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 System.IO;
+
+namespace QuantConnect.Data
+{
+    /// <summary>
+    /// Base Data Class: Type, Timestamp, Key -- Base Features.
+    /// </summary>
+    [StubsAvoidImplicits]
+    public interface IBaseData : ISymbolProvider
+    {
+        /// <summary>
+        /// Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
+        /// </summary>
+        MarketDataType DataType
+        {
+            get;
+            set;
+        }
+
+        /// <summary>
+        /// Time keeper of data -- all data is timeseries based.
+        /// </summary>
+        DateTime Time
+        {
+            get;
+            set;
+        }
+
+        /// <summary>
+        /// End time of data
+        /// </summary>
+        DateTime EndTime
+        {
+            get;
+            set;
+        }
+
+
+        /// <summary>
+        /// All timeseries data is a time-value pair:
+        /// </summary>
+        decimal Value
+        {
+            get;
+            set;
+        }
+
+
+        /// <summary>
+        /// Alias of Value.
+        /// </summary>
+        decimal Price
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Reader Method :: using set of arguements we specify read out type. Enumerate
+        /// until the end of the data stream or file. E.g. Read CSV file line by line and convert
+        /// into data types.
+        /// </summary>
+        /// <returns>BaseData type set by Subscription Method.</returns>
+        [Obsolete("Reader(SubscriptionDataConfig, string, DateTime, DataFeedEndpoint) method has been made obsolete, use Reader(SubscriptionDataConfig, string, DateTime, bool) instead.")]
+        [StubsIgnore]
+        BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed);
+
+        /// <summary>
+        /// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
+        /// each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.
+        /// </summary>
+        /// <param name="config">Subscription data config setup object</param>
+        /// <param name="line">Line of the source document</param>
+        /// <param name="date">Date of the requested data</param>
+        /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
+        /// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
+        BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode);
+
+        /// <summary>
+        /// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
+        /// each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.
+        /// </summary>
+        /// <param name="config">Subscription data config setup object</param>
+        /// <param name="stream">The data stream</param>
+        /// <param name="date">Date of the requested data</param>
+        /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
+        /// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
+        [StubsIgnore]
+        BaseData Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode);
+
+        /// <summary>
+        /// Return the URL string source of the file. This will be converted to a stream
+        /// </summary>
+        /// <param name="datafeed">Type of datafeed we're reqesting - backtest or live</param>
+        /// <param name="config">Configuration object</param>
+        /// <param name="date">Date of this source file</param>
+        /// <returns>String URL of source file.</returns>
+        [StubsIgnore]
+        string GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed);
+
+        /// <summary>
+        /// Indicates if there is support for mapping
+        /// </summary>
+        /// <returns>True indicates mapping should be used</returns>
+        bool RequiresMapping();
+
+        /// <summary>
+        /// Return a new instance clone of this object
+        /// </summary>
+        /// <returns></returns>
+        BaseData Clone();
+
+    } // End Base Data Class
+
+} // End QC Namespace