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.Linq;
+using Python.Runtime;
+using QuantConnect.Indicators;
+using System.Collections.Generic;
+
+namespace QuantConnect.Data
+{
+    /// <summary>
+    /// Provides historical values of an indicator
+    /// </summary>
+    public class IndicatorHistory : DataHistory<IndicatorDataPoints>
+    {
+        private readonly Dictionary<string, List<IndicatorDataPoint>> _pointsPerName;
+
+        /// <summary>
+        /// The indicators historical values
+        /// </summary>
+        public List<IndicatorDataPoint> Current => this["current"];
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        /// <param name="indicatorsDataPointsByTime">Indicators data points by time</param>
+        /// <param name="indicatorsDataPointPerProperty">Indicators data points by property name</param>
+        /// <param name="dataframe">The lazy data frame constructor</param>
+        public IndicatorHistory(List<IndicatorDataPoints> indicatorsDataPointsByTime, List<InternalIndicatorValues> indicatorsDataPointPerProperty, Lazy<PyObject> dataframe)
+            : base(indicatorsDataPointsByTime, dataframe)
+        {
+            // for the index accessor we enforce uniqueness by name
+            _pointsPerName = indicatorsDataPointPerProperty.DistinctBy(x => x.Name.ToLowerInvariant()).ToDictionary(x => x.Name.ToSnakeCase(), x => x.Values);
+        }
+
+        /// <summary>
+        /// Access the historical indicator values per indicator property name
+        /// </summary>
+        public List<IndicatorDataPoint> this[string name]
+        {
+            get
+            {
+                if (_pointsPerName.TryGetValue(name.ToSnakeCase().ToLowerInvariant(), out var result))
+                {
+                    return result;
+                }
+                return null;
+            }
+        }
+    }
+}