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
@@ -0,0 +1,70 @@
+/*
+ * 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.Collections.Generic;
+using System.Linq;
+
+namespace QuantConnect.Data
+{
+    /// <summary>
+    /// Provides convenient methods for holding several <see cref="SubscriptionDataConfig"/>
+    /// </summary>
+    public class SubscriptionDataConfigList : List<SubscriptionDataConfig>
+    {
+        /// <summary>
+        /// <see cref="Symbol"/> for which this class holds <see cref="SubscriptionDataConfig"/>
+        /// </summary>
+        public Symbol Symbol { get; private set; }
+
+        /// <summary>
+        /// Assume that the InternalDataFeed is the same for both <see cref="SubscriptionDataConfig"/>
+        /// </summary>
+        public bool IsInternalFeed
+        {
+            get
+            {
+                var first = this.FirstOrDefault();
+                return first != null && first.IsInternalFeed;
+            }
+        }
+
+        /// <summary>
+        /// Default constructor that specifies the <see cref="Symbol"/> that the <see cref="SubscriptionDataConfig"/> represent
+        /// </summary>
+        /// <param name="symbol"></param>
+        public SubscriptionDataConfigList(Symbol symbol)
+        {
+            Symbol = symbol;
+        }
+
+        /// <summary>
+        /// Sets the <see cref="DataNormalizationMode"/> for all <see cref="SubscriptionDataConfig"/> contained in the list
+        /// </summary>
+        /// <param name="normalizationMode"></param>
+        public void SetDataNormalizationMode(DataNormalizationMode normalizationMode)
+        {
+            if (Symbol.SecurityType.IsOption() && normalizationMode != DataNormalizationMode.Raw)
+            {
+                throw new ArgumentException($"DataNormalizationMode.Raw must be used with SecurityType {Symbol.SecurityType}");
+            }
+
+            foreach (var config in this)
+            {
+                config.DataNormalizationMode = normalizationMode;
+            }
+        }
+    }
+}