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.Market
+{
+    /// <summary>
+    /// Represents a bar sectioned not by time, but by some amount of movement in a set field,
+    /// where:
+    /// - Open : Gets the opening value that started this bar
+    /// - Close : Gets the closing value or the current value if the bar has not yet closed.
+    /// - High : Gets the highest value encountered during this bar
+    /// - Low : Gets the lowest value encountered during this bar
+    /// </summary>
+    public abstract class BaseRenkoBar : TradeBar, IBaseDataBar
+    {
+        /// <summary>
+        /// Gets the kind of the bar
+        /// </summary>
+        public RenkoType Type { get; protected set; }
+
+        /// <summary>
+        /// The preset size of the consolidated bar
+        /// </summary>
+        public decimal BrickSize  { get; protected set; }
+
+        /// <summary>
+        /// Gets the end time of this renko bar or the most recent update time if it <see cref="IsClosed"/>
+        /// </summary>
+        public override DateTime EndTime { get; set; }
+
+        /// <summary>
+        /// Gets the time this bar started
+        /// </summary>
+        public DateTime Start
+        {
+            get { return Time; }
+            protected set { Time = value; }
+        }
+
+        /// <summary>
+        /// Gets whether or not this bar is considered closed.
+        /// </summary>
+        public virtual bool IsClosed { get; protected set; }
+
+        /// <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>
+        /// <param name="config">Config.</param>
+        /// <param name="line">Line.</param>
+        /// <param name="date">Date.</param>
+        /// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
+        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
+        {
+            throw new NotSupportedException("RenkoBar does not support the Reader function. This function should never be called on this type.");
+        }
+
+        /// <summary>
+        /// Return the URL string source of the file. This will be converted to a stream
+        /// </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>String URL of source file.</returns>
+        public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
+        {
+            throw new NotSupportedException("RenkoBar does not support the GetSource function. This function should never be called on this type.");
+        }
+    }
+}