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 NodaTime;
+using System.IO;
+using QuantConnect.Util;
+
+namespace QuantConnect.Data.Market
+{
+    /// <summary>
+    /// Margin interest rate data source
+    /// </summary>
+    /// <remarks>This is useful to model margin costs</remarks>
+    public class MarginInterestRate : BaseData
+    {
+        /// <summary>
+        /// The interest rate value
+        /// </summary>
+        public decimal InterestRate { get; set; }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        public MarginInterestRate()
+        {
+            DataType = MarketDataType.Auxiliary;
+        }
+
+        /// <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]
+        public override BaseData Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
+        {
+            var dateTime = stream.GetDateTime("yyyyMMdd HH:mm:ss");
+            var interestRate = stream.GetDecimal();
+            return new MarginInterestRate {
+                Time = dateTime,
+                InterestRate = Value = interestRate,
+                Symbol = config.Symbol
+            };
+        }
+
+        /// <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)
+        {
+            var identifier = config.Symbol.ID;
+            var source = Path.Combine(Globals.DataFolder,
+                identifier.SecurityType.SecurityTypeToLower(),
+                identifier.Market.ToLowerInvariant(),
+                "margin_interest",
+                $"{identifier.Symbol.ToLowerInvariant()}.csv"
+            );
+
+            return new SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.Csv);
+        }
+
+        /// <summary>
+        /// Specifies the data time zone for this data type. This is useful for custom data types
+        /// </summary>
+        public override DateTimeZone DataTimeZone()
+        {
+            return TimeZones.Utc;
+        }
+
+        /// <summary>
+        /// Formats a string with the symbol and value.
+        /// </summary>
+        public override string ToString()
+        {
+            return $"{Symbol}: Rate {InterestRate}";
+        }
+    }
+}