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 +1,113 @@
+/*
+ * 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.Globalization;
+using QuantConnect.Interfaces;
+using QuantConnect.Data.Fundamental;
+using System.Runtime.CompilerServices;
+
+namespace QuantConnect.Data.UniverseSelection
+{
+    /// <summary>
+    /// Base fundamental data provider
+    /// </summary>
+    public class BaseFundamentalDataProvider : IFundamentalDataProvider
+    {
+        /// <summary>
+        /// True if live trading
+        /// </summary>
+        public bool LiveMode { get; set; }
+
+        /// <summary>
+        /// THe data provider instance to use
+        /// </summary>
+        protected IDataProvider DataProvider { get; set; }
+
+        /// <summary>
+        /// Initializes the service
+        /// </summary>
+        /// <param name="dataProvider">The data provider instance to use</param>
+        /// <param name="liveMode">True if running in live mode</param>
+        public virtual void Initialize(IDataProvider dataProvider, bool liveMode)
+        {
+            LiveMode = liveMode;
+            DataProvider = dataProvider;
+        }
+
+        /// <summary>
+        /// Will fetch the requested fundamental information for the requested time and symbol
+        /// </summary>
+        /// <typeparam name="T">The expected data type</typeparam>
+        /// <param name="time">The time to request this data for</param>
+        /// <param name="securityIdentifier">The security identifier</param>
+        /// <param name="name">The name of the fundamental property</param>
+        /// <returns>The fundamental information</returns>
+        public virtual T Get<T>(DateTime time, SecurityIdentifier securityIdentifier, FundamentalProperty name)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <summary>
+        /// Get's the default value for the given T type
+        /// </summary>
+        /// <typeparam name="T">The expected T type</typeparam>
+        /// <returns>The default value</returns>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        public static T GetDefault<T>()
+        {
+            if (typeof(T) == typeof(double))
+            {
+                return (T)Convert.ChangeType(double.NaN, typeof(T), CultureInfo.InvariantCulture);
+            }
+            else if (typeof(T) == typeof(decimal))
+            {
+                return (T)Convert.ChangeType(decimal.Zero, typeof(T), CultureInfo.InvariantCulture);
+            }
+            return default;
+        }
+
+        /// <summary>
+        /// True if the given value is none
+        /// </summary>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        public static bool IsNone(object value) => IsNone(value?.GetType(), value);
+
+        /// <summary>
+        /// True if the given value is none
+        /// </summary>
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        public static bool IsNone(Type type, object value)
+        {
+            if (type == null || value == null)
+            {
+                return true;
+            }
+            else if(type == typeof(double))
+            {
+                return ((double)value).IsNaNOrInfinity();
+            }
+            else if (type == typeof(decimal))
+            {
+                return default(decimal) == (decimal)value;
+            }
+            else if (type == typeof(DateTime))
+            {
+                return default(DateTime) == (DateTime)value;
+            }
+            return false;
+        }
+    }
+}