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 +1,62 @@
+/*
+ * 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.Collections.Generic;
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    ///     Interface type used to pass windows around without worry of external modification
+    /// </summary>
+    /// <typeparam name="T">The type of data in the window</typeparam>
+    public interface IReadOnlyWindow<out T> : IEnumerable<T>
+    {
+        /// <summary>
+        ///     Gets the size of this window
+        /// </summary>
+        int Size { get; }
+
+        /// <summary>
+        ///     Gets the current number of elements in this window
+        /// </summary>
+        int Count { get; }
+
+        /// <summary>
+        ///     Gets the number of samples that have been added to this window over its lifetime
+        /// </summary>
+        int Samples { get; }
+
+        /// <summary>
+        ///     Indexes into this window, where index 0 is the most recently
+        ///     entered value
+        /// </summary>
+        /// <param name="i">the index, i</param>
+        /// <returns>the ith most recent entry</returns>
+        T this[int i] { get; }
+
+        /// <summary>
+        ///     Gets a value indicating whether or not this window is ready, i.e,
+        ///     it has been filled to its capacity, this is when the Size==Count
+        /// </summary>
+        bool IsReady { get; }
+
+        /// <summary>
+        ///     Gets the most recently removed item from the window. This is the
+        ///     piece of data that just 'fell off' as a result of the most recent
+        ///     add. If no items have been removed, this will throw an exception.
+        /// </summary>
+        T MostRecentlyRemoved { get; }
+    }
+}