnect.Util;
+using System.Collections;
+using System.Collections.Generic;
+
+namespace QuantConnect.Data
+{
+    /// <summary>
+    /// Historical data abstraction
+    /// </summary>
+    /// <typeparam name="T">The data this collection can enumerate</typeparam>
+    public class DataHistory<T> : IEnumerable<T>
+    {
+        private readonly Lazy<int> _count;
+        private readonly Lazy<PyObject> _dataframe;
+
+        /// <summary>
+        /// The data we hold
+        /// </summary>
+        protected IEnumerable<T> Data { get; }
+
+        /// <summary>
+        /// The current data point count
+        /// </summary>
+        public int Count => _count.Value;
+
+        /// <summary>
+        /// This data pandas data frame
+        /// </summary>
+        public PyObject DataFrame => _dataframe.Value;
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        public DataHistory(IEnumerable<T> data, Lazy<PyObject> dataframe)
+        {
+            Data = data.Memoize();
+            _dataframe = dataframe;
+            // let's be lazy
+            _count = new(() => Data.Count());
+        }
+
+        /// <summary>
+        /// Default to string implementation
+        /// </summary>
+        public override string ToString()
+        {
+            var builder = new StringBuilder();
+            foreach (var dataPoint in Data)
+            {
+                builder.AppendLine(dataPoint.ToString());
+            }
+            return builder.ToString();
+        }
+
+        /// <summary>
+        /// Returns an enumerator for the data
+        /// </summary>
+        public IEnumerator<T> GetEnumerator()
+        {
+            return Data.GetEnumerator();
+        }
+
+        IEnumerator IEnumerable.GetEnumerator()
+        {
+            return GetEnumerator();
+        }
+    }
+}