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;
+
+namespace QuantConnect.Data
+{
+    /// <summary>
+    /// Abstract indexed base data class of QuantConnect.
+    /// It is intended to be extended to define customizable data types which are stored
+    /// using an intermediate index source
+    /// </summary>
+    public abstract class IndexedBaseData : BaseData
+    {
+        /// <summary>
+        /// Returns the source for a given index value
+        /// </summary>
+        /// <param name="config">Configuration object</param>
+        /// <param name="date">Date of this source file</param>
+        /// <param name="index">The index value for which we want to fetch the source</param>
+        /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
+        /// <returns>The <see cref="SubscriptionDataSource"/> instance to use</returns>
+        public virtual SubscriptionDataSource GetSourceForAnIndex(SubscriptionDataConfig config, DateTime date, string index, bool isLiveMode)
+        {
+            throw new NotImplementedException($"{nameof(IndexedBaseData)} types should implement 'GetSourceForAnIndex'. " +
+                                              "The implementation should determine the source to use for a given index value.");
+        }
+
+        /// <summary>
+        /// Returns the index source for a date
+        /// </summary>
+        /// <param name="config">Configuration object</param>
+        /// <param name="date">Date of this source file</param>
+        /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
+        /// <returns>The <see cref="SubscriptionDataSource"/> instance to use</returns>
+        public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
+        {
+            throw new NotImplementedException($"{nameof(IndexedBaseData)} types should implement 'GetSource'. " +
+                                              "The implementation should determine the index source to use for a given date.");
+        }
+    }
+}