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.Collections.Generic;
+using System.ComponentModel.Composition;
+
+namespace QuantConnect.Data
+{
+    /// <summary>
+    /// Aggregates ticks and bars based on given subscriptions.
+    /// </summary>
+    [InheritedExport(typeof(IDataAggregator))]
+    public interface IDataAggregator : IDisposable
+    {
+        /// <summary>
+        /// Initialize this instance
+        /// </summary>
+        /// <param name="parameters">The parameters dto instance</param>
+        void Initialize(DataAggregatorInitializeParameters parameters);
+
+        /// <summary>
+        /// Add new subscription to current <see cref="IDataAggregator"/> instance
+        /// </summary>
+        /// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
+        /// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
+        /// <returns>The new enumerator for this subscription request</returns>
+        /// <returns></returns>
+        IEnumerator<BaseData> Add(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler);
+
+        /// <summary>
+        /// Remove the given subscription
+        /// </summary>
+        /// <param name="dataConfig">defines the subscription configuration data.</param>        
+        /// <returns>Returns true if given <see cref="SubscriptionDataConfig"/> was found and succesfully removed; otherwise false.</returns>
+        bool Remove(SubscriptionDataConfig dataConfig);
+
+        /// <summary>
+        /// Adds new <see cref="BaseData"/> input into aggregator.
+        /// </summary>
+        /// <param name="input">The new data</param>
+        void Update(BaseData input);
+    }
+}