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 +1,204 @@
+/*
+ * 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.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Securities;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Defines a base class for <see cref="IDataProviderEvents"/>
+    /// </summary>
+    public abstract class DataProviderEventArgs : EventArgs
+    {
+        /// <summary>
+        /// Gets the symbol being processed that generated the event
+        /// </summary>
+        public Symbol Symbol { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DataProviderEventArgs"/> class
+        /// </summary>
+        /// <param name="symbol">Symbol being processed that generated the event</param>
+        protected DataProviderEventArgs(Symbol symbol)
+        {
+            Symbol = symbol;
+        }
+    }
+
+    /// <summary>
+    /// Event arguments for the <see cref="IDataProviderEvents.InvalidConfigurationDetected"/> event
+    /// </summary>
+    public sealed class InvalidConfigurationDetectedEventArgs : DataProviderEventArgs
+    {
+        /// <summary>
+        /// Gets the error message
+        /// </summary>
+        public string Message { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="InvalidConfigurationDetectedEventArgs"/> class
+        /// </summary>
+        /// <param name="symbol">Symbol being processed that generated the event</param>
+        /// <param name="message">The error message</param>
+        public InvalidConfigurationDetectedEventArgs(Symbol symbol, string message)
+            : base(symbol)
+        {
+            Message = message;
+        }
+    }
+
+    /// <summary>
+    /// Event arguments for the <see cref="IDataProviderEvents.NumericalPrecisionLimited"/> event
+    /// </summary>
+    public sealed class NumericalPrecisionLimitedEventArgs : DataProviderEventArgs
+    {
+        /// <summary>
+        /// Gets the error message
+        /// </summary>
+        public string Message { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="NumericalPrecisionLimitedEventArgs"/> class
+        /// </summary>
+        /// <param name="symbol">Symbol being processed that generated the event</param>
+        /// <param name="message">The error message</param>
+        public NumericalPrecisionLimitedEventArgs(Symbol symbol, string message)
+            : base(symbol)
+        {
+            Message = message;
+        }
+    }
+
+    /// <summary>
+    /// Event arguments for the <see cref="IDataProviderEvents.DownloadFailed"/> event
+    /// </summary>
+    public sealed class DownloadFailedEventArgs : DataProviderEventArgs
+    {
+        /// <summary>
+        /// Gets the error message
+        /// </summary>
+        public string Message { get; }
+
+        /// <summary>
+        /// Gets the error stack trace
+        /// </summary>
+        public string StackTrace { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DownloadFailedEventArgs"/> class
+        /// </summary>
+        /// <param name="symbol">Symbol being processed that generated the event</param>
+        /// <param name="message">The error message</param>
+        /// <param name="stackTrace">The error stack trace</param>
+        public DownloadFailedEventArgs(Symbol symbol, string message, string stackTrace = "")
+            : base(symbol)
+        {
+            Message = message;
+            StackTrace = stackTrace;
+        }
+    }
+
+    /// <summary>
+    /// Event arguments for the <see cref="IDataProviderEvents.ReaderErrorDetected"/> event
+    /// </summary>
+    public sealed class ReaderErrorDetectedEventArgs : DataProviderEventArgs
+    {
+        /// <summary>
+        /// Gets the error message
+        /// </summary>
+        public string Message { get; }
+
+        /// <summary>
+        /// Gets the error stack trace
+        /// </summary>
+        public string StackTrace { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ReaderErrorDetectedEventArgs"/> class
+        /// </summary>
+        /// <param name="symbol">Symbol being processed that generated the event</param>
+        /// <param name="message">The error message</param>
+        /// <param name="stackTrace">The error stack trace</param>
+        public ReaderErrorDetectedEventArgs(Symbol symbol, string message, string stackTrace = "")
+            : base(symbol)
+        {
+            Message = message;
+            StackTrace = stackTrace;
+        }
+    }
+
+    /// <summary>
+    /// Event arguments for the <see cref="IDataProviderEvents.StartDateLimited"/> event
+    /// </summary>
+    public sealed class StartDateLimitedEventArgs : DataProviderEventArgs
+    {
+        /// <summary>
+        /// Gets the error message
+        /// </summary>
+        public string Message { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="StartDateLimitedEventArgs"/> class
+        /// </summary>
+        /// <param name="symbol">Symbol being processed that generated the event</param>
+        /// <param name="message">The error message</param>
+        public StartDateLimitedEventArgs(Symbol symbol, string message)
+            : base(symbol)
+        {
+            Message = message;
+        }
+    }
+
+    /// <summary>
+    /// Event arguments for the NewTradableDate event
+    /// </summary>
+    public sealed class NewTradableDateEventArgs : DataProviderEventArgs
+    {
+        /// <summary>
+        /// The new tradable date
+        /// </summary>
+        public DateTime Date { get; }
+
+        /// <summary>
+        /// The last <see cref="BaseData"/> of the <see cref="Security"/>
+        /// for which we are enumerating
+        /// </summary>
+        public BaseData LastBaseData { get; }
+
+        /// <summary>
+        /// The last raw security price we have
+        /// </summary>
+        public decimal? LastRawPrice { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="NewTradableDateEventArgs"/> class
+        /// </summary>
+        /// <param name="date">The new tradable date</param>
+        /// <param name="lastBaseData">The last <see cref="BaseData"/> of the
+        /// <see cref="Security"/> for which we are enumerating</param>
+        /// <param name="symbol">The <see cref="Symbol"/> of the new tradable date</param>
+        /// <param name="lastRawPrice">The last raw security price we have</param>
+        public NewTradableDateEventArgs(DateTime date, BaseData lastBaseData, Symbol symbol, decimal? lastRawPrice)
+            : base(symbol)
+        {
+            Date = date;
+            LastBaseData = lastBaseData;
+            LastRawPrice = lastRawPrice;
+        }
+    }
+}