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 System.Collections.Generic;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Data.UniverseSelection
+{
+    /// <summary>
+    /// Defines the parameters required to add a subscription to a data feed.
+    /// </summary>
+    public class SubscriptionRequest : BaseDataRequest
+    {
+        /// <summary>
+        /// Gets true if the subscription is a universe
+        /// </summary>
+        public bool IsUniverseSubscription { get; }
+
+        /// <summary>
+        /// Gets the universe this subscription resides in
+        /// </summary>
+        public Universe Universe { get; }
+
+        /// <summary>
+        /// Gets the security. This is the destination of data for non-internal subscriptions.
+        /// </summary>
+        public Security Security { get; }
+
+        /// <summary>
+        /// Gets the subscription configuration. This defines how/where to read the data.
+        /// </summary>
+        public SubscriptionDataConfig Configuration { get; }
+
+        /// <summary>
+        /// Gets the tradable days specified by this request, in the security's data time zone
+        /// </summary>
+        public override IEnumerable<DateTime> TradableDaysInDataTimeZone => Time.EachTradeableDayInTimeZone(ExchangeHours,
+            StartTimeLocal,
+            EndTimeLocal,
+            Configuration.DataTimeZone,
+            Configuration.ExtendedMarketHours);
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SubscriptionRequest"/> class
+        /// </summary>
+        public SubscriptionRequest(bool isUniverseSubscription,
+            Universe universe,
+            Security security,
+            SubscriptionDataConfig configuration,
+            DateTime startTimeUtc,
+            DateTime endTimeUtc)
+            : base(startTimeUtc, endTimeUtc, security.Exchange.Hours, configuration.TickType, configuration.IsCustomData, configuration.Type)
+        {
+            IsUniverseSubscription = isUniverseSubscription;
+            Universe = universe;
+            Security = security;
+            Configuration = configuration;
+
+            // open interest data comes in once a day before market open,
+            // make the subscription start from midnight and use always open exchange
+            if (Configuration.TickType == TickType.OpenInterest)
+            {
+                StartTimeUtc = StartTimeUtc.ConvertFromUtc(ExchangeHours.TimeZone).Date.ConvertToUtc(ExchangeHours.TimeZone);
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SubscriptionRequest"/> class
+        /// </summary>
+        public SubscriptionRequest(SubscriptionRequest template,
+            bool? isUniverseSubscription = null,
+            Universe universe = null,
+            Security security = null,
+            SubscriptionDataConfig configuration = null,
+            DateTime? startTimeUtc = null,
+            DateTime? endTimeUtc = null
+            )
+            : this(isUniverseSubscription ?? template.IsUniverseSubscription,
+                  universe ?? template.Universe,
+                  security ?? template.Security,
+                  configuration ?? template.Configuration,
+                  startTimeUtc ?? template.StartTimeUtc,
+                  endTimeUtc ?? template.EndTimeUtc
+                  )
+        {
+        }
+    }
+}