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 +1,134 @@
+/*
+ * 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 Newtonsoft.Json;
+using QuantConnect.Interfaces;
+using QuantConnect.Util;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Report generated by the <see cref="IDataMonitor"/> class that contains information about data requests
+    /// </summary>
+    public class DataMonitorReport
+    {
+        /// <summary>
+        /// Gets the number of data files that were requested and successfully fetched
+        /// </summary>
+        [JsonProperty(PropertyName = "succeeded-data-requests-count")]
+        public long SucceededDataRequestsCount { get; set; }
+
+        /// <summary>
+        /// Gets the number of data files that were requested but could not be fetched
+        /// </summary>
+        [JsonProperty(PropertyName = "failed-data-requests-count")]
+        public long FailedDataRequestsCount { get; set; }
+
+        /// <summary>
+        /// Gets the number of universe data files that were requested and successfully fetched
+        /// </summary>
+        [JsonProperty(PropertyName = "succeeded-universe-data-requests-count")]
+        public long SucceededUniverseDataRequestsCount { get; set; }
+
+        /// <summary>
+        /// Gets the number of universe data files that were requested but could not be fetched
+        /// </summary>
+        [JsonProperty(PropertyName = "failed-universe-data-requests-count")]
+        public long FailedUniverseDataRequestsCount { get; set; }
+
+        /// <summary>
+        /// Gets the number of data files that were requested
+        /// </summary>
+        [JsonProperty(PropertyName = "total-data-requests-count")]
+        public long TotalRequestsCount
+        {
+            get { return SucceededDataRequestsCount + FailedDataRequestsCount; }
+        }
+
+        /// <summary>
+        /// Fets the percentage of data requests that could not be satisfied
+        /// </summary>
+        [JsonProperty(PropertyName = "failed-data-requests-percentage")]
+        public double FailedDataRequestsPercentage
+        {
+            get { return GetPercentage(TotalRequestsCount, FailedDataRequestsCount); }
+        }
+
+        /// <summary>
+        /// Gets the number of universe data files that were requested
+        /// </summary>
+        [JsonProperty(PropertyName = "total-universe-data-requests-count")]
+        public long TotalUniverseDataRequestsCount
+        {
+            get { return SucceededUniverseDataRequestsCount + FailedUniverseDataRequestsCount; }
+        }
+
+        /// <summary>
+        /// Fets the percentage of universe data requests that could not be satisfied
+        /// </summary>
+        [JsonProperty(PropertyName = "failed-universe-data-requests-percentage")]
+        public double FailedUniverseDataRequestsPercentage
+        {
+            get { return GetPercentage(TotalUniverseDataRequestsCount, FailedUniverseDataRequestsCount); }
+        }
+
+        /// <summary>
+        /// Rates at which data requests were made per second
+        /// </summary>
+        [JsonProperty(PropertyName = "data-request-rates")]
+        public IReadOnlyList<double> DataRequestRates { get; set; }
+
+        /// <summary>
+        /// Initializes an empty instance of the <see cref="DataMonitorReport"/> class
+        /// </summary>
+        public DataMonitorReport()
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DataMonitorReport"/> class
+        /// </summary>
+        /// <param name="succeededDataRequestsCount">Number of data paths that were requested and successfuly served</param>
+        /// <param name="failedDataRequestsCount">Number of data paths that were requested but could not be served</param>
+        /// <param name="succeededUniverseDataRequestsCount">Number of universe data paths that were requested and successfuly served</param>
+        /// <param name="failedUniverseDataRequestsCount">Number of universe data paths that were requested but could not be served</param>
+        /// <param name="dataRequestRates">Rates at which data requests were made per second</param>
+        public DataMonitorReport(long succeededDataRequestsCount, 
+            long failedDataRequestsCount, 
+            long succeededUniverseDataRequestsCount, 
+            long failedUniverseDataRequestsCount, 
+            IReadOnlyList<double> dataRequestRates)
+        {
+            SucceededDataRequestsCount = succeededDataRequestsCount;
+            FailedDataRequestsCount = failedDataRequestsCount;
+            SucceededUniverseDataRequestsCount = succeededUniverseDataRequestsCount;
+            FailedUniverseDataRequestsCount = failedUniverseDataRequestsCount;
+            DataRequestRates = dataRequestRates;
+        }
+        
+        private static double GetPercentage(long total, long value)
+        {
+            if (total == 0)
+            {
+                return 0;
+            }
+
+            return Math.Round(value / (double)total * 100);
+        }
+    }
+}