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>
+    /// Symbol changed event of a security. This is generated when a symbol is remapped for a given
+    /// security, for example, at EOD 2014.04.02 GOOG turned into GOOGL, but are the same
+    /// </summary>
+    public class SymbolChangedEvent : BaseData
+    {
+        /// <summary>
+        /// Gets the symbol before the change
+        /// </summary>
+        public string OldSymbol { get; private set; }
+
+        /// <summary>
+        /// Gets the symbol after the change
+        /// </summary>
+        public string NewSymbol { get; private set; }
+
+        /// <summary>
+        /// Initializes a new default instance of the <see cref="SymbolChangedEvent"/> class
+        /// </summary>
+        public SymbolChangedEvent()
+        {
+            DataType = MarketDataType.Auxiliary;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SymbolChangedEvent"/>
+        /// </summary>
+        /// <param name="requestedSymbol">The symbol that was originally requested</param>
+        /// <param name="date">The date/time this symbol remapping took place</param>
+        /// <param name="oldSymbol">The old symbol mapping</param>
+        /// <param name="newSymbol">The new symbol mapping</param>
+        public SymbolChangedEvent(Symbol requestedSymbol, DateTime date, string oldSymbol, string newSymbol)
+            : this()
+        {
+            Time = date;
+            Symbol = requestedSymbol;
+            OldSymbol = oldSymbol;
+            NewSymbol = newSymbol;
+        }
+
+        /// <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)
+        {
+            return null;
+        }
+
+        /// <summary>
+        /// Return a new instance clone of this object, used in fill forward
+        /// </summary>
+        /// <remarks>
+        /// This base implementation uses reflection to copy all public fields and properties
+        /// </remarks>
+        /// <returns>A clone of the current object</returns>
+        public override BaseData Clone()
+        {
+            return new SymbolChangedEvent(Symbol, Time, OldSymbol, NewSymbol);
+        }
+
+        /// <summary>
+        /// Friendly string representation of this symbol changed event
+        /// </summary>
+        public override string ToString()
+        {
+            return $"{Time} {OldSymbol}->{NewSymbol}";
+        }
+    }
+}