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.Interfaces;
+using QuantConnect.Packets;
+
+namespace QuantConnect.Data
+{
+    /// <summary>
+    /// Represents the set of parameters for the <see cref="IHistoryProvider.Initialize"/> method
+    /// </summary>
+    public class HistoryProviderInitializeParameters
+    {
+        /// <summary>
+        /// The job
+        /// </summary>
+        public AlgorithmNodePacket Job { get; }
+
+        /// <summary>
+        /// The API instance
+        /// </summary>
+        public IApi Api { get; }
+
+        /// <summary>
+        /// The provider used to get data when it is not present on disk
+        /// </summary>
+        public IDataProvider DataProvider { get; }
+
+        /// <summary>
+        /// The provider used to cache history data files
+        /// </summary>
+        public IDataCacheProvider DataCacheProvider { get; }
+
+        /// <summary>
+        /// The provider used to get a map file resolver to handle equity mapping
+        /// </summary>
+        public IMapFileProvider MapFileProvider { get; }
+
+        /// <summary>
+        /// The provider used to get factor files to handle equity price scaling
+        /// </summary>
+        public IFactorFileProvider FactorFileProvider { get; }
+
+        /// <summary>
+        /// A function used to send status updates
+        /// </summary>
+        public Action<int> StatusUpdateAction { get; }
+
+        /// <summary>
+        /// True if parallel history requests are enabled
+        /// </summary>
+        /// <remarks>Parallel history requests are faster but require more ram and cpu usage
+        /// and are not compatible with some <see cref="IDataCacheProvider"/></remarks>
+        public bool ParallelHistoryRequestsEnabled { get; }
+
+        /// <summary>
+        /// The data permission manager
+        /// </summary>
+        public IDataPermissionManager DataPermissionManager { get; }
+
+        /// <summary>
+        /// The object store
+        /// </summary>
+        public IObjectStore ObjectStore { get; }
+
+        /// <summary>
+        /// The algorithm settings instance to use
+        /// </summary>
+        public IAlgorithmSettings AlgorithmSettings { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="HistoryProviderInitializeParameters"/> class from the specified parameters
+        /// </summary>
+        /// <param name="job">The job</param>
+        /// <param name="api">The API instance</param>
+        /// <param name="dataProvider">Provider used to get data when it is not present on disk</param>
+        /// <param name="dataCacheProvider">Provider used to cache history data files</param>
+        /// <param name="mapFileProvider">Provider used to get a map file resolver to handle equity mapping</param>
+        /// <param name="factorFileProvider">Provider used to get factor files to handle equity price scaling</param>
+        /// <param name="statusUpdateAction">Function used to send status updates</param>
+        /// <param name="parallelHistoryRequestsEnabled">True if parallel history requests are enabled</param>
+        /// <param name="dataPermissionManager">The data permission manager to use</param>
+        /// <param name="objectStore">The object store to use</param>
+        /// <param name="algorithmSettings">The algorithm settings instance to use</param>
+        public HistoryProviderInitializeParameters(
+            AlgorithmNodePacket job,
+            IApi api,
+            IDataProvider dataProvider,
+            IDataCacheProvider dataCacheProvider,
+            IMapFileProvider mapFileProvider,
+            IFactorFileProvider factorFileProvider,
+            Action<int> statusUpdateAction,
+            bool parallelHistoryRequestsEnabled,
+            IDataPermissionManager dataPermissionManager,
+            IObjectStore objectStore,
+            IAlgorithmSettings algorithmSettings)
+        {
+            Job = job;
+            Api = api;
+            DataProvider = dataProvider;
+            DataCacheProvider = dataCacheProvider;
+            MapFileProvider = mapFileProvider;
+            FactorFileProvider = factorFileProvider;
+            StatusUpdateAction = statusUpdateAction;
+            ParallelHistoryRequestsEnabled = parallelHistoryRequestsEnabled;
+            DataPermissionManager = dataPermissionManager;
+            ObjectStore = objectStore;
+            AlgorithmSettings = algorithmSettings;
+        }
+    }
+}