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 QuantConnect.Util;
+using QuantConnect.Interfaces;
+using QuantConnect.Configuration;
+using QuantConnect.Data.Fundamental;
+
+namespace QuantConnect.Data.UniverseSelection
+{
+    /// <summary>
+    /// Fundamental data provider service
+    /// </summary>
+    public static class FundamentalService
+    {
+        private static IFundamentalDataProvider _fundamentalDataProvider;
+
+        /// <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 static void Initialize(IDataProvider dataProvider, bool liveMode)
+        {
+            Initialize(dataProvider, Config.Get("fundamental-data-provider", nameof(CoarseFundamentalDataProvider)), liveMode);
+        }
+
+        /// <summary>
+        /// Initializes the service
+        /// </summary>
+        /// <param name="dataProvider">The data provider instance to use</param>
+        /// <param name="fundamentalDataProvider">The fundamental data provider</param>
+        /// <param name="liveMode">True if running in live mode</param>
+        public static void Initialize(IDataProvider dataProvider, string fundamentalDataProvider, bool liveMode)
+        {
+            Initialize(dataProvider, Composer.Instance.GetExportedValueByTypeName<IFundamentalDataProvider>(fundamentalDataProvider), liveMode);
+        }
+
+        /// <summary>
+        /// Initializes the service
+        /// </summary>
+        /// <param name="dataProvider">The data provider instance to use</param>
+        /// <param name="fundamentalDataProvider">The fundamental data provider</param>
+        /// <param name="liveMode">True if running in live mode</param>
+        public static void Initialize(IDataProvider dataProvider, IFundamentalDataProvider fundamentalDataProvider, bool liveMode)
+        {
+            _fundamentalDataProvider = fundamentalDataProvider;
+            _fundamentalDataProvider.Initialize(dataProvider, liveMode);
+        }
+
+        /// <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="symbol">The symbol instance</param>
+        /// <param name="name">The name of the fundamental property</param>
+        /// <returns>The fundamental information</returns>
+        public static T Get<T>(DateTime time, Symbol symbol, FundamentalProperty name) => Get<T>(time, symbol.ID, name);
+
+        /// <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 static T Get<T>(DateTime time, SecurityIdentifier securityIdentifier, FundamentalProperty name)
+        {
+            return _fundamentalDataProvider.Get<T>(time.Date, securityIdentifier, name);
+        }
+    }
+}