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 +1,61 @@
+/*
+ * 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 QuantConnect.Securities;
+
+namespace QuantConnect.Data.UniverseSelection
+{
+    /// <summary>
+    /// Provides a universe decoration that replaces the implementation of <see cref="GetSubscriptionRequests"/>
+    /// </summary>
+    public class GetSubscriptionRequestsUniverseDecorator : UniverseDecorator
+    {
+        private readonly GetSubscriptionRequestsDelegate _getRequests;
+
+        /// <summary>
+        /// Delegate type for the <see cref="GetSubscriptionRequests"/> method
+        /// </summary>
+        /// <param name="security">The security to get subscription requests for</param>
+        /// <param name="currentTimeUtc">The current utc frontier time</param>
+        /// <param name="maximumEndTimeUtc"></param>
+        /// <returns>The subscription requests for the security to be given to the data feed</returns>
+        public delegate IEnumerable<SubscriptionRequest> GetSubscriptionRequestsDelegate(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc);
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="GetSubscriptionRequestsUniverseDecorator"/> class
+        /// </summary>
+        /// <param name="universe">The universe to be decorated</param>
+        /// <param name="getRequests"></param>
+        public GetSubscriptionRequestsUniverseDecorator(Universe universe, GetSubscriptionRequestsDelegate getRequests)
+            : base(universe)
+        {
+            _getRequests = getRequests;
+        }
+
+        /// <summary>
+        /// Gets the subscription requests to be added for the specified security
+        /// </summary>
+        /// <param name="security">The security to get subscriptions for</param>
+        /// <param name="currentTimeUtc">The current time in utc. This is the frontier time of the algorithm</param>
+        /// <param name="maximumEndTimeUtc">The max end time</param>
+        /// <returns>All subscriptions required by this security</returns>
+        public override IEnumerable<SubscriptionRequest> GetSubscriptionRequests(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc)
+        {
+            return _getRequests(security, currentTimeUtc, maximumEndTimeUtc);
+        }
+    }
+}